SPX dealer positioning, the week of August 3, 2026
Aug 3 to Aug 7 · 5 of 5 days traded · each session free to replay
| Day | Open | Close | Change | Range | Close to close | Flip at the close | Gamma at the close |
|---|---|---|---|---|---|---|---|
| Monday Aug 3 | 7520.4 | 7600.5 | +80.0 +1.06% | 88.6 | +110.5 | 7452.4 crossed 2x | positive |
| Tuesday Aug 4 | 7636.2 | 7736.4 | +100.2 +1.31% | 120.5 | +135.9 | 7745.1 crossed 8x | negative |
| Wednesday Aug 5 | 7786.1 | 7713.0 | -73.2 -0.94% | 77.6 | -23.4 | 7720.7 crossed 7x | negative |
| Thursday Aug 6 | 7726.0 | 7709.6 | -16.4 -0.21% | 39.4 | -3.4 | 7652.5 not crossed | positive |
| Friday Aug 7 | 7733.1 | 7758.5 | +25.4 +0.33% | 40.6 | +48.9 | 7679.1 not crossed | positive |
Week: +268.6 points (+3.59%), close to close from 2026-07-31.
Ranges: 366.7 points over 5 sessions, the largest 120.5 on 2026-08-04.
Zero-gamma flip at the close: 7452.4 on the first session, 7679.1 on the last (+226.7 points).
Closed in positive gamma: 3 of 5 sessions.
Events this week
- Aug 3
10:00ISM manufacturing PMI
spot +6.1 in the 15 minutes after 10:00; flip 7398.3 → 7417.0; net gamma long; walls 7398.3 / 7576.5 → 7417.0 / 7584.8 - Aug 4
10:00JOLTS job openings
Openings: actual 7.18M / prior 7.54M
spot +15.9 in the 15 minutes after 10:00; flip 7305.1 → 7550.6; net gamma long; walls 7305.1 / 7737.3 → 7550.6 / 7722.1 - Aug 5
07:00LLY earnings - Aug 5
10:00ISM services PMI
spot +2.4 in the 15 minutes after 10:00; flip 7700.0 → 7656.1; net gamma long; walls 7700.0 / 7997.1 → 7656.1 / 7982.7 - Aug 7
08:30Nonfarm payrolls · high impact
Payrolls: actual -23K / prior 20K; Unemployment rate: actual 4.1% / prior 4.2%
Prices are SPX at the minute. Change is close minus open; close to close is against the previous finished session. The zero-gamma flip is the terminal's measured flip at the close, and "crossed" counts the minutes the tape changed sides of it. Gamma at the close is where the close sat against that flip. Events are the market calendar's high and medium impact rows; the line under an in-session event is what the book did in the fifteen minutes after it, from the day's own payload. Nothing here is a forecast; see the Terms.