SPX dealer positioning, the week of August 10, 2026
Aug 10 to Aug 14 · 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 10 | 7756.3 | 7752.9 | -3.4 -0.04% | 28.4 | -5.6 | 7700.5 not crossed | positive |
| Tuesday Aug 11 | 7762.4 | 7727.6 | -34.8 -0.45% | 44.8 | -25.3 | 7698.5 not crossed | positive |
| Wednesday Aug 12 | 7761.6 | 7748.5 | -13.1 -0.17% | 23.0 | +20.9 | 7667.0 not crossed | positive |
| Thursday Aug 13 | 7766.7 | 7798.8 | +32.1 +0.41% | 48.9 | +50.3 | 7723.2 not crossed | positive |
| Friday Aug 14 | 7801.8 | 7785.9 | -15.9 -0.20% | 32.4 | -12.9 | 7751.6 not crossed | positive |
Week: +27.3 points (+0.35%), close to close from 2026-08-07.
Ranges: 177.6 points over 5 sessions, the largest 48.9 on 2026-08-13.
Zero-gamma flip at the close: 7700.5 on the first session, 7751.6 on the last (+51.1 points).
Closed in positive gamma: 5 of 5 sessions.
Events this week
- Aug 12
08:30CPI · high impact
CPI y/y: actual 3.5% / prior 3.7%; Core CPI m/m: actual 0.2% / prior -0.0% - Aug 12
13:0010-year note auction, $42B
spot -1.8 in the 15 minutes after 13:00; flip 7662.5 → 7665.5; net gamma long; walls 7662.4 / 7847.3 → 7665.5 / 7844.4 - Aug 13
08:30PPI
PPI m/m: actual -0.0% / prior -0.1% - Aug 13
13:0030-year bond auction, $25B
spot +3.2 in the 15 minutes after 13:00; flip 7707.5 → 7709.4; net gamma long; walls 7707.5 / 7852.6 → 7709.4 / 7848.9 - Aug 14
08:30Retail sales
Retail sales m/m: actual -0.6% / prior 0.2%
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.