SPX dealer positioning, the week of September 7, 2026
Sep 7 to Sep 11 · 1 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 Sep 7 | no session | ||||||
| Tuesday Sep 8 | 7706.8 | 7673.3 | -33.4 -0.43% | 37.9 | -45.3 | 7713.4 not crossed | negative |
| Wednesday Sep 9 | no session | ||||||
| Thursday Sep 10 | no session | ||||||
| Friday Sep 11 | no session | ||||||
Week: -45.3 points (-0.59%), close to close from 2026-09-04.
Ranges: 37.9 points over 1 session, the largest 37.9 on 2026-09-08.
Zero-gamma flip at the close: 7713.4 on the first session, 7713.4 on the last (0.0 points).
Closed in positive gamma: 0 of 1 sessions.
Events this week
- Sep 9
13:0010-year note auction, $39B (reopening) - Sep 10
08:30PPI
Core PPI m/m: forecast 0.3% / prior 0.2%; PPI m/m: forecast 0.4% / prior 0.0% - Sep 10
13:0030-year bond auction, $22B (reopening) - Sep 10
16:05ORCL earnings - Sep 11
08:30CPI · high impact
Core CPI m/m: forecast 0.2% / prior 0.2%; CPI m/m: forecast 0.4% / prior 0.1%; CPI y/y: forecast 3.4% / prior 3.4% - Sep 11
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 51.7; 1y inflation: prior 4%; 5y inflation: prior 3.3%
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.