SPX dealer positioning, the week of October 26, 2026
Oct 26 to Oct 30 · 2 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 Oct 26 | 7651.3 | 7676.7 | +25.4 +0.33% | 55.7 | +53.5 | 7678.2 crossed 12x | negative |
| Tuesday Oct 27 | 7698.9 | 7723.0 | +24.1 +0.31% | 57.5 | +46.3 | 7716.3 crossed 3x | positive |
| Wednesday Oct 28 | no session | ||||||
| Thursday Oct 29 | no session | ||||||
| Friday Oct 30 | no session | ||||||
Week: +99.8 points (+1.31%), close to close from 2026-10-23.
Ranges: 113.2 points over 2 sessions, the largest 57.5 on 2026-10-27.
Zero-gamma flip at the close: 7678.2 on the first session, 7716.3 on the last (+38.1 points).
Closed in positive gamma: 1 of 2 sessions.
Events this week
- Oct 27
08:30Durable goods orders
Durable goods m/m: actual 1.8% / prior 0.1% - Oct 27
08:30Housing starts
Housing starts: actual 1221K / prior 1288K - Oct 27
10:00CB Consumer Confidence
spot -0.4 in the 15 minutes after 10:00; flip 7774.3 → 7778.6; net gamma long - Oct 27
10:00Consumer confidence (Conference Board)
spot -0.4 in the 15 minutes after 10:00; flip 7774.3 → 7778.6; net gamma long - Oct 27
16:05V earnings - Oct 28
14:00FOMC decision · high impact
Fed funds: forecast 4.00% / prior 4.00% - Oct 28
14:30FOMC press conference · high impact - Oct 28
16:05GOOGL earnings - Oct 28
16:05MSFT earnings - Oct 29
07:00LLY earnings - Oct 29
07:00MA earnings - Oct 29
08:30PCE inflation, income and spending · high impact
Core PCE m/m: forecast 0.3% / prior 0.2% - Oct 29
08:30GDP
GDP q/q: forecast 3.2% / prior 1.5% - Oct 29
16:05AMZN earnings - Oct 30
07:00XOM earnings - Oct 30
08:30Employment Cost Index q/q
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.