SPX dealer positioning, the week of November 9, 2026
Nov 9 to Nov 13 · 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 Nov 9 | 7435.4 | 7549.8 | +114.3 +1.54% | 140.8 | +172.1 | 7535.4 crossed 1x | positive |
| Tuesday Nov 10 | 7497.0 | 7521.3 | +24.3 +0.32% | 69.2 | -28.5 | 7504.6 crossed 5x | positive |
| Wednesday Nov 11 | no session | ||||||
| Thursday Nov 12 | no session | ||||||
| Friday Nov 13 | no session | ||||||
Week: +143.6 points (+1.95%), close to close from 2026-11-06.
Ranges: 210.1 points over 2 sessions, the largest 140.8 on 2026-11-09.
Zero-gamma flip at the close: 7535.4 on the first session, 7504.6 on the last (-30.8 points).
Closed in positive gamma: 2 of 2 sessions.
Events this week
- Nov 10
08:30CPI · high impact
Core CPI m/m: actual 0.3% / forecast 0.2% / prior 0.3%; CPI m/m: forecast 0.3% / prior 0.6%; CPI y/y: actual 4.1% / prior 4.0% - Nov 13
08:30PPI
Core PPI m/m: forecast 0.3% / prior 0.7%; PPI m/m: forecast 0.4% / prior 1.3%
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.