{"filters":{"regime":"neg","gpct":"gt80"},"label":"SPX sessions closed in negative gamma, with the net-gamma percentile 80 and above","answer":"6 of 1,122 archived SPX sessions matched. Of them the mean open-to-close move was 0.49% (archive 0.59%).","url":"https://firmtape.com/screener?regime=neg&gpct=gt80","matched":6,"screened":1122,"archived":1122,"shares":{"matched":{"n":6,"above_flip_pct":0,"mean_abs_move_pct":0.49},"archive":{"n":1122,"above_flip_pct":56,"mean_abs_move_pct":0.59}},"sessions":[{"day":"2026-09-15","url":"https://firmtape.com/session/2026-09-15","close":7584.55,"move_pct":-0.34,"zero_gamma_flip":7585.95,"close_vs_flip":-1.4,"net_gamma_percentile":80,"flip_crossings":5,"events":["auctions"]},{"day":"2026-06-22","url":"https://firmtape.com/session/2026-06-22","close":7474.86,"move_pct":-0.58,"zero_gamma_flip":7475.9,"close_vs_flip":-1,"net_gamma_percentile":85,"flip_crossings":10,"events":[]},{"day":"2024-11-15","url":"https://firmtape.com/session/2024-11-15","close":5870.39,"move_pct":-0.73,"zero_gamma_flip":5871.35,"close_vs_flip":-1,"net_gamma_percentile":95,"flip_crossings":3,"events":["retail","opex"]},{"day":"2022-12-05","url":"https://firmtape.com/session/2022-12-05","close":4000.12,"move_pct":-1.06,"zero_gamma_flip":4015.96,"close_vs_flip":-15.8,"net_gamma_percentile":94.74,"flip_crossings":16,"events":["housing","ism"]},{"day":"2022-08-17","url":"https://firmtape.com/session/2022-08-17","close":4274.72,"move_pct":0.09,"zero_gamma_flip":4276.31,"close_vs_flip":-1.6,"net_gamma_percentile":95,"flip_crossings":34,"events":["retail","vix","eia","auctions"]},{"day":"2022-06-29","url":"https://firmtape.com/session/2022-06-29","close":3818.81,"move_pct":-0.17,"zero_gamma_flip":3819.65,"close_vs_flip":-0.8,"net_gamma_percentile":80,"flip_crossings":21,"events":["gdp","fed","vix","eia"]}],"source":"FirmTape derived SPX dealer-positioning measurements; counts, not investment advice."}