SPX dealer positioning, the week of August 15, 2022

Aug 15 to Aug 19 · 5 of 5 days traded · each session free to replay

← the week of Aug 8 the week of Aug 22 →the calendar for this week every session

Day	Open	Close	Change	Range	Close to close	Flip at the close	Gamma at the close
Monday Aug 15	4259.3	4297.0	+37.8 +0.89%	41.8	+17.4	4284.2 not crossed	positive
Tuesday Aug 16	4288.6	4306.2	+17.6 +0.41%	47.1	+9.2	4300.6 crossed 26x	positive
Wednesday Aug 17	4270.9	4274.7	+3.8 +0.09%	48.1	-31.5	4276.3 crossed 34x	negative
Thursday Aug 18	4276.1	4283.4	+7.2 +0.17%	30.2	+8.6	4278.5 crossed 13x	positive
Friday Aug 19	4257.0	4230.0	-26.9 -0.63%	38.0	-53.3	4232.9 crossed 11x	negative

Week: -49.6 points (-1.16%), close to close from 2022-08-12.
Ranges: 205.1 points over 5 sessions, the largest 48.1 on 2022-08-17.
Zero-gamma flip at the close: 4284.2 on the first session, 4232.9 on the last (-51.3 points).
Closed in positive gamma: 3 of 5 sessions.

Events this week

Aug 16 07:00 WMT earnings
Aug 16 08:30 Housing starts
Housing starts: actual 1382K / prior 1556K
Aug 17 08:30 Retail sales
Retail sales m/m: actual -1.0% / prior 0.9%
Aug 17 09:30 VIX settlement
spot +1.3 in the 15 minutes after 09:30; flip 4161.2 → 4207.4; net gamma long
Aug 17 13:00 20-year bond auction, $15B
spot +2.4 in the 15 minutes after 13:00; flip 4232.7 → 4218.2; net gamma long
Aug 17 14:00 FOMC minutes
spot +24.2 in the 15 minutes after 14:00; flip 4219.5 → 4203.7; net gamma long

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.