SPX dealer positioning, the week of February 9, 2026
Feb 9 to Feb 13 · 5 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 Feb 9 | 6908.6 | 6964.6 | +55.9 +0.81% | 71.1 | +32.6 | 6964.9 crossed 5x | negative |
| Tuesday Feb 10 | 6971.9 | 6941.1 | -30.8 -0.44% | 46.3 | -23.4 | 6962.3 crossed 23x | negative |
| Wednesday Feb 11 | 6989.7 | 6942.2 | -47.5 -0.68% | 75.8 | +1.1 | 6949.1 crossed 39x | negative |
| Thursday Feb 12 | 6963.3 | 6832.8 | -130.5 -1.87% | 145.5 | -109.4 | 6874.9 crossed 1x | negative |
| Friday Feb 13 | 6835.8 | 6836.4 | +0.6 +0.01% | 80.2 | +3.5 | 6852.3 crossed 18x | negative |
Week: -95.6 points (-1.38%), close to close from 2026-02-06.
Ranges: 418.8 points over 5 sessions, the largest 145.5 on 2026-02-12.
Zero-gamma flip at the close: 6964.9 on the first session, 6852.3 on the last (-112.7 points).
Closed in positive gamma: 0 of 5 sessions.
Events this week
- Feb 10
08:30Retail sales
Retail sales m/m: actual -0.0% / prior 0.0% - Feb 11
08:30Nonfarm payrolls · high impact
Payrolls: actual 160K / prior -17K; Unemployment rate: actual 4.3% / prior 4.4% - Feb 11
09:30VIX settlement
spot -8.5 in the 15 minutes after 09:30; flip 6872.3 → 6889.5; net gamma long - Feb 11
13:0010-year note auction, $42B
spot -13.3 in the 15 minutes after 13:00; flip 6843.6 → 6845.9; net gamma long - Feb 12
13:0030-year bond auction, $25B
spot +4.9 in the 15 minutes after 13:00; flip 6776.2 → 6774.5; net gamma long - Feb 13
08:30CPI · high impact
CPI y/y: actual 2.8% / prior 3.0%; Core CPI m/m: actual 0.3% / prior 0.2%
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.