SPX dealer positioning, the week of March 9, 2026
Mar 9 to Mar 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 Mar 9 | 6686.7 | 6795.6 | +108.9 +1.63% | 172.1 | +55.7 | 6713.3 crossed 2x | positive |
| Tuesday Mar 10 | 6795.3 | 6781.4 | -13.9 -0.20% | 84.4 | -14.1 | 6804.9 crossed 17x | negative |
| Wednesday Mar 11 | 6791.5 | 6775.1 | -16.4 -0.24% | 61.6 | -6.3 | 6767.3 crossed 26x | positive |
| Thursday Mar 12 | 6717.8 | 6673.3 | -44.5 -0.66% | 52.9 | -101.9 | 6694.2 crossed 26x | negative |
| Friday Mar 13 | 6710.6 | 6631.5 | -79.2 -1.18% | 106.1 | -41.8 | 6654.4 crossed 3x | negative |
Week: -108.3 points (-1.61%), close to close from 2026-03-06.
Ranges: 477.0 points over 5 sessions, the largest 172.1 on 2026-03-09.
Zero-gamma flip at the close: 6713.3 on the first session, 6654.4 on the last (-58.9 points).
Closed in positive gamma: 2 of 5 sessions.
Events this week
- Mar 10
16:05ORCL earnings - Mar 11
08:30CPI · high impact
CPI y/y: actual 2.7% / prior 2.8%; Core CPI m/m: actual 0.2% / prior 0.3% - Mar 11
09:30VIX settlement
spot -3.9 in the 15 minutes after 09:30; flip 6543.5 → 6642.9; net gamma long - Mar 11
13:0010-year note auction, $39B (reopening)
spot -4.4 in the 15 minutes after 13:00; flip 6643.1 → 6648.4; net gamma long - Mar 12
08:30Housing starts
Housing starts: actual 1346K / prior 1385K - Mar 12
13:0030-year bond auction, $22B (reopening)
spot -1.0 in the 15 minutes after 13:00; flip 6592.2 → 6591.4; net gamma long - Mar 13
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.4% / prior 0.4% - Mar 13
08:30Durable goods orders
Durable goods m/m: actual -1.2% / prior -0.4% - Mar 13
08:30GDP
GDP q/q: actual 2.1% / prior 0.5% - Mar 13
10:00JOLTS job openings
Openings: actual 7.24M / prior 6.55M
spot -25.1 in the 15 minutes after 10:00; flip 6465.2 → 6505.6; net gamma long - Mar 13
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 56.6; 1y inflation: prior 3.4%; 5y inflation: prior 3.3%
spot -25.1 in the 15 minutes after 10:00; flip 6465.2 → 6505.6; 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.