SPX dealer positioning, the week of March 23, 2026
Mar 23 to Mar 27 · 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 23 | 6601.9 | 6582.1 | -19.9 -0.30% | 83.8 | +75.6 | 6606.4 crossed 9x | negative |
| Tuesday Mar 24 | 6540.3 | 6556.0 | +15.7 +0.24% | 70.3 | -26.1 | 6567.2 crossed 24x | negative |
| Wednesday Mar 25 | 6621.5 | 6591.8 | -29.7 -0.45% | 63.0 | +35.8 | 6598.7 crossed 31x | negative |
| Thursday Mar 26 | 6541.2 | 6477.7 | -63.5 -0.97% | 96.6 | -114.1 | 6521.3 crossed 4x | negative |
| Friday Mar 27 | 6444.2 | 6369.7 | -74.5 -1.16% | 90.9 | -108.0 | 6409.8 crossed 8x | negative |
Week: -136.7 points (-2.10%), close to close from 2026-03-20.
Ranges: 404.6 points over 5 sessions, the largest 96.6 on 2026-03-26.
Zero-gamma flip at the close: 6606.4 on the first session, 6409.8 on the last (-196.7 points).
Closed in positive gamma: 0 of 5 sessions.
Events this week
- Mar 25
09:30VIX settlement
spot -7.7 in the 15 minutes after 09:30; flip 6496.4 → 6464.0; net gamma long - Mar 27
10:00UMich consumer sentiment (final)
Sentiment: actual 53.3 / prior 56.6; 1y inflation: actual 3.8% / prior 3.4%; 5y inflation: actual 3.2% / prior 3.3%
spot +4.7 in the 15 minutes after 10:00; flip 6287.7 → 6283.1; 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.