SPX dealer positioning, the week of June 8, 2026
Jun 8 to Jun 12 · 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 Jun 8 | 7455.6 | 7405.6 | -50.0 -0.67% | 69.8 | +21.0 | 7431.9 crossed 17x | negative |
| Tuesday Jun 9 | 7450.1 | 7386.1 | -64.0 -0.86% | 236.2 | -19.5 | 7357.7 crossed 8x | positive |
| Wednesday Jun 10 | 7346.9 | 7267.5 | -79.4 -1.08% | 127.0 | -118.6 | 7317.1 crossed 3x | negative |
| Thursday Jun 11 | 7295.7 | 7393.9 | +98.3 +1.35% | 152.4 | +126.4 | 7327.1 crossed 34x | positive |
| Friday Jun 12 | 7407.9 | 7431.8 | +23.9 +0.32% | 90.3 | +37.9 | 7421.0 crossed 19x | positive |
Week: +47.2 points (+0.64%), close to close from 2026-06-05.
Ranges: 675.6 points over 5 sessions, the largest 236.2 on 2026-06-09.
Zero-gamma flip at the close: 7431.9 on the first session, 7421.0 on the last (-10.9 points).
Closed in positive gamma: 3 of 5 sessions.
Events this week
- Jun 10
08:30CPI · high impact
CPI y/y: actual 4.3% / prior 3.9%; Core CPI m/m: actual 0.2% / prior 0.4% - Jun 10
09:30VIX settlement
spot +25.7 in the 15 minutes after 09:30; flip 7268.4 → 6998.8; net gamma long - Jun 10
13:0010-year note auction, $39B (reopening)
spot -17.2 in the 15 minutes after 13:00; flip 7062.7 → 7067.0; net gamma long - Jun 10
16:05ORCL earnings - Jun 11
08:30PPI
PPI m/m: actual 0.5% / prior 1.1% - Jun 11
13:0030-year bond auction, $22B (reopening)
spot -7.1 in the 15 minutes after 13:00; flip 7095.2 → 7101.7; net gamma long - Jun 12
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 44.8; 1y inflation: prior 4.8%; 5y inflation: prior 3.9%
spot +19.5 in the 15 minutes after 10:00; flip 7121.1 → 7135.6; 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.