SPX dealer positioning, the week of June 22, 2026
Jun 22 to Jun 26 · 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 22 | 7518.5 | 7474.9 | -43.6 -0.58% | 67.3 | -24.6 | 7475.9 crossed 10x | negative |
| Tuesday Jun 23 | 7356.5 | 7365.8 | +9.2 +0.13% | 67.4 | -109.1 | 7388.9 crossed 4x | negative |
| Wednesday Jun 24 | 7375.0 | 7358.8 | -16.2 -0.22% | 87.4 | -7.0 | 7374.9 crossed 8x | negative |
| Thursday Jun 25 | 7419.5 | 7355.8 | -63.7 -0.86% | 92.4 | -2.9 | 7365.2 crossed 19x | negative |
| Friday Jun 26 | 7312.7 | 7339.2 | +26.5 +0.36% | 90.3 | -16.6 | 7361.2 crossed 20x | negative |
Week: -160.3 points (-2.14%), close to close from 2026-06-18.
Ranges: 404.8 points over 5 sessions, the largest 92.4 on 2026-06-25.
Zero-gamma flip at the close: 7475.9 on the first session, 7361.2 on the last (-114.7 points).
Closed in positive gamma: 0 of 5 sessions.
Events this week
- Jun 24
08:30Housing starts
Housing starts: actual 1182K / prior 1414K - Jun 24
09:30VIX settlement
spot +13.0 in the 15 minutes after 09:30; flip 7267.7 → 7034.0; net gamma long - Jun 25
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.4% / prior 0.3% - Jun 25
08:30Durable goods orders
Durable goods m/m: actual -4.0% / prior 8.5% - Jun 25
08:30GDP
GDP q/q: actual 1.5% / prior 2.1% - Jun 26
10:00UMich consumer sentiment (final)
Sentiment: actual 49.5 / prior 44.8; 1y inflation: actual 4.6% / prior 4.8%; 5y inflation: actual 3.3% / prior 3.9%
spot +14.6 in the 15 minutes after 10:00; flip 7118.5 → 7126.9; 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.