SPX dealer positioning, the week of June 29, 2026
Jun 29 to Jul 3 · 4 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 29 | 7389.4 | 7440.6 | +51.2 +0.69% | 84.2 | +101.4 | 7414.4 crossed 5x | positive |
| Tuesday Jun 30 | 7441.1 | 7498.1 | +57.0 +0.77% | 67.9 | +57.5 | 7482.5 not crossed | positive |
| Wednesday Jul 1 | 7473.3 | 7483.4 | +10.1 +0.14% | 67.4 | -14.8 | 7497.6 crossed 15x | negative |
| Thursday Jul 2 | 7505.9 | 7479.4 | -26.6 -0.35% | 110.9 | -4.0 | 7459.9 crossed 4x | positive |
| Friday Jul 3 | no session | ||||||
Week: +140.2 points (+1.91%), close to close from 2026-06-26.
Ranges: 330.4 points over 4 sessions, the largest 110.9 on 2026-07-02.
Zero-gamma flip at the close: 7414.4 on the first session, 7459.9 on the last (+45.6 points).
Closed in positive gamma: 3 of 4 sessions.
Events this week
- Jun 30
10:00Consumer confidence (Conference Board)
spot +5.4 in the 15 minutes after 10:00; flip 7301.9 → 7314.1; net gamma long - Jun 30
10:00JOLTS job openings
Openings: actual 7.58M / prior 6.89M
spot +5.4 in the 15 minutes after 10:00; flip 7301.9 → 7314.1; net gamma long - Jun 30 Quarter-end SPX expiry (the JPMorgan collar resets)
- Jul 1
09:30VIX settlement
spot -9.1 in the 15 minutes after 09:30; flip 7225.2 → 7297.0; net gamma long - Jul 1
10:00ISM manufacturing PMI
spot +10.6 in the 15 minutes after 10:00; flip 7301.6 → 7314.0; net gamma long - Jul 2
08:30Nonfarm payrolls · high impact
Payrolls: actual 20K / prior 63K; Unemployment rate: actual 4.2% / prior 4.3% - Jul 2
08:30Durable goods orders
Durable goods m/m: actual 0.6% / prior -4.0%
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.