SPX dealer positioning, the week of August 17, 2026
Aug 17 to Aug 21 · 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 Aug 17 | 7786.7 | 7745.4 | -41.3 -0.53% | 41.3 | -40.4 | 7767.5 crossed 10x | negative |
| Tuesday Aug 18 | 7707.3 | 7690.6 | -16.7 -0.22% | 24.1 | -54.8 | 7703.7 crossed 30x | negative |
| Wednesday Aug 19 | 7723.5 | 7706.8 | -16.8 -0.22% | 39.8 | +16.1 | 7718.9 crossed 22x | negative |
| Thursday Aug 20 | 7678.5 | 7640.3 | -38.2 -0.50% | 59.3 | -66.4 | 7668.5 crossed 29x | negative |
| Friday Aug 21 | 7672.2 | 7673.6 | +1.4 +0.02% | 35.6 | +33.3 | 7676.7 crossed 34x | negative |
Week: -112.3 points (-1.44%), close to close from 2026-08-14.
Ranges: 200.0 points over 5 sessions, the largest 59.3 on 2026-08-20.
Zero-gamma flip at the close: 7767.5 on the first session, 7676.7 on the last (-90.8 points).
Closed in positive gamma: 0 of 5 sessions.
Events this week
- Aug 18
08:30Housing starts
Housing starts: actual 1239K / prior 1415K - Aug 19
09:30VIX settlement
spot -0.9 in the 15 minutes after 09:30; flip 7678.5 → 7494.2; net gamma long - Aug 19
13:0020-year bond auction, $16B
spot -0.8 in the 15 minutes after 13:00; flip 7669.7 → 7669.3; net gamma long - Aug 19
14:00FOMC minutes
spot -5.3 in the 15 minutes after 14:00; flip 7671.7 → 7671.4; net gamma long - Aug 20
07:00WMT earnings
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.