SPX dealer positioning, the week of October 12, 2026

Oct 12 to Oct 16 · 2 of 5 days traded · each session free to replay

← the week of Oct 5 the calendar for this week every session

Day	Open	Close	Change	Range	Close to close	Flip at the close	Gamma at the close
Monday Oct 12	7820.5	7807.5	-13.1 -0.17%	22.2	-3.6	7806.1 crossed 12x	positive
Tuesday Oct 13	7804.1	7805.3	+1.2 +0.02%	25.9	-2.2	7802.0 crossed 27x	positive
Wednesday Oct 14	no session
Thursday Oct 15	no session
Friday Oct 16	no session

Week: -5.8 points (-0.07%), close to close from 2026-10-09.
Ranges: 48.1 points over 2 sessions, the largest 25.9 on 2026-10-13.
Zero-gamma flip at the close: 7806.1 on the first session, 7802.0 on the last (-4.1 points).
Closed in positive gamma: 2 of 2 sessions.

Events this week

Oct 13 07:00 JNJ earnings
Oct 13 07:00 JPM earnings
Oct 13 07:00 UNH earnings
Oct 14 08:30 CPI · high impact
Core CPI m/m: forecast 0.2% / prior 0.3%; CPI m/m: forecast 0.6% / prior 0.4%; CPI y/y: forecast 3.6% / prior 3.4%
Oct 14 14:00 Fed Beige Book
Oct 15 08:30 PPI
Core PPI m/m: forecast 0.3% / prior 0.2%; PPI m/m: forecast 0.6% / prior 0.4%
Oct 15 08:30 Philly Fed Manufacturing Index
Oct 15 08:30 Retail sales
Ex-autos m/m: forecast 0.6% / prior 1.4%; Retail sales m/m: forecast 0.3% / prior 1.2%

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.