Week Ahead — Mon Sep 7 → Fri Sep 11, 2026

Holiday-shortened 4-day week. Labor Day Mon Sep 7 — US equity and bond markets closed. Fed blackout runs Sep 5 → Sep 17 ahead of the Sep 15–16 FOMC.

Action Items

GEX + VIX Regime

SPY spot
770.19
Net GEX ≤5 DTE
−1.24bn
Net GEX ≤30 DTE
−2.42bn
Regime
SHORT-GAMMA
VIX
14.53

Snapshot is Friday Sep 4 close (CBOE delayed data; Sunday run). Units are $ per 1% SPY move. No gamma-flip zero-cross found within ±10% of spot. The VIX change field returned a prior close identical to the level, so treat the day-over-day delta as unreliable — the 14.5 handle itself is the usable read.

Dealers are short gamma into a shortened week, so hedging flow amplifies rather than dampens moves — expect roughly 1.6x normal ranges, with the whole week's realized vol concentrated in the Thursday and Friday 8:30am prints. VIX at 14.5 is the tension: options are priced for calm while positioning is set to expand ranges, which is a scalper's setup, not a premium-seller's. The backtested sell-defined-risk edge (61.5% win rate) requires long gamma and is off the table this week.

Day by Day

DayEarningsMacro / events
Mon Sep 7 Labor Day — markets closed. No equity or bond session. Fed blackout already in effect (began Sat Sep 5).
Tue Sep 8 CASY AMC
ABM Q3 call
6:00am — NFIB Small Business Optimism (Aug)
1:00pm — 3-year note auction
3:00pm — Consumer Credit (Jul)
Wed Sep 9 10:00am — Wholesale Inventories (Jul, final)
10:00am — Employer Costs for Employee Compensation (Jun, BLS)
1:00pm — 10-year note auction
Thu Sep 10 ORCL AMC — FQ1'27
ADBE AMC — Q3'26
8:30am — PPI (Aug)
8:30am — Initial jobless claims
1:00pm — 30-year bond auction
Fri Sep 11 KR BMO 8:30am — CPI (Aug) — headline event of the week
8:30am — Real Earnings (Aug)
10:00am — UMich Consumer Sentiment, prelim (Sep)

Zero watchlist names report this week. GME, CHWY and RH also print mid-week; exact days unconfirmed. Auction times are the standard 1:00pm ET slot — the 3/10/30 sequence is compressed into Tue/Wed/Thu because of the Monday holiday, so supply lands on the same two mornings as PPI and CPI.

Run-Up Schedule — Next 3 Weeks (Sep 7 → Sep 25)

TickerTierReportsBuy (close)Sell (close)Status
No tier-1 or tier-2 name reports inside the window. No entries, no exits, no positions to manage.

Next entries after the window, for calendar planning:

TickerTierReportsBuy (close)Sell (close)Expiry / size
GST2Tue Oct 13 BMOMon Oct 5Mon Oct 12First expiry after Oct 13 — half size
JPMT2Tue Oct 13 BMOMon Oct 5Mon Oct 12First expiry after Oct 13 — half size
BACT2Wed Oct 14 BMOTue Oct 6Tue Oct 13First expiry after Oct 14 — half size
MST2Wed Oct 14 BMO, est.Tue Oct 6Tue Oct 13First expiry after Oct 14 — half size
NFLXT2Tue Oct 20 AMCTue Oct 13Tue Oct 20First expiry after Oct 20 — half size
AXPT2Fri Oct 23 BMO, est.Thu Oct 15Thu Oct 22First expiry after Oct 23 — half size
GOOGLT1Wed Oct 28 AMCWed Oct 21Wed Oct 28First expiry after Oct 28 — full size
METAT1Wed Oct 28 AMCWed Oct 21Wed Oct 28First expiry after Oct 28 — full size
MSFTT1Wed Oct 28 AMCWed Oct 21Wed Oct 28First expiry after Oct 28 — full size
AAPLT1Thu Oct 29 AMCThu Oct 22Thu Oct 29First expiry after Oct 29 — full size
AMZNT1Thu Oct 29 AMCThu Oct 22Thu Oct 29First expiry after Oct 29 — full size

Dates on NYSE calendar. MS and AXP report dates are estimates from prior-year patterns — confirm before the Oct 6 / Oct 15 entries. Never hold any of these through the print.

Vol Setup

Four sessions, short gamma, and a 14.5 VIX means implied vol is cheap relative to a positioning backdrop that will amplify moves — the mismatch resolves at 8:30am Thursday and 8:30am Friday, not gradually across the week. Tuesday and Wednesday should be thin holiday-week tape with auction supply as the only real catalyst, so the honest read is two live sessions and two dead ones.

With the Fed silenced through Sep 17, CPI is the entire market-implied FOMC path in a single print, and the ORCL/ADBE reactions land in the same overnight window — Friday's open is the one genuinely two-sided setup of the week. No premium-selling edge available; scalp the prints, size for 1.6x ranges.