πMorning Board 2026-08-24
Pre-open snapshot: prior close, VIX percentile, RSI(2), dealer gamma, expected range.
| Symbol | Prev close | Change | VIX / VXN (pct) | GEX ($B/1%) | Expected range |
|---|
| QQQ | $713.44 | +0.35% | 22.0 (36th pctile) | -0.83B flip 712.6 | 1.11% (0.68β1.88) |
| SPY | $765.72 | +0.41% | 15.1 (10th pctile) | -5.36B flip 768.7 | 0.69% (0.40β1.20) |
QQQ RSI(2)37 neutral
QQQ vs 200-day+9.3%
QQQ GammaDealers short gamma ($-0.83B per 1% move), flip 712.6 sits -0.5% above spot
How to read this Β· VIX
Ο Volatility Indices (VIX / VXN)
VIX = S&P 500 30-day implied volatility (maps to SPY); VXN = the same measure for the Nasdaq 100 (maps to QQQ). Percentile = share of the past year (252 trading days) that closed below the current value.
| Index |
Current |
Percentile |
1-year range |
As of |
| VIX Β· SPY |
15.13 |
10% pctile Β· Depressed (complacency) |
13.5 β median 17.2 β 31.1
|
2026-08-21 |
| VXN Β· QQQ |
21.98 |
36% pctile Β· Near median |
17.2 β median 23.3 β 33.5
|
2026-08-21 |
CBOE official daily closes (VIX from 1990, VXN from 2009). These are closing values, not intraday β the morning brief uses the prior session's close and the evening review the current close, so the series stays consistent with history with no point-in-time bias.
Full report: Morning report Β· Evening report
Research output, not investment advice.