📋Morning Board 2026-09-10
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 | $716.31 | -0.29% | 22.3 (38th pctile) | -0.97B flip 716.8 | 1.16% (0.71–1.96) |
| SPY | $762.40 | -0.46% | 16.5 (36th pctile) | -3.51B flip 766.2 | 0.78% (0.46–1.37) |
QQQ RSI(2)36 neutral
QQQ vs 200-day+8.7%
QQQ GammaDealers short gamma ($-0.97B per 1% move), flip 716.8 sits -0.4% above spot
How to read this · VIX
σ 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 · SPY |
16.46 |
36% pctile · Near median |
13.5 ─ median 17.2 ─ 31.1
|
2026-09-09 |
| VXN · QQQ |
22.32 |
38% pctile · Near median |
17.2 ─ median 23.3 ─ 33.5
|
2026-09-09 |
CBOE official daily closes (VIX from 1990, VXN from 2009). These are closing values, not intraday — 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 · Evening report
Research output, not investment advice.