📋Morning Board 2026-09-17
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 | $704.72 | +0.03% | 22.4 (38th pctile) | +1.27B flip 709.5 | 1.21% (0.74–2.05) |
| SPY | $754.05 | -0.44% | 17.7 (57th pctile) | +0.68B flip 759.5 | 0.88% (0.52–1.56) |
QQQ RSI(2)19 neutral
QQQ vs 200-day+6.5%
QQQ GammaDealers long gamma (+$1.27B per 1% move), flip 709.5 sits 0.4% below 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 |
17.71 |
57% pctile · Near median |
13.5 ─ median 17.2 ─ 31.1
|
2026-09-16 |
| VXN · QQQ |
22.44 |
38% pctile · Near median |
17.2 ─ median 23.3 ─ 33.5
|
2026-09-16 |
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.