📋Morning Board 2026-10-07
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 | $759.66 | +0.46% | 21.1 (22nd pctile) | -2.86B flip 759.9 | 1.01% (0.61–1.70) |
| SPY | $779.09 | +0.55% | 15.0 (11th pctile) | +7.54B flip 776.5 | 0.66% (0.39–1.17) |
QQQ RSI(2)99 extreme
QQQ vs 200-day+13.4%
QQQ GammaDealers short gamma ($-2.86B per 1% move), flip 759.9 sits -0.8% 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 |
15.01 |
11% pctile · Depressed (complacency) |
13.5 ─ median 17.2 ─ 31.1
|
2026-10-06 |
| VXN · QQQ |
21.15 |
22% pctile · Near median |
17.2 ─ median 23.3 ─ 33.5
|
2026-10-06 |
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.