📋Morning Board 2026-10-14
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 | $743.57 | -0.33% | 21.1 (22nd pctile) | -0.42B flip 743.9 | 1.04% (0.64–1.76) |
| SPY | $778.01 | -0.01% | 15.3 (15th pctile) | +4.39B flip 776.7 | 0.66% (0.39–1.16) |
QQQ RSI(2)16 neutral
QQQ vs 200-day+10.4%
QQQ GammaDealers short gamma ($-0.42B per 1% move), flip 743.9 sits -0.1% 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 |
15.27 |
15% pctile · Depressed (complacency) |
13.5 ─ median 17.1 ─ 31.1
|
2026-10-13 |
| VXN · QQQ |
21.14 |
22% pctile · Near median |
17.2 ─ median 23.3 ─ 33.5
|
2026-10-13 |
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.