📋Morning Board 2026-10-15
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 | $728.95 | -1.97% | 22.7 (43rd pctile) | -5.05B | 1.29% (0.78–2.17) |
| SPY | $769.60 | -1.08% | 16.9 (45th pctile) | -5.55B flip 772.0 | 0.81% (0.47–1.43) |
QQQ RSI(2)3 oversold
QQQ vs 200-day+8.2%
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 |
16.87 |
45% pctile · Near median |
13.5 ─ median 17.1 ─ 31.1
|
2026-10-14 |
| VXN · QQQ |
22.70 |
43% pctile · Near median |
17.2 ─ median 23.3 ─ 33.5
|
2026-10-14 |
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.