📋Morning Board 2026-10-22
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 | $725.20 | +1.05% | 24.4 (62nd pctile) | -4.16B flip 726.4 | 1.35% (0.82–2.27) |
| SPY | $773.09 | +0.53% | 16.7 (42nd pctile) | -5.79B flip 772.0 | 0.82% (0.48–1.44) |
QQQ RSI(2)75 stretched
QQQ vs 200-day+7.2%
QQQ GammaDealers short gamma ($-4.16B per 1% move), flip 726.4 sits -1.7% 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 |
16.68 |
42% pctile · Near median |
13.5 ─ median 17.1 ─ 31.1
|
2026-10-21 |
| VXN · QQQ |
24.42 |
62% pctile · Slightly elevated |
17.2 ─ median 23.3 ─ 33.5
|
2026-10-21 |
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.