📋Morning Board 2026-10-26
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 | $704.40 | -0.01% | 28.3 (87th pctile) | -2.71B | 1.53% (0.93–2.58) |
| SPY | $759.97 | -0.52% | 19.4 (78th pctile) | -10.22B flip 773.7 | 0.99% (0.58–1.74) |
QQQ RSI(2)18 neutral
QQQ vs 200-day+4.0%
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 |
19.45 |
78% pctile · Slightly elevated |
13.5 ─ median 17.1 ─ 31.1
|
2026-10-23 |
| VXN · QQQ |
28.30 |
87% pctile · Elevated (fear) |
17.2 ─ median 23.3 ─ 33.5
|
2026-10-23 |
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.