📋Morning Board 2026-10-27
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 | $712.20 | +1.11% | 26.4 (74th pctile) | -0.14B flip 716.5 | 1.42% (0.86–2.39) |
| SPY | $765.37 | +0.71% | 18.4 (66th pctile) | -1.81B flip 769.5 | 0.89% (0.52–1.57) |
QQQ RSI(2)62 neutral
QQQ vs 200-day+5.1%
QQQ GammaDealers short gamma ($-0.14B per 1% move), flip 716.5 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 |
18.39 |
66% pctile · Slightly elevated |
13.5 ─ median 17.1 ─ 31.1
|
2026-10-26 |
| VXN · QQQ |
26.40 |
74% pctile · Slightly elevated |
17.2 ─ median 23.3 ─ 33.5
|
2026-10-26 |
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.