📋Morning Board 2026-10-28
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 | $721.25 | +1.27% | 24.9 (65th pctile) | +1.05B flip 719.6 | 1.31% (0.80–2.20) |
| SPY | $769.66 | +0.56% | 17.5 (57th pctile) | +0.37B flip 770.4 | 0.82% (0.48–1.45) |
QQQ RSI(2)83 stretched
QQQ vs 200-day+6.3%
QQQ GammaDealers long gamma (+$1.05B per 1% move), flip 719.6 sits 0.7% below 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 |
17.52 |
57% pctile · Near median |
13.5 ─ median 17.1 ─ 31.1
|
2026-10-27 |
| VXN · QQQ |
24.91 |
65% pctile · Slightly elevated |
17.2 ─ median 23.3 ─ 33.5
|
2026-10-27 |
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.