📋Morning Board 2026-10-29
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 | $725.61 | +0.60% | 23.8 (56th pctile) | -1.29B flip 724.5 | 1.22% (0.74–2.06) |
| SPY | $772.31 | +0.34% | 16.9 (47th pctile) | -1.48B flip 772.3 | 0.77% (0.45–1.36) |
QQQ RSI(2)89 stretched
QQQ vs 200-day+6.9%
QQQ GammaDealers short gamma ($-1.29B per 1% move), flip 724.5 sits -0.8% 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 |
16.91 |
47% pctile · Near median |
13.5 ─ median 17.1 ─ 31.1
|
2026-10-28 |
| VXN · QQQ |
23.78 |
56% pctile · Near median |
17.2 ─ median 23.3 ─ 33.5
|
2026-10-28 |
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.