📋Morning Board 2026-10-30

Pre-open snapshot: prior close, VIX percentile, RSI(2), dealer gamma, expected range.

SymbolPrev closeChangeVIX / VXN (pct)GEX ($B/1%)Expected range
QQQ$715.34-1.42%25.2 (65th pctile)-6.48B1.39% (0.85–2.34)
SPY$769.36-0.38%17.2 (52nd pctile)+5.34B flip 765.60.83% (0.48–1.45)
QQQ RSI(2)34 neutral
QQQ vs 200-day+5.3%
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 17.20 52% pctile · Near median
13.5 ─ median 17.1 ─ 31.1
2026-10-29
VXN · QQQ 25.18 65% pctile · Slightly elevated
17.2 ─ median 23.4 ─ 33.5
2026-10-29
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

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Research output, not investment advice.