📋Morning Board 2026-11-02
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 | $690.49 | -3.47% | 28.5 (88th pctile) | -0.77B flip 712.5 | 1.84% (1.12–3.11) |
| SPY | $755.72 | -1.77% | 19.4 (77th pctile) | -2.54B flip 765.0 | 1.07% (0.63–1.89) |
QQQ RSI(2)8 oversold
QQQ vs 200-day+1.6%
QQQ GammaDealers short gamma ($-0.77B per 1% move), flip 712.5 sits -2.3% 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 |
19.42 |
77% pctile · Slightly elevated |
13.5 ─ median 17.1 ─ 31.1
|
2026-10-30 |
| VXN · QQQ |
28.50 |
88% pctile · Elevated (fear) |
17.2 ─ median 23.4 ─ 33.5
|
2026-10-30 |
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.