📋Morning Board 2026-11-04
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 | $685.28 | +0.62% | 30.5 (96th pctile) | -1.45B | 1.70% (1.04–2.88) |
| SPY | $754.35 | +0.30% | 20.8 (85th pctile) | +0.11B flip 761.8 | 1.10% (0.64–1.94) |
QQQ RSI(2)28 neutral
QQQ vs 200-day+0.8%
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 |
20.83 |
85% pctile · Elevated (fear) |
13.5 ─ median 17.1 ─ 31.1
|
2026-11-03 |
| VXN · QQQ |
30.53 |
96% pctile · Elevated (fear) |
17.2 ─ median 23.4 ─ 33.5
|
2026-11-03 |
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.