📋Morning Board 2026-11-05
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 | $691.95 | +0.97% | 25.1 (64th pctile) | -2.56B flip 702.2 | 1.36% (0.83–2.30) |
| SPY | $766.81 | +1.65% | 16.6 (42nd pctile) | +1.06B flip 767.4 | 0.80% (0.47–1.42) |
QQQ RSI(2)60 neutral
QQQ vs 200-day+1.7%
QQQ GammaDealers short gamma ($-2.56B per 1% move), flip 702.2 sits -2% 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 |
16.61 |
42% pctile · Near median |
13.5 ─ median 17.1 ─ 31.1
|
2026-11-04 |
| VXN · QQQ |
25.08 |
64% pctile · Slightly elevated |
17.2 ─ median 23.5 ─ 33.5
|
2026-11-04 |
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.