📋Morning Board 2026-11-06
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 | $647.05 | -6.49% | 38.3 (100th pctile) | -0.79B | 3.60% (2.20–6.09) |
| SPY | $733.00 | -4.41% | 28.2 (98th pctile) | -3.43B flip 742.4 | 2.20% (1.28–3.86) |
QQQ RSI(2)9 oversold
QQQ vs 200-day-4.9%
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 |
28.18 |
98% pctile · Elevated (fear) |
13.5 ─ median 17.1 ─ 31.1
|
2026-11-05 |
| VXN · QQQ |
38.26 |
100% pctile · Elevated (fear) |
17.2 ─ median 23.5 ─ 38.3
|
2026-11-05 |
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.