📋Morning Board 2026-11-09
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 | $656.10 | +1.40% | 34.0 (99th pctile) | -0.36B flip 669.8 | 2.14% (1.31–3.62) |
| SPY | $735.29 | +0.31% | 25.6 (95th pctile) | -1.82B flip 749.4 | 1.47% (0.86–2.58) |
QQQ RSI(2)32 neutral
QQQ vs 200-day-3.6%
QQQ GammaDealers short gamma ($-0.36B per 1% move), flip 669.8 sits -1.5% 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 |
25.64 |
95% pctile · Elevated (fear) |
13.5 ─ median 17.1 ─ 31.1
|
2026-11-06 |
| VXN · QQQ |
34.02 |
99% pctile · Elevated (fear) |
17.2 ─ median 23.5 ─ 38.3
|
2026-11-06 |
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.