📋Morning Board 2026-11-10
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 | $679.35 | +3.54% | 29.0 (89th pctile) | -0.23B flip 679.8 | 1.72% (1.05–2.90) |
| SPY | $752.69 | +2.37% | 19.9 (81st pctile) | +0.06B flip 753.4 | 1.04% (0.61–1.83) |
QQQ RSI(2)71 stretched
QQQ vs 200-day-0.3%
QQQ GammaDealers short gamma ($-0.23B per 1% move), flip 679.8 sits -0.4% 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 |
19.92 |
81% pctile · Elevated (fear) |
13.5 ─ median 17.1 ─ 31.1
|
2026-11-09 |
| VXN · QQQ |
28.97 |
89% pctile · Elevated (fear) |
17.2 ─ median 23.5 ─ 38.3
|
2026-11-09 |
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.