📋Morning Board 2026-11-11
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 | $674.76 | -0.68% | 28.6 (87th pctile) | +1.67B flip 668.3 | 1.82% (1.11–3.08) |
| SPY | $749.92 | -0.37% | 19.5 (78th pctile) | +3.37B flip 750.5 | 1.04% (0.61–1.83) |
QQQ RSI(2)58 neutral
QQQ vs 200-day-1.0%
QQQ GammaDealers long gamma (+$1.67B per 1% move), flip 668.3 sits 2.9% below 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 |
19.46 |
78% pctile · Slightly elevated |
13.5 ─ median 17.1 ─ 31.1
|
2026-11-10 |
| VXN · QQQ |
28.57 |
87% pctile · Elevated (fear) |
17.2 ─ median 23.5 ─ 38.3
|
2026-11-10 |
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.