📋Morning Board 2026-11-12
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 | $690.38 | +2.31% | 26.7 (72nd pctile) | -1.06B flip 692.3 | 1.56% (0.95–2.65) |
| SPY | $759.81 | +1.32% | 17.5 (57th pctile) | -3.86B flip 760.6 | 0.85% (0.49–1.49) |
QQQ RSI(2)81 stretched
QQQ vs 200-day+1.3%
QQQ GammaDealers short gamma ($-1.06B per 1% move), flip 692.3 sits -1.6% 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 |
17.49 |
57% pctile · Near median |
13.5 ─ median 17.1 ─ 31.1
|
2026-11-11 |
| VXN · QQQ |
26.74 |
72% pctile · Slightly elevated |
17.2 ─ median 23.6 ─ 38.3
|
2026-11-11 |
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
Research output, not investment advice.