📋Morning Board 2026-08-31
Pre-open snapshot: prior close, VIX percentile, RSI(2), dealer gamma, expected range.
| Symbol | Prev close | Change | VIX / VXN (pct) | GEX ($B/1%) | Expected range |
|---|
| QQQ | — | — | 19.9 (13th pctile) | -0.04B flip 715.3 | 1.06% (0.64–1.78) |
| SPY | — | — | 14.4 (3rd pctile) | -3.28B flip 770.4 | 0.67% (0.39–1.17) |
QQQ RSI(2)52 neutral
QQQ vs 200-day+9.3%
QQQ GammaDealers short gamma ($-0.04B per 1% move), flip 715.3 sits 0% 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 |
14.43 |
3% pctile · Depressed (complacency) |
13.5 ─ median 17.2 ─ 31.1
|
2026-08-28 |
| VXN · QQQ |
19.92 |
13% pctile · Depressed (complacency) |
17.2 ─ median 23.3 ─ 33.5
|
2026-08-28 |
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.