📋Morning Board 2026-09-02
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 | $707.64 | -1.27% | 22.0 (35th pctile) | -1.49B flip 710.0 | 1.27% (0.77–2.14) |
| SPY | $761.78 | -0.69% | 16.3 (31st pctile) | -2.71B flip 764.6 | 0.84% (0.49–1.48) |
QQQ RSI(2)13 neutral
QQQ vs 200-day+7.9%
QQQ GammaDealers short gamma ($-1.49B per 1% move), flip 710.0 sits -0.6% 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 |
16.34 |
31% pctile · Near median |
13.5 ─ median 17.2 ─ 31.1
|
2026-09-01 |
| VXN · QQQ |
21.96 |
35% pctile · Near median |
17.2 ─ median 23.3 ─ 33.5
|
2026-09-01 |
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.