📋Morning Board 2026-09-29
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 | $736.53 | -1.07% | 22.1 (35th pctile) | -0.39B flip 739.3 | 1.16% (0.70–1.95) |
| SPY | $765.61 | -0.74% | 16.1 (28th pctile) | -0.13B flip 766.8 | 0.72% (0.42–1.26) |
QQQ RSI(2)25 neutral
QQQ vs 200-day+10.6%
QQQ GammaDealers short gamma ($-0.39B per 1% move), flip 739.3 sits -0.1% 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 |
16.07 |
28% pctile · Near median |
13.5 ─ median 17.2 ─ 31.1
|
2026-09-28 |
| VXN · QQQ |
22.13 |
35% pctile · Near median |
17.2 ─ median 23.3 ─ 33.5
|
2026-09-28 |
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.