📋Morning Board 2026-08-27
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 | $711.37 | +0.09% | 21.4 (31st pctile) | +1.69B flip 710.7 | 1.08% (0.66–1.82) |
| SPY | $766.08 | +0.02% | 15.2 (11th pctile) | +1.67B flip 765.8 | 0.69% (0.40–1.20) |
QQQ RSI(2)58 neutral
QQQ vs 200-day+8.8%
QQQ GammaDealers long gamma (+$1.69B per 1% move), flip 710.7 sits 1% 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 |
15.21 |
11% pctile · Depressed (complacency) |
13.5 ─ median 17.2 ─ 31.1
|
2026-08-26 |
| VXN · QQQ |
21.42 |
31% pctile · Near median |
17.2 ─ median 23.3 ─ 33.5
|
2026-08-26 |
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.