2026-06-12 S&P 500 & Nasdaq GEX Recap — Why It Moved
Post-close GEX recap
2026-06-12 · S&P 500 & Nasdaq GEX Recap
S&P 500 (SPX / ES)
Regime: unknown
Open
7,417
Close
7,433
High
7,459
Low
7,365
Session change
+0.21%
AI narrative generation failed; refer to event timeline
2026-06-12 S&P 500 E-mini Futures (ES) / SPX Index Options recap narrative auto-generation failed. 73 key events identified; refer to the event timeline + level performance table below for interpretation. AI narrative will retry on the next scheduled task.
❌+Γ OI @ 7,442 — Touched 11 times and penetrated without recovery, invalidated
❌-Γ OI @ 7,405 — Touched 6 times and penetrated without recovery, invalidated
Nasdaq-100 (NDX / NQ)
Regime: unknown
Open
29,386
Close
29,653
High
29,753
Low
29,240
Session change
+0.91%
AI narrative generation failed; refer to event timeline
2026-06-12 NASDAQ-100 E-mini Futures (NQ) / NDX Index Options recap narrative auto-generation failed. 74 key events identified; refer to the event timeline + level performance table below for interpretation. AI narrative will retry on the next scheduled task.
Key-level performance
✅Call Wall @ 29,544 — Call Wall capped as expected, touched 6 times, reversed down ≥ 0.2%
❌+Γ OI @ 29,519 — Touched 6 times and broken through without reclaim, invalidated
❌-Γ OI @ 29,319 — Touched 3 times and broken through without reclaim, invalidated
VIX Volatility
Regime: unknown
Open
19.29
Close
17.75
High
19.85
Low
17.74
Session change
-7.98%
AI narrative generation failed; refer to event timeline
2026-06-12 CBOE Volatility Index (VIX) recap narrative auto-generation failed. 61 key events identified; refer to the event timeline + level performance table below for interpretation. AI narrative will retry on the next scheduled task.