2026-06-24 S&P 500 & Nasdaq GEX Recap — Why It Moved
Post-close GEX recap
2026-06-24 · S&P 500 & Nasdaq GEX Recap
S&P 500 (SPX / ES)
Regime: unknown
Open
7,440
Close
7,428
High
7,496
Low
7,405
Session change
-0.16%
AI narrative generation failed; refer to event timeline
2026-06-24 S&P 500 E-mini Futures (ES) / SPX Index Options recap narrative auto-generation failed. 54 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 @ 7,449 — Call Wall capped and realized; touched 9 times, reversed down ≥ 0.2%
❌+Γ OI @ 7,464 — Touched 8 times and broken through without recovery; invalidated
—-Γ OI @ 7,396 — Not touched intraday; daily reference price 7396.06 (shift +53.99)
Nasdaq-100 (NDX / NQ)
Regime: unknown
Open
29,639
Close
29,536
High
29,902
Low
29,268
Session change
-0.35%
AI narrative generation failed; refer to event timeline
2026-06-24 NASDAQ-100 E-mini Futures (NQ) / NDX Index Options recap narrative auto-generation failed. 76 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 @ 29,709 — Call Wall capped as expected, touched 9 times, reversed down ≥ 0.2%
❌+Γ OI @ 29,779 — Touched 14 times and broken through without recovery, invalidated
❌-Γ OI @ 29,604 — Touched 4 times and broken through without recovery, invalidated
VIX Volatility
Regime: unknown
Open
19.42
Close
19.51
High
20.34
Low
18.04
Session change
+0.46%
AI narrative generation failed; refer to event timeline
2026-06-24 CBOE Volatility Index (VIX) recap narrative auto-generation failed. 64 key events identified; refer to the event timeline + level performance table below for interpretation. AI narrative will retry on the next scheduled task.