2026-07-01 S&P 500 & Nasdaq GEX Recap — Why It Moved
Post-close GEX recap
2026-07-01 · S&P 500 & Nasdaq GEX Recap
S&P 500 (SPX / ES)
Regime: unknown
Open
7,536
Close
7,540
High
7,579
Low
7,507
Session change
+0.06%
AI narrative generation failed; refer to event timeline
2026-07-01 S&P 500 E-mini Futures (ES) / SPX Index Options recap narrative auto-generation failed. 78 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 @ 7,569 — 9 touches and penetrated without recovery, invalidated
⚠️-Γ OI @ 7,532 — 2 touches, no significant adverse reaction
Nasdaq-100 (NDX / NQ)
Regime: unknown
Open
30,186
Close
30,089
High
30,351
Low
30,057
Session change
-0.32%
AI narrative generation failed; refer to event timeline
2026-07-01 NASDAQ-100 E-mini Futures (NQ) / NDX Index Options recap narrative auto-generation failed. 105 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 @ 30,292 — 10 touches and broken without recovery, invalidated
❌-Γ OI @ 30,212 — 22 touches and broken without recovery, invalidated
VIX Volatility
Regime: unknown
Open
17.05
Close
16.38
High
17.30
Low
15.97
Session change
-3.93%
AI narrative generation failed; refer to event timeline
2026-07-01 CBOE Volatility Index (VIX) recap narrative auto-generation failed. 29 key events identified; refer to the event timeline below plus the level performance table for interpretation. AI narrative will retry on the next scheduled task.