2026-07-02 S&P 500 & Nasdaq GEX Recap — Why It Moved
Post-close GEX recap
2026-07-02 · S&P 500 & Nasdaq GEX Recap
S&P 500 (SPX / ES)
Regime: unknown
Open
7,552
Close
7,530
High
7,596
Low
7,480
Session change
-0.29%
AI narrative generation failed; refer to event timeline
2026-07-02 S&P 500 E-mini Futures (ES) / SPX Index Options recap narrative auto-generation failed. 60 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 @ 7,549 — Call Wall capped as expected, touched 5 times, reversed down ≥ 0.2%
❌+Γ OI @ 7,554 — Touched 4 times and broken through without recovery, invalidated
❌-Γ OI @ 7,494 — Touched 13 times and broken through without recovery, invalidated
Nasdaq-100 (NDX / NQ)
Regime: unknown
Open
30,046
Close
29,554
High
30,299
Low
29,331
Session change
-1.64%
AI narrative generation failed; refer to event timeline
2026-07-02 NASDAQ-100 E-mini Futures (NQ) / NDX Index Options recap narrative auto-generation failed. 50 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 @ 29,855 — Call Wall capped as expected, touched 3 times, reversed down ≥ 0.2%
❌+Γ OI @ 29,960 — Touched 2 times and broken through without recovery; invalidated
❌-Γ OI @ 29,653 — Touched 5 times and broken through without recovery; invalidated
VIX Volatility
Regime: unknown
Open
16.24
Close
16.06
High
17.21
Low
15.79
Session change
-1.11%
AI narrative generation failed; refer to event timeline
2026-07-02 CBOE Volatility Index (VIX) recap narrative auto-generation failed. 55 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.