2026-07-06 S&P 500 & Nasdaq GEX Recap — Why It Moved
Post-close GEX recap
2026-07-06 · S&P 500 & Nasdaq GEX Recap
S&P 500 (SPX / ES)
Regime: unknown
Open
7,558
Close
7,589
High
7,603
Low
7,553
Session change
+0.40%
AI narrative generation failed; refer to event timeline
2026-07-06 S&P 500 E-mini Futures (ES) / SPX Index Options recap narrative auto-generation failed. 70 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 @ 7,581 — Touched 17 times and penetrated without recovery, invalidated
❌-Γ OI @ 7,576 — Touched 9 times and penetrated without recovery, invalidated
Nasdaq-100 (NDX / NQ)
Regime: unknown
Open
29,820
Close
29,942
High
30,094
Low
29,799
Session change
+0.41%
AI narrative generation failed; refer to event timeline
2026-07-06 NASDAQ-100 E-mini Futures (NQ) / NDX Index Options recap narrative auto-generation failed. 101 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 @ 30,012 — Call Wall capped as expected, touched 26 times, reversed down ≥ 0.2%
❌+Γ OI @ 29,929 — Touched 6 times and broken through without recovery; invalidated
—-Γ OI @ 29,712 — Not touched intraday; reference price 29712.16 (shift +474.48)
VIX Volatility
Regime: unknown
Open
16.25
Close
15.67
High
16.46
Low
15.58
Session change
-3.57%
AI narrative generation failed; refer to event timeline
2026-07-06 CBOE Volatility Index (VIX) recap narrative auto-generation failed. 23 key events identified; refer to the event timeline + level performance table below for interpretation. AI narrative will retry on the next scheduled task.