2026-07-15 S&P 500 & Nasdaq GEX Recap — Why It Moved
Post-close GEX recap
2026-07-15 · S&P 500 & Nasdaq GEX Recap
S&P 500 (SPX / ES)
Regime: unknown
Open
7,616
Close
7,617
High
7,625
Low
7,571
Session change
+0.02%
AI narrative generation failed; refer to the event timeline
2026-07-15 S&P 500 E-mini Futures (ES) / SPX Index Options recap narrative auto-generation failed. 84 key events identified; refer to the event timeline + level performance table below for your own interpretation. AI narrative will be retried on the next scheduled run.
Key-level performance
⚠️Call Wall @ 7,619 — 11 touches, was breached but reclaimed, strength weakened
⚠️Put Wall @ 7,587 — 9 touches, was breached but reclaimed, strength weakened
❌HVL @ 7,598 — 17 touches and penetrated without reclaim, invalidated
—0Γ @ 7,598 — Not touched intraday; reference price for the day 7598.25 (shift -16.37)
⚠️+Γ OI @ 7,630 — 3 touches, no significant adverse reaction
❌-Γ OI @ 7,580 — 5 touches and penetrated without reclaim, invalidated
Nasdaq-100 (NDX / NQ)
Regime: unknown
Open
29,962
Close
29,703
High
29,974
Low
29,394
Session change
-0.86%
AI narrative generation failed; refer to the event timeline
2026-07-15 NASDAQ-100 E-mini Futures (NQ) / NDX Index Options recap narrative auto-generation failed. 75 key events identified; refer to the event timeline below + level performance table for your own interpretation. AI narrative will be retried on the next scheduled run.
❌HVL @ 29,647 — 11 touches and breached without reclaim, failed
—0Γ @ 29,647 — Not touched intraday; reference price for the day 29647.32 (shift -229.18)
⚠️+Γ OI @ 29,916 — 2 touches, no significant reversal reaction
❌-Γ OI @ 29,601 — 10 touches and breached without reclaim, failed
VIX Volatility
Regime: unknown
Open
16.06
Close
15.69
High
16.56
Low
15.64
Session change
-2.30%
AI narrative generation failed; refer to the event timeline
2026-07-15 CBOE Volatility Index (VIX) recap narrative auto-generation failed. 31 key events were identified; refer to the event timeline below plus the level performance table for your own interpretation. The AI narrative will be retried on the next scheduled run.
Key-level performance
—Call Wall @ 20.50 — Not touched intraday; reference price for the day 20.50 (shift +1.00)
—Put Wall @ 17.69 — Not touched intraday; reference price for the day 17.69 (shift -3.38)
—HVL @ 20.00 — Not touched intraday; reference price for the day 20.00 (shift +1.00)
—0Γ @ 20.00 — Not touched intraday; reference price for the day 20.00 (shift +1.00)
—+Γ OI @ 22.50 — Not touched intraday; reference price for the day 22.50 (shift -5.00)
❌-Γ OI @ 16.50 — Touched 3 times and broken through without reclaim; invalidated
This is a historical post-close recap for information and education only — not investment advice.