2026-07-27 S&P 500 & Nasdaq GEX Recap — Why It Moved
Post-close GEX recap
2026-07-27 · S&P 500 & Nasdaq GEX Recap
S&P 500 (SPX / ES)
Regime: unknown
Open
7,500
Close
7,448
High
7,517
Low
7,416
Session change
-0.70%
AI narrative generation failed; refer to the event timeline
2026-07-27 S&P 500 E-mini Futures (ES) / SPX Index Options recap narrative auto-generation failed. 45 key events identified; refer to the event timeline below + the level performance table for your own interpretation. The AI narrative will be retried on the next scheduled run.
Key-level performance
✅Call Wall @ 7,493 — Call Wall capped price as expected, 3 touches, reversal down ≥ 0.2%
✅ — Put Wall held, 14 touches, bounce ≥ 0.2%
Put Wall @ 7,453
⚠️HVL @ 7,471 — 2 touches, no significant reversal reaction
—0Γ @ 7,471 — Not touched intraday; reference price for the day 7471.35 (shift -63.64)
—+Γ OI @ 7,490 — Not touched intraday; reference price for the day 7490.20 (shift -91.84)
⚠️-Γ OI @ 7,485 — 1 touch, no significant reversal reaction
Nasdaq-100 (NDX / NQ)
Regime: unknown
Open
28,573
Close
28,194
High
28,621
Low
27,943
Session change
-1.33%
AI narrative generation failed; refer to the event timeline
2026-07-27 NASDAQ-100 E-mini Futures (NQ) / NDX Index Options recap narrative auto-generation failed. 39 key events were identified; refer to the event timeline + level performance table below for your own interpretation. The AI narrative will be retried on the next scheduled run.
—Put Wall @ 28,381 — Not touched intraday; reference price for the day 28381.20 (shift -259.12)
❌HVL @ 28,357 — 2 touches and broken through without reclaim, invalidated
—0Γ @ 28,357 — Not touched intraday; reference price for the day 28357.13 (shift -327.25)
—+Γ OI @ 28,736 — Not touched intraday; reference price for the day 28736.20 (shift -9.12)
—-Γ OI @ 28,346 — Not touched intraday; reference price for the day 28346.15 (shift -329.22)
VIX Volatility
Regime: unknown
Open
17.80
Close
18.73
High
19.93
Low
17.68
Session change
+5.22%
AI narrative generation failed; refer to the event timeline
2026-07-27 CBOE Volatility Index (VIX) recap narrative auto-generation failed. 55 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 @ 20.04 — Not touched intraday; reference price for the day 20.04 (shift -0.03)