2026-07-30 S&P 500 & Nasdaq GEX Recap — Why It Moved
Post-close GEX recap
2026-07-30 · S&P 500 & Nasdaq GEX Recap
S&P 500 (SPX / ES)
Regime: unknown
Open
7,421
Close
7,467
High
7,479
Low
7,399
Session change
+0.62%
AI narrative generation failed; refer to the event timeline
2026-07-30 S&P 500 E-mini Futures (ES) / SPX Index Options recap narrative auto-generation failed. 55 key events 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 @ 7,460 — 13 touches, no significant rejection
—Put Wall @ 7,360 — Not touched intraday; reference price for the day 7360.40 (shift +58.75)
⚠️HVL @ 7,404 — 7 touches, no significant rejection
—0Γ @ 7,404 — Not touched intraday; reference price for the day 7404.11 (shift +2.97)
❌+Γ OI @ 7,450 — 18 touches and breached without reclaim, invalidated
—-Γ OI @ 7,403 — Not touched intraday; reference price for the day 7403.15 (shift +144.26)
Nasdaq-100 (NDX / NQ)
Regime: unknown
Open
27,893
Close
28,228
High
28,299
Low
27,824
Session change
+1.20%
AI narrative generation failed; refer to the event timeline
2026-07-30 NASDAQ-100 E-mini Futures (NQ) / NDX Index Options 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.
—HVL @ 27,828 — Not touched intraday; reference price for the day 27827.95 (shift +760.98)
—0Γ @ 27,828 — Not touched intraday; reference price for the day 27827.95 (shift +760.98)
❌+Γ OI @ 28,182 — 21 touches and breached without reclaiming, invalidated
—-Γ OI @ 27,838 — Not touched intraday; reference price for the day 27837.97 (shift +1001.02)
VIX Volatility
Regime: unknown
Open
18.63
Close
17.34
High
19.16
Low
17.33
Session change
-6.92%
AI narrative generation failed; refer to the event timeline
2026-07-30 CBOE Volatility Index (VIX) recap narrative auto-generation failed. 36 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 @ 21.00 — Not touched intraday; reference price for the day 21.00 (shift 0.00)