AI narrative generation failed; refer to the event timeline
2026-07-31 S&P 500 E-mini Futures (ES) / SPX Index Options recap narrative auto-generation failed. 63 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 @ 7,527 — Call Wall capped price as expected, 6 touches, reversal down ≥ 0.2%
✅ — Put Wall held, 6 touches, bounce ≥ 0.2%
Put Wall @ 7,462
⚠️HVL @ 7,472 — 6 touches, no significant reverse reaction
—0Γ @ 7,472 — Not touched intraday; reference price for the day 7471.88 (shift -60.96)
❌+Γ OI @ 7,524 — 4 touches and breached without reclaim, invalidated
❌-Γ OI @ 7,479 — 10 touches and breached without reclaim, invalidated
Nasdaq-100 (NDX / NQ)
Regime: unknown
Open
28,573
Close
28,397
High
28,732
Low
28,081
Session change
-0.62%
AI narrative generation failed; refer to the event timeline
2026-07-31 NASDAQ-100 E-mini Futures (NQ) / NDX Index Options recap narrative auto-generation failed. 71 key events 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 @ 28,669 — 1 touch and pierced without reclaim, invalidated
—HVL @ 28,682 — Not touched intraday; reference price for the day 28681.72 (shift -512.62)
—0Γ @ 28,682 — Not touched intraday; reference price for the day 28681.72 (shift -512.62)
❌+Γ OI @ 28,450 — 17 touches and pierced without reclaim, invalidated
❌-Γ OI @ 28,287 — 12 touches and pierced without reclaim, invalidated
VIX Volatility
Regime: unknown
Open
16.78
Close
16.05
High
18.70
Low
15.82
Session change
-4.35%
AI narrative generation failed; refer to the event timeline
2026-07-31 CBOE Volatility Index (VIX) recap narrative auto-generation failed. 43 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.
Key-level performance
—Call Wall @ 23.50 — Not touched intraday; reference price for the day 23.50 (shift -11.00)
—Put Wall @ 23.61 — Not touched intraday; reference price for the day 23.61 (shift -13.42)
❌HVL @ 17.23 — Touched 5 times and breached without reclaim; invalidated
—0Γ @ 17.23 — Not touched intraday; reference price for the day 17.23 (shift +1.05)
❌+Γ OI @ 18.05 — Touched 2 times and breached without reclaim; invalidated
❌-Γ OI @ 17.00 — Touched 3 times and breached without reclaim; invalidated
This is a historical post-close recap for information and education only — not investment advice.