2026-08-03 S&P 500 & Nasdaq GEX Recap — Why It Moved
Post-close GEX recap
2026-08-03 · S&P 500 & Nasdaq GEX Recap
S&P 500 (SPX / ES)
Regime: unknown
Open
7,533
Close
7,628
High
7,637
Low
7,533
Session change
+1.26%
AI narrative generation failed; refer to the event timeline
2026-08-03 S&P 500 E-mini Futures (ES) / SPX Index Options recap narrative auto-generation failed. 39 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 @ 7,600 — Touched 9 times and breached without reclaim, invalidated
✅ — Put Wall held, 3 touches, bounce ≥ 0.2%
Put Wall @ 7,578
❌HVL @ 7,591 — Touched 5 times and breached without reclaim, invalidated
—0Γ @ 7,591 — Not touched intraday; reference price for the day 7591.47 (shift +73.34)
❌+Γ OI @ 7,588 — Touched 2 times and breached without reclaim, invalidated
—-Γ OI @ 7,416 — Not touched intraday; reference price for the day 7415.57 (shift -26.07)
Nasdaq-100 (NDX / NQ)
Regime: unknown
Open
28,402
Close
28,895
High
28,963
Low
28,321
Session change
+1.74%
AI narrative generation failed; refer to the event timeline
2026-08-03 NASDAQ-100 E-mini Futures (NQ) / NDX Index Options recap narrative auto-generation failed. 39 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.
—HVL @ 28,557 — Not touched intraday; reference price for the day 28557.45 (shift +648.44)
—0Γ @ 28,557 — Not touched intraday; reference price for the day 28557.45 (shift +648.44)
❌+Γ OI @ 28,821 — 12 touches and breached without reclaiming, failed
—-Γ OI @ 28,501 — Not touched intraday; reference price for the day 28501.24 (shift +756.03)
VIX Volatility
Regime: unknown
Open
16.26
Close
15.76
High
16.30
Low
15.54
Session change
-3.08%
AI narrative generation failed; refer to the event timeline
2026-08-03 CBOE Volatility Index (VIX) recap narrative auto-generation failed. 17 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 @ 17.51 — Not touched intraday; reference price for the day 17.51 (shift -0.98)