2026-08-04 S&P 500 & Nasdaq GEX Recap — Why It Moved
Post-close GEX recap
2026-08-04 · S&P 500 & Nasdaq GEX Recap
S&P 500 (SPX / ES)
Regime: unknown
Open
7,658
Close
7,763
High
7,786
Low
7,656
Session change
+1.37%
AI narrative generation failed; refer to the event timeline
2026-08-04 S&P 500 E-mini Futures (ES) / SPX Index Options recap narrative auto-generation failed. 25 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 @ 7,707 — Touched 5 times and breached without reclaim; invalidated
⚠️ — Touched 2 times, no significant reversal reaction
Put Wall @ 7,662
—HVL @ 7,664 — Not touched intraday; reference price for the day 7664.26 (shift +39.69)
—0Γ @ 7,664 — Not touched intraday; reference price for the day 7664.26 (shift +39.69)
❌+Γ OI @ 7,717 — Touched 5 times and breached without reclaim; invalidated
—-Γ OI @ 7,590 — Not touched intraday; reference price for the day 7589.92 (shift -74.87)
Nasdaq-100 (NDX / NQ)
Regime: unknown
Open
29,228
Close
29,854
High
29,956
Low
29,228
Session change
+2.14%
AI narrative generation failed; refer to the event timeline
2026-08-04 NASDAQ-100 E-mini Futures (NQ) / NDX Index Options recap narrative auto-generation failed. 38 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 @ 29,581 — 3 touches, no significant reversal reaction
—0Γ @ 29,581 — Not touched intraday; reference price for the day 29580.57 (shift +550.55)
❌+Γ OI @ 29,534 — 3 touches and broken through without reclaiming, invalidated
⚠️-Γ OI @ 29,359 — 1 touch, no significant reversal reaction
VIX Volatility
Regime: unknown
Open
15.57
Close
16.42
High
16.65
Low
15.57
Session change
+5.46%
AI narrative generation failed; refer to the event timeline
2026-08-04 CBOE Volatility Index (VIX) recap narrative auto-generation failed. 39 key events identified; refer to the event timeline below plus the level performance table for your own interpretation. AI narrative will be retried on the next scheduled run.