2026-08-06 S&P 500 & Nasdaq GEX Recap — Why It Moved
Post-close GEX recap
2026-08-06 · S&P 500 & Nasdaq GEX Recap
S&P 500 (SPX / ES)
Regime: unknown
Open
7,741
Close
7,738
High
7,769
Low
7,724
Session change
-0.04%
AI narrative generation failed; refer to the event timeline
2026-08-06 S&P 500 E-mini Futures (ES) / SPX Index Options recap narrative auto-generation failed. 87 key events were 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 @ 7,757 — 9 touches, was breached but reclaimed, strength weakened
⚠️ — 22 touches, was breached but reclaimed, strength weakened
Put Wall @ 7,734
❌HVL @ 7,745 — 20 touches and pierced without reclaim, invalidated
—0Γ @ 7,745 — Not touched intraday; reference price for the day 7744.52 (shift -7.49)
❌+Γ OI @ 7,762 — 9 touches and pierced without reclaim, invalidated
—-Γ OI @ 7,734 — Not touched intraday; reference price for the day 7734.18 (shift +14.22)
Nasdaq-100 (NDX / NQ)
Regime: unknown
Open
29,346
Close
29,498
High
29,688
Low
29,245
Session change
+0.52%
AI narrative generation failed; refer to the event timeline
2026-08-06 NASDAQ-100 E-mini Futures (NQ) / NDX Index Options recap narrative auto-generation failed. 81 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 @ 29,556 — Call Wall capped as expected, 27 touches, reversal down ≥ 0.2%
❌HVL @ 29,378 — 1 touch and breached without reclaim, failed
—0Γ @ 29,378 — Not touched intraday; reference price for the day 29377.94 (shift +391.98)
❌+Γ OI @ 29,657 — 5 touches and breached without reclaim, failed
—-Γ OI @ 29,291 — Not touched intraday; reference price for the day 29290.75 (shift +378.16)
VIX Volatility
Regime: unknown
Open
15.94
Close
15.29
High
16.01
Low
15.14
Session change
-4.08%
AI narrative generation failed; refer to the event timeline
2026-08-06 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 @ 17.02 — Not touched intraday; reference price for the day 17.02 (shift -0.05)