2026-09-01 S&P 500 & Nasdaq GEX Recap — Why It Moved
Post-close GEX recap
2026-09-01 · S&P 500 & Nasdaq GEX Recap
S&P 500 (SPX / ES)
Regime: unknown
Open
7,647
Close
7,643
High
7,674
Low
7,621
Session change
-0.06%
AI narrative generation failed; refer to the event timeline
2026-09-01 S&P 500 E-mini Futures (ES) / SPX Index Options recap narrative auto-generation failed. 85 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 @ 7,656 — 14 touches, was breached but reclaimed, strength weakened
❌ — 20 touches and breached without reclaim, invalidated
Put Wall @ 7,646
❌HVL @ 7,645 — 7 touches and breached without reclaim, invalidated
—0Γ @ 7,645 — Not touched intraday; reference price for the day 7644.88 (shift -4.43)
❌+Γ OI @ 7,663 — 13 touches and breached without reclaim, invalidated
❌-Γ OI @ 7,643 — 12 touches and breached without reclaim, invalidated
Nasdaq-100 (NDX / NQ)
Regime: unknown
Open
29,133
Close
29,130
High
29,317
Low
29,001
Session change
-0.01%
AI narrative generation failed; refer to the event timeline
2026-09-01 NASDAQ-100 E-mini Futures (NQ) / NDX Index Options recap narrative auto-generation failed. 57 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.
❌HVL @ 29,103 — 7 touches and pierced without reclaim, invalidated
—0Γ @ 29,103 — Not touched intraday; reference price for the day 29103.15 (shift +53.68)
❌+Γ OI @ 29,308 — 3 touches and pierced without reclaim, invalidated
❌-Γ OI @ 29,040 — 3 touches and pierced without reclaim, invalidated
VIX Volatility
Regime: unknown
Open
15.81
Close
16.31
High
16.80
Low
15.20
Session change
+3.16%
AI narrative generation failed; refer to the event timeline
2026-09-01 CBOE Volatility Index (VIX) recap narrative auto-generation failed. 49 key events identified; refer to the event timeline + level performance table below for your own interpretation. AI narrative will be retried on the next scheduled run.
Key-level performance
✅Call Wall @ 15.99 — Call Wall capped as expected, 5 touches, reversal down ≥ 0.2%
—Put Wall @ 14.72 — Not touched intraday; reference price for the day 14.72 (shift +0.55)
—HVL @ 14.96 — Not touched intraday; reference price for the day 14.96 (shift +0.90)
—0Γ @ 14.96 — Not touched intraday; reference price for the day 14.96 (shift +0.90)
—+Γ OI @ 17.09 — Not touched intraday; reference price for the day 17.09 (shift -0.15)
❌-Γ OI @ 16.00 — 4 touches and breached without reclaim, invalidated
This is a historical post-close recap for information and education only — not investment advice.