2026-09-01 · S&P 500 & Nasdaq GEX Recap
S&P 500 (SPX / ES)
Regime: unknownAI 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; please refer to the event timeline and level performance table below for your own interpretation. The AI narrative will be retried on the next scheduled task.
Key-level performance
- ⚠️Call Wall @ 7,656 — 14 touches; was breached but reclaimed, strength weakened
- ❌Put Wall @ 7,646 — 20 touches and breached without reclaim; invalidated
- ❌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: unknownAI 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 were identified; please refer to the event timeline and level performance table below for your own interpretation. The AI narrative will be retried in the next scheduled task.
Key-level performance
- ⚠️Call Wall @ 29,265 — Touched 6 times; was breached but reclaimed, strength weakened
- ⚠️Put Wall @ 29,100 — Touched 15 times; was breached but reclaimed, strength weakened
- ❌HVL @ 29,103 — Touched 7 times and broken through without reclaim; invalidated
- —0Γ @ 29,103 — Not touched intraday; reference price for the day 29103.15 (shift +53.68)
- ❌+Γ OI @ 29,308 — Touched 3 times and broken through without reclaim; invalidated
- ❌-Γ OI @ 29,040 — Touched 3 times and broken through without reclaim; invalidated
VIX Volatility
Regime: unknownAI narrative generation failed; refer to the event timeline
2026-09-01 CBOE Volatility Index (VIX) recap narrative auto-generation failed. 49 key events were identified; please refer to the event timeline and level performance table below for your own interpretation. The AI narrative will be retried on the next scheduled task.
Key-level performance
- ✅Call Wall @ 15.99 — Call Wall capped price as expected: 5 touches, reversed lower by ≥ 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 broken through without recovery; invalidated
This is a historical post-close recap for information and education only — not investment advice.