Updated 14:01 GMT, 2 Nov 2026 SPX 7,580.07 -1.82% NDX 28,384.85 -3.46% VIX 18.92 -2.57% GOLD 3,958.00 +1.52% CL 97.87 -6.00% BTC 77,733.79 -0.66%

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SPY 0-Day Max Pain at 765.00 Leaves 1.18 Percent Gap to Spot
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SPY 0-Day Max Pain at 765.00 Leaves 1.18 Percent Gap to Spot

Zero Day Settlement Dynamics SPY settles at 756.07 with the Oct 30 2026 max pain fixed at 765.00 which means an 8.93 point gap equal…

VIX Spikes 12.91 Percent to 19.42 as Fear Regime Tightens
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VIX Spikes 12.91 Percent to 19.42 as Fear Regime Tightens

VIX Spot Movement and Intraday Range The VIX rose 2.22 points or 12.91 percent to close at 19.42 which means near term fear has repriced…

SPY Zero-Day Max Pain at 770.00 Pins 764.86 Close 5.14 Points Higher
· Option Watch

SPY Zero-Day Max Pain at 770.00 Pins 764.86 Close 5.14 Points Higher

Zero Day Settlement Dynamics SPY closed at 764.86 against the 770.00 max pain strike for the 29 October 2026 zero-day expiry which means the aggregate…

VIX Steepens at 17.20 as Front Curve Prices Nine Day Calm
· Option Watch

VIX Steepens at 17.20 as Front Curve Prices Nine Day Calm

VIX Spot Movement The VIX closed at 17.20 after rising 0.29 points from 16.91 which means spot volatility sits 0.03 points below the five day…

SPY 0 DTE Max Pain Gap Holds at 0.28 Percent
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SPY 0 DTE Max Pain Gap Holds at 0.28 Percent

Figures as of the 28 Oct 2026 close; published 29 Oct 2026. Max Pain Alignment for Expiry SPY max pain for the Oct 28 2026…

VIX Drops to 16.91 With Contango Term Structure Pricing Calm
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VIX Drops to 16.91 With Contango Term Structure Pricing Calm

VIX Daily Close and Percentage Change The VIX closed at 16.91 after falling 0.61 points or 3.48 percent from the prior 17.52 which means equity…

VIX Drops 4.73 Percent to 17.52 in Contango Structure
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VIX Drops 4.73 Percent to 17.52 in Contango Structure

VIX Spot Level and Daily Range The VIX printed a close of 17.52 after declining 4.73 percent from the prior 18.39 which means the market…

SPY Zero-Day Max Pain at 763.00 Creates 0.29 Percent Gap
· Option Watch

SPY Zero-Day Max Pain at 763.00 Creates 0.29 Percent Gap

Zero-Day Expiry Metrics SPY max pain for the Oct 26 2026 zero-day expiry sits at 763.00 which means that strike level balances the largest total…

VIX Falls 5.45 Percent to 18.39 with Mild Contango Curve
· Option Watch

VIX Falls 5.45 Percent to 18.39 with Mild Contango Curve

VIX Daily Shift and Range The VIX closed at 18.39 after a 5.45 percent decline which means equity market fear measures contracted sharply because the…

SPY Zero-Day Max Pain at 766.00 Holds 130.9M Open Interest Peak
· Option Watch

SPY Zero-Day Max Pain at 766.00 Holds 130.9M Open Interest Peak

Max Pain Strike and Open Interest Concentration SPY max pain for the 23 Oct 2026 zero-day expiry stands at 766.00 because that strike holds the…

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