Premarket Brief — Wed 9 Sep 2026

Generated 8 Sep 18:46 CT (after today's close) — oriented to tomorrow's session. All data as of 8 Sep close.

Expected SPY range: ~10–12 pts (1.3–1.6%) — wide day

SPY 765.71 · VIX 15.72 → implied 1-day move ±7.6 pts (0.99%). SHORT-GAMMA regime tilts range up ~1.6x: expect trend legs to extend, more fuel per scalp, let winners run past the first target. Approx band 760–772.

Strategy Action Today

None. No pre-earnings entry or exit due. Next: Mon 6 Oct = entry for GS & JPM (Tier-2, BMO 13 Oct → exit close Mon 12 Oct)... recheck dates that week.

GEX / VIX

SPY spot 765.71 · net GEX ≤5DTE -5.05bn$/1% · ≤30DTE -8.94bn$/1%
Regime SHORT-GAMMA (negative) — expanded range, dealers amplify moves. No directional edge from GEX.
VIX 15.72 (+1.19) vs 14.53 prior close. Gamma flip: no zero-cross within ±10% of spot.
Footnote: the 61.5%-win SELL-defined-risk-premium edge is a long-gamma setup — not on today.

Macro (ET)

7:00a MBA mortgage apps · 7:45a ICSC retail · 8:55a Redbook — all low impact
1:00p 10-year note auction — only scheduled vol window; yields already elevated post-NFP
Fed blackout (started 5 Sep, FOMC 15–16 Sep) — no Fed speakers
CPI Fri 11 Sep 8:30a — the week's event; expect Thu/Fri positioning

Earnings

BMO: CHWY
AMC: ORCL expected this week (confirm date) — big AI-capex read-through to megacap tape
Tonight's AMC (8 Sep): GME, Casey's, Braze, ServiceTitan — gaps into tomorrow's open

Tape

8 Sep close: S&P -0.58% (7,673) · Nasdaq -0.32% (26,421) · Dow -1.18%. Oil bid on Mideast/Saudi energy attacks (Brent ~$99 intraday, WTI >$90); yields higher post-strong-NFP. Megacap led losses: AAPL -2.6%, GOOGL -2.1%, MSFT -2.1%.

Generated 2026-09-08 18:46 CT · GEX/VIX from CBOE delayed (asof 2026-09-08 16:00) · report only, no orders staged.