Friday, April 25, 2025
Volatility Compression
12%confidence
Missed
Classification Scores
Balanced Day0.0%
Trend Day18.6%
Expansion Day0.0%
Short Covering Rally13.0%
Liquidity Sweep15.7%
Volatility Compression22.2%
Structure & Risk
Recommended Structure
BEST: CONDORS / PREMIUM SELLING / BREAKOUT ANTICIPATION
Risk Level
Breakout Pending
Volatility State
Vol Compressed
VIX
24.84
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
No
Market Data
Open
5489.73
High
5528.11
Low
5455.86
Close
5525.21
VWAP
5499.73
Net Move
+0.65
Daily Range
72.3
pts
True Range
72.3
pts
ADR
197.9
ATR
226.9
Rel Volume
0.70
x avg
Expansion Ratio
0.37
Initial Balance Analysis
IB High
—
IB Low
—
IB Range
—
pts
IB Broken
No
Break Direction
—
IB Outcome
No IB data available
Outcome Assessment
GRADE
Missed
Accurate
No
Prediction Δ
0.50
Liquidity Score
46.8
Mean Reversion
47.9
Outcome Notes
Session: Volatility Compression — Did not materialize ✗ | Structure: Would not have profited ✗ | No IB data available | Actual move: +0.65% | Expansion: 0.37x ADR