Monday, August 18, 2025
Volatility Compression
50%confidence
Correct
Classification Scores
Balanced Day58.8%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep24.1%
Volatility Compression63.1%
Structure & Risk
Recommended Structure
BEST: CONDORS / PREMIUM SELLING / BREAKOUT ANTICIPATION
Risk Level
Breakout Pending
Volatility State
Vol Compressed
VIX
14.99
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
6445.02
High
6455.35
Low
6437.70
Close
6449.15
VWAP
6446.81
Net Move
+0.06
Daily Range
17.6
pts
True Range
17.6
pts
ADR
55.6
ATR
63.8
Rel Volume
0.81
x avg
Expansion Ratio
0.32
Initial Balance Analysis
IB High
—
IB Low
—
IB Range
—
pts
IB Broken
No
Break Direction
—
IB Outcome
No IB data available
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.09
Liquidity Score
73.2
Mean Reversion
82.6
Outcome Notes
Session: Volatility Compression — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: +0.06% | Expansion: 0.32x ADR