Friday, December 26, 2025
Volatility Compression
54%confidence
Correct
Classification Scores
Balanced Day
37.8%
Trend Day
0.0%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
27.0%
Vol Compression
62.1%
Structure & Risk
Recommended Structure
BEST: CONDORS / PREMIUM SELLING / BREAKOUT ANTICIPATION
Risk Level
Breakout Pending
Volatility State
Compressed
VIX
13.60
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
6936.02
High
6945.77
Low
6921.60
Close
6929.94
VWAP
6933.33
Net Move
-0.09
Daily Range
24.2
pts
True Range
24.2
pts
ADR
55.5
ATR
61.1
Rel Volume
0.53
x avg
Expansion Ratio
0.44
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
-0.06
Liquidity Score
57.6
Outcome Notes
Session: Volatility Compression — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.09% | Expansion: 0.44x ADR