Tuesday, December 30, 2025
Volatility Compression
47%confidence
Correct
Classification Scores
Balanced Day
47.6%
Trend Day
0.0%
Expansion Day
0.0%
Short Covering Rally
0.0%
Liquidity Sweep
33.2%
Vol Compression
63.0%
Structure & Risk
Recommended Structure
BEST: CONDORS / PREMIUM SELLING / BREAKOUT ANTICIPATION
Risk Level
Breakout Pending
Volatility State
Compressed
VIX
14.33
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
6900.44
High
6913.25
Low
6893.47
Close
6896.24
VWAP
6900.85
Net Move
-0.06
Daily Range
19.8
pts
True Range
19.8
pts
ADR
53.2
ATR
59.4
Rel Volume
0.71
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
Correct
Accurate
Yes
Prediction Δ
-0.09
Liquidity Score
71.7
Outcome Notes
Session: Volatility Compression — Confirmed ✓ | Structure: Would have profited ✓ | No IB data available | Actual move: -0.06% | Expansion: 0.37x ADR