Monday, August 10, 2026
Volatility Compression
54%confidence
Correct
Classification Scores
Balanced Day31.2%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep44.3%
Volatility Compression57.1%
Structure & Risk
Recommended Structure
BEST: CONDORS / PREMIUM SELLING / BREAKOUT ANTICIPATION • ✓ REVERSION TAILWIND
Risk Level
Breakout Pending
Volatility State
Vol Compressed
VIX
15.44
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7751.74
High
7773.76
Low
7743.11
Close
7753.11
VWAP
7755.81
Net Move
+0.04
Daily Range
30.6
pts
True Range
30.6
pts
ADR
78.5
ATR
93.5
Rel Volume
0.33
x avg
Expansion Ratio
0.39
Initial Balance Analysis
IB High
7768.21
IB Low
7748.42
IB Range
19.8
pts
IB Broken
Yes
Break Direction
UPPER
IB Outcome
IB broke upside — < 1.5x extension (0.28x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.11
Liquidity Score
54.2
Mean Reversion
78.7
Outcome Notes
Session: Volatility Compression — Confirmed ✓ | Structure: Would have profited ✓ | IB broke upside — < 1.5x extension (0.28x IB range) | Actual move: +0.04% | Expansion: 0.39x ADR