Wednesday, August 12, 2026
Volatility Compression
38%confidence
Correct
Classification Scores
Balanced Day25.3%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep34.0%
Volatility Compression44.7%
Structure & Risk
Recommended Structure
BEST: CONDORS / PREMIUM SELLING / BREAKOUT ANTICIPATION
Risk Level
Breakout Pending
Volatility State
Vol Compressed
VIX
14.58
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
7765.46
High
7766.01
Low
7737.95
Close
7748.50
VWAP
7755.23
Net Move
-0.18
Daily Range
28.1
pts
True Range
37.8
pts
ADR
76.0
ATR
85.9
Rel Volume
0.35
x avg
Expansion Ratio
0.37
Initial Balance Analysis
IB High
7766.01
IB Low
7741.72
IB Range
24.3
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — < 1.5x extension (0.16x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
0.03
Liquidity Score
52.6
Mean Reversion
55.3
Outcome Notes
Session: Volatility Compression — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — < 1.5x extension (0.16x IB range) | Actual move: -0.18% | Expansion: 0.37x ADR