Tuesday, September 22, 2026
Volatility Compression
62%confidence
Correct
Classification Scores
Balanced Day24.0%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.7%
Liquidity Sweep40.8%
Volatility Compression47.5%
Structure & Risk
Recommended Structure
BEST: CONDORS / PREMIUM SELLING / BREAKOUT ANTICIPATION • ✓ REVERSION TAILWIND
Risk Level
Breakout Pending
Volatility State
Vol Compressed
VIX
14.26
ATM IV
—
Liquidity Regime
HIGH
Abundant dealer-supplied liquidity — positive GEX environment
Structure Worked
Yes
Market Data
Open
7770.81
High
7782.19
Low
7756.26
Close
7764.64
VWAP
7771.65
Net Move
+0.08
Daily Range
25.9
pts
True Range
25.9
pts
ADR
52.6
ATR
69.6
Rel Volume
0.43
x avg
Expansion Ratio
0.49
Initial Balance Analysis
IB High
7782.19
IB Low
7766.04
IB Range
16.1
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — 1.5x extension (0.61x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.07
Liquidity Score
51.3
Mean Reversion
75.9
Outcome Notes
Session: Volatility Compression — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — 1.5x extension (0.61x IB range) | Actual move: +0.08% | Expansion: 0.49x ADR