Monday, October 12, 2026
Volatility Compression
85%confidence
Correct
Classification Scores
Balanced Day26.0%
Trend Day0.0%
Expansion Day0.0%
Short Covering Rally0.0%
Liquidity Sweep25.8%
Volatility Compression49.8%
Structure & Risk
Recommended Structure
BEST: CONDORS / PREMIUM SELLING / BREAKOUT ANTICIPATION • ✓ REVERSION TAILWIND
Risk Level
Breakout Pending
Volatility State
Vol Compressed
VIX
15.22
ATM IV
—
Liquidity Regime
NORMAL
Standard dealer hedging dynamics — balanced order book
Structure Worked
Yes
Market Data
Open
7813.04
High
7821.67
Low
7796.94
Close
7807.24
VWAP
7809.38
Net Move
-0.09
Daily Range
24.7
pts
True Range
24.7
pts
ADR
54.4
ATR
62.6
Rel Volume
0.32
x avg
Expansion Ratio
0.45
Initial Balance Analysis
IB High
7821.67
IB Low
7802.58
IB Range
19.1
pts
IB Broken
Yes
Break Direction
LOWER
IB Outcome
IB broke downside — < 1.5x extension (0.30x IB range)
Outcome Assessment
GRADE
Correct
Accurate
Yes
Prediction Δ
-0.06
Liquidity Score
52.8
Mean Reversion
76.7
Outcome Notes
Session: Volatility Compression — Confirmed ✓ | Structure: Would have profited ✓ | IB broke downside — < 1.5x extension (0.30x IB range) | Actual move: -0.09% | Expansion: 0.45x ADR