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By VolRadar · Monday, February 16, 2026 · Updated after market close
VIX popped 16% to 20. 6 overnight, but the term structure remains constructively steep at 0. 92, signaling sustained volatility premium despite the spike—a solid setup for calendar spreads and diagonal positions.
The real challenge is breadth: only 50% of S&P 100 components show positive VRP, meaning you'll need to cherry-pick rather than blanket sell. ABT and UNH stand out with realized-to-implied ratios of 0. 68 and 0.
70 respectively, suggesting their vol surface still prices elevated tail risk relative to recent activity. The VIX regime reading of 66 coupled with a weak RV trend at 30 indicates this volatility pop may lack staying power, creating a near-term fade opportunity. Be selective on your short premium entries—focus on quality names like ABT and UNH for put spreads while passing on weaker breadth coverage across the rest of the index.
Mixed conditions — be selective
Stick to high-conviction tickers only — quality over quantity
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