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By VolRadar · Tuesday, February 24, 2026 · Updated after market close
Volatility conditions remain moderately supportive for premium sellers today with VIX holding steady at 21. 0 and a healthy 0. 949 term structure ratio maintaining contango conditions for short premium strategies. However, the neutral 69.
8 weather score and mixed breadth signal—only 50% of S&P 100 components showing positive VRP—suggest volatility is unevenly distributed across the market. SPY presents an intriguing setup with a remarkably tight 0. 03 RV ratio, indicating realized volatility is trading at a significant discount to implied levels, while VZ at 0.
09 offers similar dislocations for those preferring defensive names. K's elevated 0. 42 ratio flags that realized is already pricing in meaningful moves, making it a less attractive premium-selling candidate. Stay selective today: focus your short premium activity on the tight RV ratio names like SPY and VZ rather than blanket broad-based selling.
Conditions favor premium selling
Look for tickers with RV ratio < 0.85 and strong confidence signals
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