Loading...
Loading...
By VolRadar · Friday, March 20, 2026 · Updated after market close
• Volatility regime is firmly in seller's territory with VIX at 26. 8 and a 76. 2 weather score indicating stable conditions—the 0. 976 term structure ratio shows healthy contango across the curve, supporting short premium strategies across multiple expirations. • Exceptional breadth in your favor: 71% of S&P 500 names show positive VRP with LW displaying a jaw-dropping +1890.
2% variance risk premium against a 0. 69 realized/implied ratio, making it the standout candidate for aggressive short calls or call spreads. • Secondary tier names like NKE (+1366. 4% VRP, 0. 73 RV ratio), FMC (+754.
6% VRP, 0. 89 RV ratio), and BRO (+706. 1% VRP, 0. 82 RV ratio) all offer solid risk/reward profiles for iron condors or directional put spreads without the concentration risk of a single name. • Trade broadly across your core watchlist—the 72 VRP breadth component and positive term structure give you the green light to layer in multiple positions, but reserve LW for your highest conviction short calls given the extreme mispricing relative to realized volatility.
Conditions favor premium selling
Look for tickers with RV ratio < 0.85 and strong confidence signals
Turn this brief into trades
Starter unlocks all 500+ tickers with computed strikes, earnings gates, and up to 3 ranked strategies per name — $0.50/day