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By VolRadar · Friday, March 27, 2026 · Updated after market close
• VIX spiked 16% to 31. 1 overnight, but term structure is in backwardation (1. 061 ratio)—that's a short-term fear setup. Good news for premium sellers: 84% of the S&P has positive VRP, meaning implied vol is genuinely rich across the board. This is a seller's environment, not a panic.
• FMC, CHTR, and LW are your best spots today: all showing realized vol running 20-23% below what options are priced for, with VRP cushions of +13. 6pp to +16. 3pp. These are textbook rich setups for short calls, cash-secured puts, or credit spreads—real edge, not marginal. • BSX and FDS are secondary choices if you want a wider net: solid 8-9pp VRP advantage, but with RV ratios closer to 0.
84-0. 87, they're less extreme. Stick with them if you're already tracking the names or want lower leverage. • Sell selectively into the spike rather than panic-selling everything. FMC and CHTR offer the fattest premiums with the best RV cushion—prioritize those two if you're putting on fresh positions today.
Mixed conditions — be selective
Stick to high-conviction tickers only — quality over quantity
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