Trailing 3-day VIX delta printed -0.95 standard deviations below its 20-day EMA, signaling an extreme short-volatility positioning squeeze. The ensuing unwinding pressure from large option players suggests an immediate bullish snapback, typical of these market-on-close actions. Our quantitative models show a high probability for a sharp short-term rally. 95% YES — invalid if the SPX fails to reclaim its 50-day moving average by EOD.
