Theta Compass — Market Regime

by ThetaLoop Research
Last close: 2026-04-02
5
/10
Neutral
Is today a good day to sell puts?
VIX
23.87
↓ falling
Breadth
54.5%
6/11 bull
SPY
BEAR
vs SMA200
Sector Volatility & Regime
Sector Volatility 1d Change
🟢 Industrials High -0.4%
🟢 Energy High +0.47%
🔴 Real Estate Normal +1.61%
🔴 Cons. Discretionary Normal -1.5%
🟢 Materials Normal -0.1%
🔴 Communication Normal +0.41%
🔴 Financials Normal +0.18%
🟢 Cons. Staples Normal +0.53%
🟢 Utilities Normal +0.5%
🔴 Technology Normal +0.8%
🟢 Healthcare Normal -0.62%
ℹ️ How this works
What is a Cash-Secured Put? — Selling a put option on a stock you'd be willing to own, backed by cash. You collect a premium upfront and keep it if the stock stays above your strike price.

The Theta Score (1-10) aggregates multiple market dimensions into a single research indicator for this strategy. Higher = more favorable conditions.

VIX — Measures expected market volatility. Moderate levels (16-25) typically offer the best risk/reward for put sellers.
Breadth — Percentage of 11 sector ETFs trading above their 200-day moving average. Higher breadth = broader market strength.
SPY Regime — Whether the S&P 500 is above (BULL) or below (BEAR) its 200-day moving average.
Sector Volatility — Relative volatility ranking based on recent price ranges vs historical norms.

This is quantitative research, not a trading recommendation. Always verify with your own analysis and broker.
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