Options Memory

DFIN pressure and volatility history

Stored options snapshots showing how pressure, expected move, implied volatility, and participation have evolved over time.

Options summary Strike map Contracts History
Newest stored reads 13 records

Detail Tape

DFIN pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 11:13
Read Bullish
Pressure 66
Expected move 16.0%
IV0.78
Vol/OI0.06
Snapshot 30 Jul 09:33
Read Mixed
Pressure 0
Expected move 14.2%
IV0.90
Vol/OI-
Snapshot 31 Jul 06:51
Read Volatility
Pressure -100
Expected move 9.3%
IV0.52
Vol/OI0.03
Snapshot 31 Jul 19:43
Read Volatility
Pressure -37
Expected move 11.6%
IV1.15
Vol/OI0.23
Snapshot 31 Jul 20:34
Read Volatility
Pressure -37
Expected move 11.6%
IV1.15
Vol/OI0.23
Snapshot 2 Aug 18:35
Read Mixed
Pressure 0
Expected move 11.8%
IV0.61
Vol/OI-
Snapshot 4 Aug 10:42
Read Volatility
Pressure -100
Expected move 13.6%
IV0.61
Vol/OI0.06
Snapshot 5 Aug 11:12
Read Mixed
Pressure -2
Expected move 11.1%
IV0.51
Vol/OI-
Snapshot 6 Aug 11:15
Read Mixed
Pressure -2
Expected move 12.6%
IV0.60
Vol/OI-
Snapshot 10 Aug 11:04
Read Mixed
Pressure -2
Expected move 11.8%
IV0.60
Vol/OI-
Snapshot 11 Aug 02:56
Read Mixed
Pressure -2
Expected move 11.3%
IV0.76
Vol/OI-
Snapshot 12 Aug 12:42
Read Mixed
Pressure -2
Expected move 10.5%
IV0.63
Vol/OI-
Snapshot 14 Aug 02:04
Read Bearish
Pressure -100
Expected move 7.3%
IV0.49
Vol/OI0.02

Evidence context