Options Memory

REGN 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

REGN pressure and volatility history

Page 1 of 1

Snapshot 29 Jul 10:06

Read Bullish

Pressure 24

Expected move 8.4%

IV0.89

Vol/OI0.04

Snapshot 30 Jul 06:24

Read Mixed

Pressure -9

Expected move 6.7%

IV0.08

Vol/OI1.27

Snapshot 30 Jul 13:30

Read Mixed

Pressure 15

Expected move 8.0%

IV1.00

Vol/OI0.10

Snapshot 30 Jul 14:19

Read Volatility

Pressure -14

Expected move 11.2%

IV0.85

Vol/OI0.20

Snapshot 30 Jul 15:09

Read Volatility

Pressure -10

Expected move 10.4%

IV0.79

Vol/OI0.22

Snapshot 30 Jul 16:04

Read Mixed

Pressure -3

Expected move 10.5%

IV0.88

Vol/OI0.22

Snapshot 30 Jul 16:52

Read Mixed

Pressure -2

Expected move 11.3%

IV0.79

Vol/OI0.23

Snapshot 30 Jul 17:54

Read Mixed

Pressure 3

Expected move 12.0%

IV0.99

Vol/OI0.24

Snapshot 30 Jul 19:04

Read Mixed

Pressure 5

Expected move 14.0%

IV1.06

Vol/OI0.25

Snapshot 30 Jul 19:58

Read Mixed

Pressure 8

Expected move 15.0%

IV1.07

Vol/OI0.25

Snapshot 30 Jul 23:12

Read Mixed

Pressure 7

Expected move 15.3%

IV0.97

Vol/OI0.26

Snapshot 31 Jul 00:05

Read Mixed

Pressure 7

Expected move 15.3%

IV1.37

Vol/OI0.26

Snapshot 31 Jul 06:59

Read Volatility

Pressure 64

Expected move 4.7%

IV0.90

Vol/OI0.15