Options Memory

VRSK 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 17 records

Detail Tape

VRSK pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 10:17
Read Bullish
Pressure 32
Expected move 10.7%
IV0.47
Vol/OI0.03
Snapshot 30 Jul 10:13
Read Bullish
Pressure 30
Expected move 9.3%
IV0.34
Vol/OI0.01
Snapshot 30 Jul 23:28
Read Bearish
Pressure -27
Expected move 6.2%
IV0.42
Vol/OI0.10
Snapshot 31 Jul 11:38
Read Bearish
Pressure -82
Expected move 6.2%
IV0.34
Vol/OI0.04
Snapshot 31 Jul 15:06
Read Mixed
Pressure 8
Expected move 6.5%
IV0.40
Vol/OI0.06
Snapshot 31 Jul 21:38
Read Mixed
Pressure 0
Expected move 6.5%
IV0.44
Vol/OI0.06
Snapshot 3 Aug 05:36
Read Bearish
Pressure -46
Expected move 6.4%
IV0.35
Vol/OI0.01
Snapshot 3 Aug 23:08
Read Mixed
Pressure 10
Expected move 6.1%
IV0.45
Vol/OI0.06
Snapshot 5 Aug 10:08
Read Bullish
Pressure 59
Expected move 6.3%
IV0.37
Vol/OI0.01
Snapshot 5 Aug 19:04
Read Mixed
Pressure 18
Expected move 6.7%
IV0.45
Vol/OI0.06
Snapshot 6 Aug 07:57
Read Bearish
Pressure -21
Expected move 6.4%
IV0.37
Vol/OI0.01
Snapshot 7 Aug 10:42
Read Mixed
Pressure 18
Expected move 5.8%
IV0.36
Vol/OI0.01
Snapshot 9 Aug 03:46
Read Bearish
Pressure -73
Expected move 5.3%
IV0.35
Vol/OI0.06
Snapshot 11 Aug 10:40
Read Bullish
Pressure 32
Expected move 6.1%
IV0.35
Vol/OI0.10
Snapshot 12 Aug 10:42
Read Bullish
Pressure 52
Expected move 6.0%
IV0.32
Vol/OI0.05
Snapshot 13 Aug 10:23
Read Bullish
Pressure 26
Expected move 6.2%
IV0.33
Vol/OI0.02
Snapshot 13 Aug 19:06
Read Bullish
Pressure 25
Expected move 5.2%
IV0.50
Vol/OI0.10

Evidence context