Options Memory

VRT pressure and volatility history

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

Newest stored reads 4 records

Detail Tape

VRT pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 10:01
Read Volatility
Pressure 2
Expected move 11.4%
IV1.41
Vol/OI0.11
Snapshot 30 Jul 10:01
Read Volatility
Pressure -18
Expected move 23.0%
IV0.71
Vol/OI0.28
Snapshot 31 Jul 10:00
Read Volatility
Pressure -24
Expected move 21.7%
IV1.71
Vol/OI0.13
Snapshot 2 Aug 02:39
Read Volatility
Pressure -15
Expected move 8.8%
IV0.79
Vol/OI0.10