Options Memory

VERX pressure and volatility history

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

Newest stored reads 8 records

Detail Tape

VERX pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 11:00
Read Volatility
Pressure 100
Expected move 28.4%
IV1.21
Vol/OI0.03
Snapshot 30 Jul 10:49
Read Mixed
Pressure -15
Expected move 27.8%
IV1.35
Vol/OI0.01
Snapshot 31 Jul 03:29
Read Mixed
Pressure -8
Expected move 21.9%
IV1.10
Vol/OI0.23
Snapshot 31 Jul 13:26
Read Volatility
Pressure 100
Expected move 24.0%
IV0.98
Vol/OI0.01
Snapshot 2 Aug 12:31
Read Volatility
Pressure -61
Expected move 18.6%
IV1.00
Vol/OI0.00
Snapshot 4 Aug 10:32
Read Volatility
Pressure -73
Expected move 19.6%
IV1.19
Vol/OI0.13
Snapshot 4 Aug 23:52
Read Volatility
Pressure -49
Expected move 10.7%
IV0.85
Vol/OI0.44
Snapshot 5 Aug 00:49
Read Volatility
Pressure -83
Expected move 15.1%
IV0.68
Vol/OI0.27