Options Memory

VNDA 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 15 records

Detail Tape

VNDA pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 11:29
Read Mixed
Pressure 11
Expected move 12.5%
IV0.89
Vol/OI0.02
Snapshot 30 Jul 12:12
Read Volatility
Pressure 94
Expected move 20.8%
IV0.83
Vol/OI0.03
Snapshot 31 Jul 08:39
Read Volatility
Pressure 100
Expected move 21.2%
IV0.82
Vol/OI0.01
Snapshot 31 Jul 13:38
Read Bullish
Pressure 75
Expected move 13.9%
IV0.17
Vol/OI0.10
Snapshot 31 Jul 14:48
Read Volatility
Pressure 76
Expected move 13.9%
IV1.22
Vol/OI0.10
Snapshot 2 Aug 10:31
Read Volatility
Pressure 100
Expected move 21.1%
IV0.88
Vol/OI0.01
Snapshot 4 Aug 10:23
Read Volatility
Pressure 99
Expected move 20.6%
IV1.25
Vol/OI0.00
Snapshot 5 Aug 10:55
Read Volatility
Pressure 92
Expected move 17.9%
IV0.83
Vol/OI0.02
Snapshot 6 Aug 11:04
Read Bullish
Pressure 75
Expected move 16.7%
IV0.86
Vol/OI0.03
Snapshot 10 Aug 03:52
Read Volatility
Pressure -67
Expected move 20.4%
IV1.04
Vol/OI0.00
Snapshot 11 Aug 12:00
Read Mixed
Pressure -10
Expected move 13.5%
IV0.78
Vol/OI0.00
Snapshot 13 Aug 11:02
Read Bullish
Pressure 65
Expected move 21.6%
IV1.38
Vol/OI0.01
Snapshot 13 Aug 17:09
Read Bullish
Pressure 48
Expected move 14.0%
IV3.69
Vol/OI0.07
Snapshot 13 Aug 18:33
Read Bullish
Pressure 50
Expected move 14.0%
IV3.64
Vol/OI0.07
Snapshot 13 Aug 19:46
Read Bullish
Pressure 47
Expected move 14.0%
IV3.64
Vol/OI0.07

Evidence context