Options Memory

TEVA pressure and volatility history

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

Newest stored reads 19 records

Detail Tape

TEVA pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 10:11
Read Volatility
Pressure 86
Expected move 6.6%
IV1.00
Vol/OI0.03
Snapshot 30 Jul 10:06
Read Volatility
Pressure 83
Expected move 13.7%
IV0.68
Vol/OI0.09
Snapshot 31 Jul 10:03
Read Bearish
Pressure -60
Expected move 3.2%
IV0.62
Vol/OI0.08
Snapshot 1 Aug 13:48
Read Bullish
Pressure 48
Expected move 4.5%
IV0.32
Vol/OI0.01
Snapshot 2 Aug 16:34
Read Bearish
Pressure -58
Expected move 3.8%
IV0.49
Vol/OI0.09
Snapshot 2 Aug 23:56
Read Bullish
Pressure 48
Expected move 3.8%
IV0.33
Vol/OI0.01
Snapshot 4 Aug 10:10
Read Bullish
Pressure 63
Expected move 3.6%
IV0.45
Vol/OI0.02
Snapshot 5 Aug 10:15
Read Bullish
Pressure 68
Expected move 3.8%
IV0.49
Vol/OI0.00
Snapshot 6 Aug 10:14
Read Bullish
Pressure 33
Expected move 2.9%
IV0.46
Vol/OI0.00
Snapshot 7 Aug 11:01
Read Bullish
Pressure 57
Expected move 2.6%
IV0.65
Vol/OI0.01
Snapshot 10 Aug 06:42
Read Bullish
Pressure 89
Expected move 4.3%
IV0.35
Vol/OI0.02
Snapshot 10 Aug 14:02
Read Bearish
Pressure -43
Expected move 3.6%
IV0.59
Vol/OI0.10
Snapshot 10 Aug 22:15
Read Bearish
Pressure -60
Expected move 3.5%
IV0.49
Vol/OI0.09
Snapshot 11 Aug 09:52
Read Bullish
Pressure 66
Expected move 3.5%
IV0.32
Vol/OI0.01
Snapshot 12 Aug 10:40
Read Bullish
Pressure 63
Expected move 2.7%
IV0.37
Vol/OI0.02
Snapshot 13 Aug 10:21
Read Bullish
Pressure 91
Expected move 4.1%
IV0.49
Vol/OI0.03
Snapshot 13 Aug 19:46
Read Bearish
Pressure -44
Expected move 4.2%
IV0.72
Vol/OI0.10
Snapshot 13 Aug 23:16
Read Bearish
Pressure -43
Expected move 4.2%
IV0.65
Vol/OI0.10
Snapshot 14 Aug 02:48
Read Bullish
Pressure 56
Expected move 4.2%
IV0.78
Vol/OI0.02

Evidence context