Options Memory

ETN pressure and volatility history

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

Newest stored reads 23 records

Detail Tape

ETN pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 10:00
Read Volatility
Pressure -31
Expected move 7.0%
IV0.83
Vol/OI0.06
Snapshot 30 Jul 10:00
Read Volatility
Pressure -70
Expected move 11.1%
IV1.04
Vol/OI0.18
Snapshot 31 Jul 10:00
Read Mixed
Pressure 16
Expected move 6.0%
IV1.18
Vol/OI0.06
Snapshot 31 Jul 14:47
Read Mixed
Pressure 3
Expected move 2.0%
IV0.59
Vol/OI0.04
Snapshot 31 Jul 15:50
Read Mixed
Pressure 5
Expected move 2.6%
IV0.50
Vol/OI0.05
Snapshot 31 Jul 17:01
Read Mixed
Pressure -7
Expected move 2.5%
IV0.26
Vol/OI0.07
Snapshot 31 Jul 17:30
Read Mixed
Pressure -6
Expected move 3.4%
IV0.56
Vol/OI0.08
Snapshot 31 Jul 19:07
Read Mixed
Pressure 2
Expected move 3.4%
IV0.59
Vol/OI0.08
Snapshot 31 Jul 19:44
Read Mixed
Pressure 3
Expected move 3.4%
IV0.64
Vol/OI0.09
Snapshot 31 Jul 22:06
Read Mixed
Pressure 2
Expected move 3.1%
IV0.61
Vol/OI0.09
Snapshot 1 Aug 01:16
Read Bearish
Pressure -34
Expected move 3.1%
IV0.11
Vol/OI0.12
Snapshot 1 Aug 11:16
Read Bearish
Pressure -42
Expected move 5.5%
IV0.44
Vol/OI0.12
Snapshot 2 Aug 04:38
Read Bearish
Pressure -42
Expected move 4.9%
IV0.44
Vol/OI0.12
Snapshot 2 Aug 18:32
Read Bearish
Pressure -37
Expected move 4.9%
IV0.55
Vol/OI0.15
Snapshot 4 Aug 10:01
Read Mixed
Pressure 6
Expected move 6.6%
IV0.52
Vol/OI0.06
Snapshot 5 Aug 10:04
Read Bullish
Pressure 19
Expected move 7.5%
IV0.45
Vol/OI0.08
Snapshot 6 Aug 10:02
Read Bearish
Pressure -50
Expected move 8.0%
IV0.47
Vol/OI0.13
Snapshot 7 Aug 10:24
Read Bullish
Pressure 47
Expected move 1.4%
IV0.26
Vol/OI0.06
Snapshot 10 Aug 10:22
Read Bearish
Pressure -39
Expected move 3.9%
IV0.35
Vol/OI0.06
Snapshot 11 Aug 10:24
Read Bearish
Pressure -21
Expected move 3.5%
IV0.41
Vol/OI0.02
Snapshot 12 Aug 04:34
Read Bearish
Pressure -42
Expected move 3.7%
IV0.41
Vol/OI0.05
Snapshot 12 Aug 18:07
Read Bearish
Pressure -32
Expected move 3.9%
IV0.41
Vol/OI0.14
Snapshot 12 Aug 19:06
Read Bearish
Pressure -30
Expected move 3.9%
IV0.44
Vol/OI0.14

Evidence context