Options Memory

WSE pressure and volatility history

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

Newest stored reads 14 records

Detail Tape

WSE pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 10:24
Read Volatility
Pressure -91
Expected move 14.9%
IV0.59
Vol/OI0.68
Snapshot 30 Jul 10:20
Read Volatility
Pressure -100
Expected move 13.7%
IV0.56
Vol/OI0.02
Snapshot 31 Jul 10:11
Read Volatility
Pressure -79
Expected move 10.8%
IV0.61
Vol/OI0.00
Snapshot 31 Jul 15:26
Read Bullish
Pressure 28
Expected move 11.9%
IV1.11
Vol/OI0.22
Snapshot 31 Jul 16:34
Read Volatility
Pressure 42
Expected move 12.4%
IV0.95
Vol/OI0.20
Snapshot 4 Aug 10:03
Read Mixed
Pressure -1
Expected move 9.7%
IV0.44
Vol/OI-
Snapshot 5 Aug 10:11
Read Bearish
Pressure -61
Expected move 9.3%
IV0.43
Vol/OI0.00
Snapshot 6 Aug 10:11
Read Volatility
Pressure 99
Expected move 12.2%
IV0.58
Vol/OI0.02
Snapshot 7 Aug 10:46
Read Volatility
Pressure -100
Expected move 9.7%
IV0.48
Vol/OI0.00
Snapshot 10 Aug 10:41
Read Mixed
Pressure -1
Expected move 12.8%
IV0.66
Vol/OI-
Snapshot 11 Aug 11:00
Read Volatility
Pressure 98
Expected move 10.9%
IV0.86
Vol/OI0.02
Snapshot 12 Aug 11:01
Read Volatility
Pressure 68
Expected move 8.1%
IV0.58
Vol/OI0.01
Snapshot 13 Aug 10:29
Read Volatility
Pressure -60
Expected move 7.5%
IV0.65
Vol/OI0.00
Snapshot 13 Aug 15:28
Read Volatility
Pressure 77
Expected move 9.9%
IV1.50
Vol/OI0.09

Evidence context