Options Memory

AGNC pressure and volatility history

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

Newest stored reads 15 records

Detail Tape

AGNC pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 10:25
Read Bullish
Pressure 31
Expected move 5.9%
IV0.41
Vol/OI0.15
Snapshot 30 Jul 10:21
Read Mixed
Pressure 8
Expected move 4.0%
IV0.42
Vol/OI0.04
Snapshot 31 Jul 13:32
Read Bullish
Pressure 86
Expected move 4.0%
IV0.56
Vol/OI0.08
Snapshot 31 Jul 17:05
Read Bearish
Pressure -22
Expected move 1.6%
IV0.73
Vol/OI0.05
Snapshot 2 Aug 13:36
Read Bearish
Pressure -72
Expected move 2.6%
IV0.18
Vol/OI0.10
Snapshot 4 Aug 10:05
Read Bullish
Pressure 29
Expected move 2.4%
IV0.31
Vol/OI0.04
Snapshot 5 Aug 10:13
Read Bullish
Pressure 67
Expected move 2.4%
IV0.24
Vol/OI0.02
Snapshot 6 Aug 10:13
Read Bearish
Pressure -42
Expected move 2.6%
IV0.39
Vol/OI0.05
Snapshot 7 Aug 10:48
Read Bearish
Pressure -70
Expected move 1.4%
IV0.46
Vol/OI0.07
Snapshot 10 Aug 10:42
Read Bullish
Pressure 35
Expected move 3.0%
IV0.21
Vol/OI0.05
Snapshot 11 Aug 11:02
Read Bearish
Pressure -40
Expected move 2.2%
IV0.24
Vol/OI0.07
Snapshot 12 Aug 11:02
Read Bullish
Pressure 26
Expected move 1.5%
IV0.27
Vol/OI0.02
Snapshot 13 Aug 10:42
Read Bullish
Pressure 29
Expected move 2.1%
IV0.41
Vol/OI0.02
Snapshot 13 Aug 21:46
Read Bullish
Pressure 34
Expected move 1.0%
IV0.46
Vol/OI0.03
Snapshot 14 Aug 00:14
Read Mixed
Pressure -7
Expected move 1.0%
IV0.59
Vol/OI0.06

Evidence context