Options Memory

VANI pressure and volatility history

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

Newest stored reads 4 records

Detail Tape

VANI pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 11:45
Read Mixed
Pressure 11
Expected move 36.6%
IV1.46
Vol/OI-
Snapshot 30 Jul 11:23
Read Mixed
Pressure 11
Expected move 56.2%
IV2.29
Vol/OI-
Snapshot 31 Jul 10:55
Read Volatility
Pressure 98
Expected move 41.4%
IV1.04
Vol/OI0.02
Snapshot 2 Aug 10:44
Read Volatility
Pressure -89
Expected move 26.2%
IV1.65
Vol/OI0.00