Options Memory

VRNS pressure and volatility history

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

Options summary Strike map Contracts History

Newest stored reads 4 records

Detail Tape

Page 1 of 1

Snapshot 29 Jul 10:44

Read Volatility

Pressure -61

Expected move 20.9%

IV0.94

Vol/OI0.21

Snapshot 30 Jul 10:40

Read Volatility

Pressure -82

Expected move 16.1%

IV0.69

Vol/OI0.18

Snapshot 31 Jul 10:25

Read Mixed

Pressure -5

Expected move 13.8%

IV0.57

Vol/OI0.01

Snapshot 3 Aug 09:08

Read Bearish

Pressure -35

Expected move 15.1%

IV0.84

Vol/OI0.03