Options Memory

ESE 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

ESE pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 10:32
Read Volatility
Pressure -71
Expected move 10.0%
IV0.47
Vol/OI0.02
Snapshot 30 Jul 10:30
Read Volatility
Pressure 28
Expected move 11.6%
IV0.47
Vol/OI0.04
Snapshot 31 Jul 10:21
Read Bullish
Pressure 100
Expected move 9.7%
IV0.46
Vol/OI0.04
Snapshot 2 Aug 02:54
Read Bullish
Pressure 49
Expected move 9.1%
IV0.48
Vol/OI0.01