Options Memory

RMBS 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 15 records

Detail Tape

RMBS pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 10:22
Read Mixed
Pressure -14
Expected move 18.8%
IV0.93
Vol/OI0.12
Snapshot 30 Jul 10:16
Read Volatility
Pressure -26
Expected move 19.1%
IV0.88
Vol/OI0.09
Snapshot 31 Jul 09:08
Read Mixed
Pressure -4
Expected move 17.7%
IV0.04
Vol/OI5.31
Snapshot 31 Jul 12:44
Read Mixed
Pressure 12
Expected move 17.8%
IV0.92
Vol/OI0.07
Snapshot 2 Aug 02:16
Read Bullish
Pressure 23
Expected move 17.7%
IV0.97
Vol/OI0.07
Snapshot 2 Aug 06:50
Read Bullish
Pressure 31
Expected move 17.7%
IV0.95
Vol/OI0.04
Snapshot 4 Aug 10:04
Read Bullish
Pressure 35
Expected move 17.2%
IV0.98
Vol/OI0.08
Snapshot 5 Aug 10:12
Read Bullish
Pressure 60
Expected move 20.0%
IV0.97
Vol/OI0.06
Snapshot 6 Aug 10:12
Read Volatility
Pressure -82
Expected move 17.1%
IV0.92
Vol/OI0.14
Snapshot 7 Aug 10:47
Read Bullish
Pressure 24
Expected move 16.2%
IV0.93
Vol/OI0.02
Snapshot 10 Aug 10:41
Read Mixed
Pressure -8
Expected move 11.7%
IV0.77
Vol/OI0.09
Snapshot 11 Aug 11:01
Read Mixed
Pressure 8
Expected move 10.8%
IV0.80
Vol/OI0.01
Snapshot 12 Aug 11:01
Read Mixed
Pressure 3
Expected move 9.5%
IV0.69
Vol/OI0.03
Snapshot 13 Aug 10:41
Read Mixed
Pressure -1
Expected move 8.9%
IV0.72
Vol/OI0.03
Snapshot 13 Aug 23:52
Read Bullish
Pressure 31
Expected move 8.2%
IV0.68
Vol/OI0.06

Evidence context