Options Memory

SII 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

SII pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 10:52
Read Bullish
Pressure 54
Expected move 11.5%
IV0.57
Vol/OI0.00
Snapshot 30 Jul 10:42
Read Volatility
Pressure -42
Expected move 11.4%
IV0.57
Vol/OI0.02
Snapshot 31 Jul 10:30
Read Bullish
Pressure 34
Expected move 11.4%
IV0.58
Vol/OI0.01
Snapshot 2 Aug 07:43
Read Bullish
Pressure 51
Expected move 11.0%
IV0.58
Vol/OI0.00