Options Memory

SIEB 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 3 records

Detail Tape

SIEB pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 11:47
Read Volatility
Pressure 100
Expected move 39.2%
IV0.98
Vol/OI0.01
Snapshot 29 Jul 23:19
Read Volatility
Pressure 91
Expected move 45.2%
IV2.65
Vol/OI0.26
Snapshot 30 Jul 00:10
Read Volatility
Pressure 91
Expected move 45.2%
IV2.71
Vol/OI0.26