Options Memory

SABR 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

SABR pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 11:20
Read Volatility
Pressure 72
Expected move 28.6%
IV1.02
Vol/OI0.00
Snapshot 30 Jul 11:05
Read Volatility
Pressure 81
Expected move 31.6%
IV1.06
Vol/OI0.00
Snapshot 31 Jul 10:43
Read Volatility
Pressure 100
Expected move 29.3%
IV1.19
Vol/OI0.00
Snapshot 2 Aug 18:28
Read Volatility
Pressure 100
Expected move 24.3%
IV1.04
Vol/OI0.00