Options Memory

CRESY 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 5 records

Detail Tape

CRESY pressure and volatility history

Page 1 of 1

Snapshot 29 Jul 11:18

Read Volatility

Pressure -94

Expected move 15.2%

IV0.59

Vol/OI0.00

Snapshot 30 Jul 05:23

Read Volatility

Pressure -94

Expected move 14.7%

IV0.85

Vol/OI0.01

Snapshot 30 Jul 15:05

Read Volatility

Pressure -33

Expected move 13.9%

IV1.17

Vol/OI0.04

Snapshot 30 Jul 15:32

Read Volatility

Pressure -33

Expected move 13.9%

IV1.17

Vol/OI0.04

Snapshot 31 Jul 07:14

Read Volatility

Pressure 100

Expected move 11.4%

IV0.46

Vol/OI0.00