Options Memory

CD pressure and volatility history

Stored options snapshots showing how pressure, expected move, implied volatility, and participation have evolved over time.

Newest stored reads 13 records

Detail Tape

CD pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 11:20
Read Mixed
Pressure 11
Expected move 24.3%
IV0.97
Vol/OI-
Snapshot 30 Jul 11:04
Read Volatility
Pressure 100
Expected move 23.9%
IV0.97
Vol/OI0.01
Snapshot 31 Jul 10:43
Read Volatility
Pressure 100
Expected move 24.0%
IV0.98
Vol/OI0.00
Snapshot 2 Aug 21:57
Read Volatility
Pressure 100
Expected move 23.6%
IV0.98
Vol/OI0.00
Snapshot 4 Aug 00:27
Read Volatility
Pressure 100
Expected move 42.7%
IV1.92
Vol/OI0.00
Snapshot 4 Aug 21:04
Read Volatility
Pressure 100
Expected move 29.6%
IV2.30
Vol/OI0.30
Snapshot 6 Aug 10:23
Read Volatility
Pressure 100
Expected move 42.3%
IV2.02
Vol/OI0.00
Snapshot 7 Aug 11:47
Read Volatility
Pressure 100
Expected move 35.9%
IV1.77
Vol/OI0.02
Snapshot 7 Aug 22:34
Read Volatility
Pressure 100
Expected move 31.5%
IV3.20
Vol/OI0.29
Snapshot 11 Aug 11:06
Read Volatility
Pressure 99
Expected move 36.8%
IV3.11
Vol/OI0.24
Snapshot 12 Aug 13:20
Read Mixed
Pressure 11
Expected move 42.3%
IV2.56
Vol/OI-
Snapshot 13 Aug 14:53
Read Volatility
Pressure 96
Expected move 75.5%
IV3.30
Vol/OI0.24
Snapshot 13 Aug 19:56
Read Volatility
Pressure 94
Expected move 51.9%
IV3.26
Vol/OI0.25

Evidence context