Options Memory

NECB pressure and volatility history

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

Newest stored reads 5 records

Detail Tape

NECB pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 11:36
Read Mixed
Pressure 11
Expected move 8.6%
IV0.34
Vol/OI-
Snapshot 30 Jul 11:15
Read Mixed
Pressure 11
Expected move 10.4%
IV0.42
Vol/OI-
Snapshot 31 Jul 10:51
Read Mixed
Pressure 11
Expected move 9.2%
IV0.38
Vol/OI-
Snapshot 2 Aug 09:16
Read Bullish
Pressure 100
Expected move 3.9%
IV0.16
Vol/OI0.01
Snapshot 3 Aug 13:46
Read Bullish
Pressure 96
Expected move 7.0%
IV0.31
Vol/OI0.28