Options Memory

SIGI pressure and volatility history

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

Newest stored reads 14 records

Detail Tape

SIGI pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 10:39
Read Mixed
Pressure 6
Expected move 5.6%
IV0.22
Vol/OI-
Snapshot 30 Jul 10:35
Read Bullish
Pressure 100
Expected move 5.7%
IV0.20
Vol/OI0.03
Snapshot 31 Jul 10:23
Read Mixed
Pressure 6
Expected move 6.2%
IV0.23
Vol/OI-
Snapshot 31 Jul 19:19
Read Volatility
Pressure -13
Expected move 20.8%
IV0.87
Vol/OI0.58
Snapshot 31 Jul 20:34
Read Volatility
Pressure -13
Expected move 21.2%
IV0.88
Vol/OI0.58
Snapshot 1 Aug 00:30
Read Bearish
Pressure -94
Expected move 5.3%
IV0.22
Vol/OI0.01
Snapshot 2 Aug 08:38
Read Bearish
Pressure -94
Expected move 5.4%
IV0.28
Vol/OI0.01
Snapshot 4 Aug 10:22
Read Mixed
Pressure 6
Expected move 5.6%
IV0.30
Vol/OI-
Snapshot 5 Aug 10:53
Read Bearish
Pressure -28
Expected move 5.8%
IV0.29
Vol/OI0.02
Snapshot 6 Aug 11:02
Read Mixed
Pressure 5
Expected move 5.6%
IV0.29
Vol/OI-
Snapshot 7 Aug 12:45
Read Mixed
Pressure 5
Expected move 5.8%
IV0.29
Vol/OI-
Snapshot 10 Aug 13:23
Read Mixed
Pressure 5
Expected move 5.3%
IV0.23
Vol/OI-
Snapshot 12 Aug 12:21
Read Mixed
Pressure 5
Expected move 5.3%
IV0.31
Vol/OI-
Snapshot 13 Aug 12:59
Read Mixed
Pressure 5
Expected move 4.2%
IV0.27
Vol/OI-

Evidence context