Options Memory

LII 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

Page 1 of 1

Snapshot 29 Jul 10:20

Read Mixed

Pressure 4

Expected move 9.1%

IV0.44

Vol/OI0.10

Snapshot 30 Jul 10:15

Read Mixed

Pressure -16

Expected move 25.0%

IV0.37

Vol/OI0.65

Snapshot 31 Jul 10:06

Read Mixed

Pressure 14

Expected move 27.2%

IV0.33

Vol/OI0.19

Snapshot 1 Aug 22:21

Read Bullish

Pressure 48

Expected move 7.6%

IV0.40

Vol/OI0.06