Options Memory

OIS 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

OIS pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 11:26
Read Volatility
Pressure -88
Expected move 17.6%
IV0.70
Vol/OI0.00
Snapshot 30 Jul 11:11
Read Volatility
Pressure 88
Expected move 12.1%
IV0.79
Vol/OI0.04
Snapshot 31 Jul 10:49
Read Volatility
Pressure 78
Expected move 8.9%
IV0.78
Vol/OI0.04
Snapshot 1 Aug 11:31
Read Volatility
Pressure 100
Expected move 45.6%
IV1.90
Vol/OI0.19
Snapshot 1 Aug 12:25
Read Volatility
Pressure 100
Expected move 10.4%
IV0.71
Vol/OI0.02