Options Memory

SITM 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

SITM pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 10:20
Read Mixed
Pressure -4
Expected move 24.4%
IV1.18
Vol/OI0.07
Snapshot 30 Jul 10:14
Read Volatility
Pressure -36
Expected move 25.2%
IV1.20
Vol/OI0.08
Snapshot 30 Jul 23:27
Read Volatility
Pressure -5
Expected move 22.2%
IV1.13
Vol/OI0.28
Snapshot 1 Aug 05:15
Read Volatility
Pressure -29
Expected move 22.2%
IV1.19
Vol/OI0.09
Snapshot 2 Aug 09:08
Read Volatility
Pressure -29
Expected move 22.7%
IV1.19
Vol/OI0.09