Options Memory

TRDA 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 11:38

Read Mixed

Pressure 10

Expected move 22.1%

IV0.88

Vol/OI-

Snapshot 30 Jul 11:17

Read Volatility

Pressure 90

Expected move 17.6%

IV0.72

Vol/OI0.84

Snapshot 31 Jul 13:25

Read Mixed

Pressure 10

Expected move 14.5%

IV0.59

Vol/OI-

Snapshot 2 Aug 06:17

Read Volatility

Pressure -57

Expected move 21.9%

IV0.91

Vol/OI0.03