Options Memory

JEF 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 5 records

Detail Tape

Page 1 of 1

Snapshot 29 Jul 10:27

Read Mixed

Pressure -1

Expected move 9.3%

IV0.43

Vol/OI0.01

Snapshot 30 Jul 10:22

Read Bearish

Pressure -64

Expected move 8.6%

IV0.46

Vol/OI0.01

Snapshot 31 Jul 10:12

Read Bearish

Pressure -100

Expected move 8.0%

IV0.42

Vol/OI0.05

Snapshot 1 Aug 12:35

Read Bearish

Pressure -100

Expected move 7.3%

IV0.41

Vol/OI0.07

Snapshot 2 Aug 01:06

Read Bearish

Pressure -100

Expected move 7.4%

IV0.40

Vol/OI0.07