Options Memory

AER pressure and volatility history

Stored options snapshots showing how pressure, expected move, implied volatility, and participation have evolved over time.

Newest stored reads 4 records

Detail Tape

AER pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 10:18
Read Bearish
Pressure -39
Expected move 7.5%
IV0.35
Vol/OI0.07
Snapshot 30 Jul 10:13
Read Bullish
Pressure 89
Expected move 5.6%
IV0.29
Vol/OI0.05
Snapshot 31 Jul 10:05
Read Bearish
Pressure -73
Expected move 5.7%
IV0.29
Vol/OI0.02
Snapshot 2 Aug 01:58
Read Bearish
Pressure -77
Expected move 5.1%
IV0.28
Vol/OI0.01