Options Memory

MCRB 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 11:47

Read Volatility

Pressure -100

Expected move 64.6%

IV1.25

Vol/OI0.02

Snapshot 29 Jul 18:23

Read Bullish

Pressure 31

Expected move 55.0%

IV3.75

Vol/OI0.08

Snapshot 29 Jul 19:15

Read Bullish

Pressure 31

Expected move 55.0%

IV2.32

Vol/OI0.08

Snapshot 31 Jul 05:10

Read Mixed

Pressure -12

Expected move 65.6%

IV1.51

Vol/OI-

Snapshot 2 Aug 05:57

Read Volatility

Pressure 82

Expected move 26.2%

IV1.09

Vol/OI0.01