Options Memory

SITC 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

SITC pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 11:38
Read Mixed
Pressure -3
Expected move 31.1%
IV1.24
Vol/OI-
Snapshot 30 Jul 11:17
Read Mixed
Pressure -3
Expected move 31.5%
IV1.28
Vol/OI-
Snapshot 31 Jul 04:53
Read Volatility
Pressure 97
Expected move 29.5%
IV1.59
Vol/OI0.08
Snapshot 1 Aug 09:55
Read Volatility
Pressure -100
Expected move 20.9%
IV0.87
Vol/OI0.00
Snapshot 1 Aug 18:28
Read Volatility
Pressure -100
Expected move 20.9%
IV0.87
Vol/OI0.00