Options Memory

NPCE 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

NPCE pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 11:22
Read Volatility
Pressure -86
Expected move 26.0%
IV1.06
Vol/OI0.03
Snapshot 29 Jul 23:26
Read Bullish
Pressure 22
Expected move 26.2%
IV1.90
Vol/OI0.10
Snapshot 30 Jul 00:18
Read Bullish
Pressure 22
Expected move 26.2%
IV1.94
Vol/OI0.10
Snapshot 30 Jul 01:08
Read Bullish
Pressure 48
Expected move 22.3%
IV0.89
Vol/OI0.01