Options Memory

NSP 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

NSP pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 11:10
Read Mixed
Pressure -11
Expected move 19.0%
IV0.85
Vol/OI0.06
Snapshot 30 Jul 10:56
Read Volatility
Pressure -62
Expected move 18.3%
IV0.84
Vol/OI0.14
Snapshot 31 Jul 10:40
Read Volatility
Pressure -64
Expected move 15.6%
IV0.64
Vol/OI0.13
Snapshot 1 Aug 00:53
Read Volatility
Pressure 39
Expected move 12.7%
IV0.53
Vol/OI0.02
Snapshot 2 Aug 08:03
Read Volatility
Pressure 39
Expected move 12.1%
IV0.61
Vol/OI0.02