Options Memory

NREF pressure and volatility history

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

Newest stored reads 2 records

Detail Tape

NREF pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 11:35
Read Mixed
Pressure 7
Expected move 9.9%
IV0.39
Vol/OI-
Snapshot 30 Jul 01:50
Read Mixed
Pressure 7
Expected move 14.8%
IV0.59
Vol/OI-