Options Memory

CASS 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

CASS pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 11:22
Read Bullish
Pressure 100
Expected move 6.9%
IV0.28
Vol/OI0.11
Snapshot 30 Jul 11:09
Read Bullish
Pressure 100
Expected move 5.0%
IV0.21
Vol/OI0.06
Snapshot 31 Jul 10:44
Read Mixed
Pressure 2
Expected move 8.9%
IV0.30
Vol/OI-
Snapshot 2 Aug 03:31
Read Mixed
Pressure 2
Expected move 7.0%
IV0.29
Vol/OI-