Options Memory

SANM pressure and volatility history

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

Newest stored reads 16 records

Detail Tape

SANM pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 10:23
Read Volatility
Pressure 14
Expected move 21.0%
IV0.80
Vol/OI0.50
Snapshot 30 Jul 10:19
Read Volatility
Pressure 87
Expected move 23.9%
IV0.78
Vol/OI0.11
Snapshot 30 Jul 13:39
Read Mixed
Pressure 9
Expected move 21.8%
IV0.08
Vol/OI0.24
Snapshot 31 Jul 05:49
Read Volatility
Pressure 30
Expected move 16.8%
IV0.72
Vol/OI0.09
Snapshot 31 Jul 17:03
Read Volatility
Pressure 32
Expected move 16.2%
IV0.75
Vol/OI0.15
Snapshot 1 Aug 00:22
Read Volatility
Pressure 9
Expected move 16.5%
IV0.76
Vol/OI0.41
Snapshot 1 Aug 01:23
Read Volatility
Pressure 1
Expected move 16.5%
IV0.77
Vol/OI0.33
Snapshot 3 Aug 11:06
Read Mixed
Pressure 1
Expected move 14.7%
IV0.76
Vol/OI0.33
Snapshot 4 Aug 10:12
Read Volatility
Pressure 72
Expected move 15.3%
IV0.82
Vol/OI0.04
Snapshot 5 Aug 10:16
Read Volatility
Pressure 64
Expected move 18.8%
IV0.87
Vol/OI0.11
Snapshot 6 Aug 10:15
Read Volatility
Pressure -44
Expected move 15.5%
IV0.82
Vol/OI0.05
Snapshot 7 Aug 11:02
Read Bullish
Pressure 24
Expected move 16.3%
IV0.79
Vol/OI0.01
Snapshot 10 Aug 10:43
Read Mixed
Pressure -15
Expected move 11.4%
IV0.73
Vol/OI0.02
Snapshot 11 Aug 11:03
Read Volatility
Pressure -36
Expected move 9.9%
IV0.74
Vol/OI0.02
Snapshot 12 Aug 11:03
Read Volatility
Pressure 70
Expected move 9.2%
IV0.70
Vol/OI0.01
Snapshot 12 Aug 22:56
Read Mixed
Pressure 10
Expected move 9.6%
IV0.70
Vol/OI0.08

Evidence context