Options Memory

ESI pressure and volatility history

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

Options summary Strike map Contracts History
Newest stored reads 16 records

Detail Tape

ESI pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 10:27
Read Volatility
Pressure 100
Expected move 10.7%
IV0.53
Vol/OI0.25
Snapshot 30 Jul 11:28
Read Bullish
Pressure 45
Expected move 9.9%
IV0.38
Vol/OI0.00
Snapshot 31 Jul 06:39
Read Mixed
Pressure -10
Expected move 9.9%
IV0.38
Vol/OI0.11
Snapshot 31 Jul 13:51
Read Mixed
Pressure -1
Expected move 11.8%
IV0.65
Vol/OI0.13
Snapshot 31 Jul 23:07
Read Volatility
Pressure -48
Expected move 10.8%
IV0.60
Vol/OI0.09
Snapshot 1 Aug 11:46
Read Bearish
Pressure -78
Expected move 10.8%
IV0.44
Vol/OI0.07
Snapshot 2 Aug 17:55
Read Volatility
Pressure -78
Expected move 11.0%
IV0.49
Vol/OI0.07
Snapshot 2 Aug 18:38
Read Volatility
Pressure -65
Expected move 11.0%
IV0.63
Vol/OI0.15
Snapshot 3 Aug 17:45
Read Volatility
Pressure -50
Expected move 10.1%
IV0.73
Vol/OI0.09
Snapshot 5 Aug 10:07
Read Bullish
Pressure 89
Expected move 10.1%
IV0.25
Vol/OI0.00
Snapshot 6 Aug 10:07
Read Mixed
Pressure 13
Expected move 6.8%
IV0.33
Vol/OI0.00
Snapshot 7 Aug 10:44
Read Bearish
Pressure -93
Expected move 8.4%
IV0.41
Vol/OI0.00
Snapshot 10 Aug 10:40
Read Bullish
Pressure 100
Expected move 6.8%
IV0.35
Vol/OI0.00
Snapshot 11 Aug 10:46
Read Mixed
Pressure -11
Expected move 4.7%
IV0.27
Vol/OI0.00
Snapshot 12 Aug 10:46
Read Bullish
Pressure 77
Expected move 6.7%
IV0.41
Vol/OI0.00
Snapshot 13 Aug 11:48
Read Bullish
Pressure 67
Expected move 6.7%
IV0.31
Vol/OI0.00

Evidence context