Options Memory

LVS 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 9 records

Detail Tape

LVS pressure and volatility history

Page 1 of 1

Snapshot 29 Jul 10:13

Read Mixed

Pressure -15

Expected move 5.4%

IV0.39

Vol/OI0.04

Snapshot 30 Jul 00:59

Read Mixed

Pressure -14

Expected move 6.5%

IV0.60

Vol/OI0.01

Snapshot 30 Jul 15:16

Read Volatility

Pressure 59

Expected move 8.2%

IV0.80

Vol/OI0.13

Snapshot 30 Jul 21:26

Read Volatility

Pressure 65

Expected move 8.1%

IV0.72

Vol/OI0.16

Snapshot 31 Jul 13:14

Read Bullish

Pressure 87

Expected move 8.1%

IV0.35

Vol/OI0.12

Snapshot 31 Jul 15:40

Read Mixed

Pressure 13

Expected move 6.6%

IV1.14

Vol/OI0.06

Snapshot 31 Jul 18:14

Read Mixed

Pressure 9

Expected move 6.5%

IV1.00

Vol/OI0.06

Snapshot 1 Aug 03:54

Read Bullish

Pressure 44

Expected move 4.0%

IV0.76

Vol/OI0.06

Snapshot 1 Aug 21:24

Read Bullish

Pressure 41

Expected move 4.0%

IV0.36

Vol/OI0.06