Options Memory

CLLS pressure and volatility history

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

Newest stored reads 7 records

Detail Tape

CLLS pressure and volatility history

Page 1 of 1
Snapshot 29 Jul 11:30
Read Mixed
Pressure 4
Expected move 40.5%
IV1.61
Vol/OI-
Snapshot 30 Jul 11:14
Read Mixed
Pressure 4
Expected move 40.0%
IV1.63
Vol/OI-
Snapshot 30 Jul 17:07
Read Volatility
Pressure -41
Expected move 38.7%
IV4.50
Vol/OI0.38
Snapshot 31 Jul 10:13
Read Mixed
Pressure 4
Expected move 40.9%
IV1.67
Vol/OI-
Snapshot 31 Jul 20:23
Read Volatility
Pressure -41
Expected move 38.7%
IV4.83
Vol/OI0.38
Snapshot 1 Aug 04:28
Read Mixed
Pressure 4
Expected move 45.6%
IV1.90
Vol/OI-
Snapshot 1 Aug 17:29
Read Mixed
Pressure 4
Expected move 45.6%
IV1.90
Vol/OI-