Options can display a variety of columns. The table below contains the column title and a description of the data available for a column.
|
Column Title |
Description |
|
%Change |
The percentage change between the Last price and the Old Settlement price (previous session's Close). |
|
Ask |
The latest (newest) ask price from the exchange floor - an indication or willingness to sell at a given price. |
|
Ask-Size |
The number of shares that are being offered for sale at the ask price |
|
Bid |
Bid price from the exchange floor - a proposal to buy at this price. |
|
Bid-Size |
The number of shares that are being offered for purchase at the bid price |
|
Change |
The amount of increase or decrease from the previous trading period's closing price. |
|
Calls |
Options that gives the right to buy the underlying futures contract. |
|
Delta |
The neutral hedge ratio, or the expected change in the option premium given a small change in the price of the underlying instrument; i.e., measure of the option's sensitivity to changes in the underlying. |
|
DTE |
Days till Expiration: The total number of calendar days remaining in the life of a contract. |
|
Expiration Date |
Date this contract is due to expire. Options on futures generally expire on a specific date during the month preceding the futures contract delivery month. For example, an option on a June futures contract expires in May but is referred to as a June option because its exercise would result in a June futures contract position. |
|
Gamma |
Measures the expected change in delta, given a small change in the value of the underlying; measures the stability of the option's delta. |
|
High |
Highest price this contract traded at during the current trading session. |
|
Implied Volatility |
A theoretical value designed to represent the volatility of the security underlying an option as determined by the price of the option. The factors that affect implied volatility are the exercise price, the riskless rate of return, maturity date and the price of the option. Implied volatility appears in several option pricing models, including the Black-Scholes Option Pricing Model. |
|
Last |
Last price at which this contract traded. |
|
Last Time |
Last time at which this contract traded. |
|
Low |
Lowest price at which this contract traded during the current trading session. |
|
NewSettlement |
Settlement from the current trading session. When NewSettlement clears, its value then goes to Previous Settle |
|
Open Interest |
The sum of all long or short futures contracts in one delivery month or one market that have been entered into and not yet liquidated by an offsetting transaction or fulfilled by delivery. Also called open contracts or open commitments. |
|
Puts |
Options granting the right to sell the underlying futures contract. |
|
Previous Settle |
Previous trading day's open price. |
|
Rho |
|
|
Strike Price |
Strike price: the price at which the owner of an option can buy (for call options) or sell (for put options) the underlying market. |
|
Symbol Name |
The symbol ID. |
|
Theoretical Value |
The hypothetical value of an option as calculated by the Black-Scholes Option Pricing Model. |
|
Theta |
Reflects the expected change in the option premium, given a small change in the option's term to expiration; i.e., measure of time value decay. Theta format is dependent on the Theta/Vega Display Format setting. |
|
Vega |
Measures the expected change in the option premium, given a 1% change in the implied volatility of an option; i.e., measures sensitivity to shifting volatility levels. Vega format is dependent on the Theta/Vega Display Format setting. |
|
Volume |
The total number of contracts traded during a specific period of time. |