...
Field | Description |
Name | Underlying company name or commodity |
Open | Opening price for the day |
High | The highest trade price for the day |
Low | The lowest trade price for the day |
Close | The last traded price |
Sale Condition | A special condition associated with the trade |
Symbol | The ticker symbol |
Volume | The total number of shares or futures contracts traded for the day |
OI | The total number of futures contracts or options traded that have not yet been liquidated either by an offsetting futures transaction or by delivery |
Volatility | Implied Volatility is the estimated volatility of the underlying stock over the term of the option (only available for equity options) |
Theoretical Value | The hypothetical value of the options, calculated by the Black-Scholes Option Pricing Model (only available for equity options) |
Delta | Measures the sensitivity of an option’s theoretical value to a change in the underlying price (only available for equity options) |
Gamma | Measures the rate of change in the delta for every one point move in the underlying (only available for equity options) |
Theta | The measure of the time decay of an option, the dollar amount that an option will lose each day due to the passage of time (only available for equity options) |
Vega | Measures the sensitivity of the price of an option to changes in volatility (only available for equity options) |
Rho | The rate at which the price of an option changes relative to a change in the risk-free rate of interest (only available for equity options) |
Bid | The highest price a buyer of a security or instrument is willing to pay |
Ask | The lowest price a seller of a security or instrument is willing to offer |
Implied Volatility | The ATM average of the implied volatility of the nearest monthly contract |
IV Change | The underlying asset's change in implied volatility for the current trading session (only available for equity options) |
IV Rank | The current IV compared to the highest and lowest values over the past 1-year. If IV Rank is 100% this means the IV is at its highest level over the past 1-year, and can signify the market is overbought (only available for equity options) |
IV Percentile | The percentage of days with IV closing below the current IV value over the prior 1-year. A high IV Percentile means the current IV is at a higher level than for most of the past year. This would occur after a period of significant price movement, and a high IV Percentile can often predict a coming market reversal in price (only available for equity options) |
Put/Call Volume Ratio | The total Put/Call volume ratio for all option contracts (across all expiration dates). A high put/call ratio can signify the market is oversold as more traders are buying puts rather than calls, and a low put/call ratio can signify the market is overbought as more traders are buying calls rather than puts (only available for equity options) |
Options Volume | The total volume for all option contracts (across all expiration dates) traded during the current session (only available for equity options) |
Put/Call Open Interest Ratio | The put/call open interest ratio for all options contracts across all expiration dates (only available for equity options) |
Total OI | The total open interest for all option contracts across all expiration dates (only available for equity options) |
...