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Field Name
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Description
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Bid Exch
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Identifies the exchange(s) that are posting the best bid price on the options contract.
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Model
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The option model price is calculated using the underlying price, the interest rate, dividends and other data using the Model Navigator.
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Ask Exch
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Identifies the exchange(s) posting the best ask price on the options contract.
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Historical Vol
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Displays the 30-day historical volatility for an option. Right-click the field header to toggle between Daily or Annual,
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Opt Implied Vol
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A prediction of how volatile an underlying will be in the future. The IB 30-day volatility is the at-market volatility estimated for a maturity thirty calendar days forward of the current trading day, and is based on option prices from two consecutive expiration months.
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Opt Open Interest
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Charts the total number of options that were not closed.
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Opt Volume
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The total number of contracts traded over a specified time period.
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Vol Change
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Change in volatility from the previous day's close.
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Opt Volume Change
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Change in option volume from the previous day's close.
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Put/Call Volume
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Put option volume for the day divided by call option volume for the day.
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Call/Put Volume
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Call option volume for the day divided by put option volume for the day.
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Put/Call Open Interest
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Put option open interest for the day divided by call option open interest for the day.
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Call/Put Open Interest
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Call option open interest for the day divided by put option open interest for the day.
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Open Interest Change
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Change in open interest from the previous day's close.
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