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Column Name
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Description
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Ask Exch
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Identifies the options exchange(s) posting the best ask price on the options contract.
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Bid-Exch
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Identifies the options exchange(s) posting the best bid price on the options contract.
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Call/Put Interest
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Call option open interest/put option open interest.
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Call/Put Volume
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Call option volume/put option volume for the trading day.
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Closing Implied Vol.
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The implied volatility of the option on yesterday’s closing price.
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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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Imp Vol (%)
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The implied volatility is based on the average of the best bid and offer for an option. This calculation is non-linear, and may not converge for low vega options. In such cases, no implied volatility estimate will be displayed.
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Model
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The option model price is calculated using the underlying price, interest rate, dividends and other data that you enter using the Option Model Editor.
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Model IV
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The option model implied volatility.
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Open Interest
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Charts the total number of options that were not closed.
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Opt. Imp. Vol. Change
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The absolute change in implied volatility between the current value and the value calculated using yesterday’s closing price.
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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. Volume
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The total number of contracts traded over a specified time period.
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Opt Volume Change
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Change in volume from the previous day's close.
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Put/Call Interest
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Put option open interest/call option open interest, for the trading day.
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Put/Call Volume
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Put option volume/call option volume for the trading day.
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Time Value
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Shows the premium in excess of the option’s intrinsic value.
Time Value = Option Bid - Intrinsic Value
IV for Calls = max(stock price - strike, 0)
IV for Puts = max(strike - stock price, 0)
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