These settings affect only the selected Options Electronic Eye widget. To update the default settings with these value for newly-opened Options Electronic Eye widgets, or to expose an option to apply them to existing opened widgets, click Save as default.
You can customize the Options Electronic Eye using the following settings:
Whether the instrument is a call or put option.
Shows the underlying Futures contract price at which a holder can exercise their option to buy or sell the contract. The strike column reflects the range of the day by shading the strike. The high / low line indicators as seen on MD Trader® are displayed in the strike column relative to their position.
Number of days until the option expires.
Type of expiration (e.g. monthly, weekly) associated with the options instrument.
Price of the underlying instrument.
The total quantity working at the bid.
The best market bid price. Click the value open an order ticket.
Difference between the best bid and the theoretical value.
|TV||The theoretical value of an option calculated using the Barone-Adesi and Whaley price model with volatility as an input.|
Difference between the best ask and the theoretical value.
The best market ask price.
The total quantity working at the ask.
User volatility values that are used for calculating theoretical call and put values. These user-defined vols are entered using the Vol Curve Manager, which fits the curve to the control points on the volatility curve. The user volatility values are a result of the fitting process.
Delta calculated using the user-defined volatility.
Implied volatility value. Implied volatilities are calculated using the midpoint of bid and ask prices.
The delta calculated with the auto-fit volatility curve values provided by TT.
Settlement volatility value, which indicates volatility calculated per strike using settlement prices.
Delta calculated using the settlement volatility.