Options Trade Monitor

Options Trade Monitor

Options Trade Monitor settings

Available settings

These settings affect only the selected Options Trade Monitor widget. To update the default settings with these value for newly-opened Options Trade Monitor widgets, or to expose an option to apply them to existing opened widgets, click Save as default.

Add-PIC

You can customize the Options Trade Monitor using the following settings:

  • Show tabs: Check to show tabs at the bottom of the widget. Uncheck to hide tabs.

  • Set Options Trade Monitor columns: Select the columns you want shown in the widget.

Options Trade Monitor column descriptions

Column Description
Date Date the trade occurred
Time Time the trade occurred
Instrument

The name and contract expiry for the instrument or strategy.

C/P

Whether the instrument is a call or put option.

Strike

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.

Type

Type of order associated with this transaction (e.g. Limit or Market).

Qty

Shows the requested quantity if it's submitted with the RFQ for a contract.

Price

Price of the order or fill.

TV The theoretical value of an option calculated using the Barone-Adesi and Whaley price model with volatility as an input.
Edge

Edge gained (or lost) with the trade.

UndPx

Price of the underlying instrument.

BidQty

The total quantity working at the bid.

Bid

The best market bid price. Click the value open an order ticket.

Ask

The best market ask price.

AskQty

The total quantity working at the ask.

UV

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.

IV

Implied volatility value. Implied volatilities are calculated using the midpoint of bid and ask prices.

Delta calculated using the user-defined volatility.

The delta calculated with the auto-fit volatility curve values provided by TT.

IGamma

Gamma calculated using implied volatility.

ITheta

Shows the change in options value per change in time, which is also known as time decay. Based on TT auto-fit volatility curve values.

IVega

Shows the change in options value per change in volatility based on the TT auto-fit volatility curve.

IRho

Shows the change in options value per change in interest rate. Based on TT auto-fit volatility curve values.