These settings affect only the selected Watchlist widget. To update the default settings with these value for newlyopened Watchlist widgets, or to expose an option to apply them to existing opened widgets, click Save as default.
Column  Description 

Instrument  Options instrument 
% Chg  The percent difference between the last traded price and the previous session's settlement price. 
ADelta  Delta calculated using the best Ask price. 
AGamma  Gamma calculated using the best Ask price. 
AIV  Implied volatility calculated using the best Ask price. 
ARho  Rho calculated using the best Ask price. 
ATheta  Theta calculated using the best Ask price. 
AVega  Vega calculated using the best Ask price. 
Ask  The best market ask price. 
AskCnt  Shows the number of orders comprising the total ask quantity at a price level. 
AskQty  The total quantity working at the ask. 
BDelta  Delta calculated using the best Bid price. 
BGamma  Gamma calculated using the best Bid price. 
BIV  Implied volatility calculated using the best Bid price. 
BRho  Rho calculated using the best Bid price. 
BTheta  Theta calculated using the best Bid price. 
BVega  Vega calculated using the best Bid price. 
Bid  The best market ask price. 
BidCnt  Shows the number of orders comprising the total ask quantity at a price level. 
BidQty  The total quantity working at the ask. 
Close  The closing price for the session. 
Contract  The name and contract expiry for the instrument or strategy. 
Depth Toggle  Shows/hides the market depth expander for all instruments. 
Description  The full name of the product for each contract. 
Exch  Name of the exchange. Note: For parent TT order type orders, an asterisk "*" is appended to the exchange name in this column (e.g., CME *) to indicate the intended destination of the submitted parent order. No asterisk appears in the Exch column for the related child orders sent to the exchange. 
ExpDate  The date that the Call or Put Option expires. If an option to buy or sell the underlying is exercised, it must be exercised on the expiration date or anytime prior to the expiration date depending on the type of contract. 
High  The high price for the session. 
High  The high price for the session. 
IDelta  The delta calculated with the autofit volatility curve values provided by TT. 
IGamma  Gamma calculated using implied volatility. 
IRho  Shows the change in options value per change in interest rate. Based on TT autofit volatility curve values. 
ITheta  Shows the change in options value per change in time, which is also known as time decay. Based on TT autofit volatility curve values. 
IV  Implied volatility value. Implied volatilities are calculated using the midpoint of bid and ask prices. 
IVega  Shows the change in options value per change in volatility based on the TT autofit volatility curve. 
ImpAskQty  The implied ask quantity. 
ImpBidQty  The implied bid quantity. For aggregated instruments, the implied bid quantity of each outright is displayed, and the sum of the implied bid quantities from each outright is displayed for the aggregated instrument. 
ImpBidQty  The implied bid quantity. For aggregated instruments, the implied bid quantity of each outright is displayed, and the sum of the implied bid quantities from each outright is displayed for the aggregated instrument. 
IndOpen  Indicative open price. Shows the preopen indicative price or theoretical open price received from the exchange. 
IndSettle  Indicative settle representing the last settlement price received from the exchange 
Last  The last traded price. 
LastQty  Last traded quantity. 
Low  The low price for the session. 
NetChg  The net change in the contract price for the trading session. 
Open  The opening price for the session. 
Pos  Net open position in an instrument. 
SDelta  Delta calculated using the settlement volatility. 
SGamma  Gamma calculated using the settlement volatility. 
SRho  Rho calculated using the settlement volatility. 
STheta  Theta calculated using the settlement volatility. 
SV  Settlement volatility value, which indicates volatility calculated per strike using settlement prices. 
SVega  Vega calculated using the settlement volatility. 
Settle  The settlement price from the previous session. 
Status  The status of the contract (e.g., PreOpen, Open, Clsd, Auction). 
TT Delta  Delta calculated using the TTcalculated volatility. 
TT Gamma  Gamma calculated using the TTcalculated volatility. 
TT Rho  Rho calculated using the TTcalculated volatility. 
TT Theta  Theta calculated using the TTcalculated volatility. 
TT V  The TT calculated theoretical value based on the autofit volatility curve values. 
TTVega  Vega calculated using the TTcalculated volatility. 
Time  Time the transaction occurred.

UDelta  Delta calculated using the userdefined volatility. 
UGamma  Gamma calculated using the userdefined volatility. 
URho  Shows the change in options value per change in interest rate. Based on userdefined volatility curve values. 
UTheta  Shows the change in options value per change in time, which is also known as time decay. Based on userdefined volatility curve values. 
UV  User volatility values that are used for calculating theoretical call and put values. These userdefined 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. 
UVega  Shows the change in options value per change in volatility based on the userdefined volatility curve. 
Vol  The total traded quantity for the session. 
WrkBuys  The total quantity of working buy orders for an instrument. If market depth is displayed, the working quantities are displayed for each price. 
WrkSells  The total number of working orders at the ask price. At the best ask price, the total number of working sell orders for all levels of depth is also displayed. 
Γ/Θ  Is a measure of how much money you will gain by owning the option due to movements in the underlying versus how much money you will lose in time decay (theta). Also known a epsilon. 