Electronic Eye

Electronic Eye

Electronic Eye settings

Available settings

These settings affect only the selected Electronic Eye widget. To update the default settings with these value for newly-opened Electronic Eye widgets, or to apply them to existing opened widgets, click Defaults.

You can customize the Electronic Eye using the following settings:

  • Colors: Allows you to customize or change the cell and column colors available in the widget.

  • Show tabs: Check to show tabs at the bottom of the widget. Uncheck to hide tabs.
  • Set Electronic Eye columns: Select the columns you want shown in the Electronic Eye.

Electronic Eye column descriptions

Column Description
Instrument Options instrument
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.

DTE

Number of days until the option expires.

Expiration Type

Type of expiration (e.g. monthly, weekly) associated with the options instrument.

UndPx

The price of the underlying instrument at the time of the fill.

BidQty

The total quantity working at the bid.

Bid

The best market bid price.

Sell Edge

Difference between the best bid and the theoretical value.

TV

The theoretical value of the instrument based on the user's volatility curve.

ATM Vol

At-the-market volatility.

Buy Edge

Difference between the best ask and the theoretical value.

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.

Delta calculated using the user-defined volatility.

IV

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.

SV

Settlement volatility value, which indicates volatility calculated per strike using settlement prices.

Delta calculated using the settlement volatility.