# Options Trade Monitor filter parameters

When creating filters, you can use the following parameters in a rule.

Parameter Description
Active Delta Delta calculated using the active volatility curve in the Vol Curve Manager widget.
Active Gamma Change in delta per change in the underlying, calculated using the active volatility curve in the Vol Curve Manager widget.
Active Rho Change in options value per change in interest rate, calculated using the active volatility curve in the Vol Curve Manager widget.
Active Theta Change in options value per change in time, calculated using the active volatility curve in the Vol Curve Manager widget. Also known as time decay.
Active TV Theoretical value of an option calculated using the Barone-Adesi and Whaley price model with the active volatility curve in the Vol Curve Manager widget as an input.
Active Vega cChange in options value per change in volatility, calculated using the active volatility curve in the Vol Curve Manager widget.
Active Vol TT-calculated theoretical value based on the active volatility curve values in the Vol Curve Manager widget.
Ask Implied Delta Delta value calculated based on the implied volatility derived from the options Ask price.
Ask Implied Gamma Gamma value calculated based on the implied volatility derived from the options Ask price.
Ask Implied Rho Rho value calculated based on the implied volatility derived from the options Ask price.
Theta Implied Theta Delta value calculated based on the implied volatility derived from the options Ask price.
Ask Implied TV Theoretical value calculated based on the implied volatility derived from the options Ask price.
Ask Implied Vega Vega value calculated based on the implied volatility derived from the options Ask price.
Atm Vol At-the-money volatility
Bid Implied Delta Delta value calculated based on the implied volatility derived from the options Bid price.
Bid Implied Gamma Gamma value calculated based on the implied volatility derived from the options Bid price.
Bid Implied Rho Rho value calculated based on the implied volatility derived from the options Bid price.
Bid Implied Theta Theta value calculated based on the implied volatility derived from the options Bid price.
Bid Implied TV Theoretical value calculated based on the implied volatility derived from the options Bid price.
Bid Implied Vega Vega value calculated based on the implied volatility derived from the options Bid price.
Bid Implied Vol Implied volatility derived from the options Ask price.
DTE Number of days until the options instrument expires.
Edge Difference between the trade price and the theoretical value
Expiration Type Type of expiration, such as monthly or weekly.
Market Ask Qty Quantity available at the best ask price of the options instrument.
Market Bid Px Best bid price of the options instrument.
Market Bid Qty Quantity available at the best bid price of the options instrument.
Mid Implied Delta Delta value calculated based on the implied volatility derived from the midpoint of the implied Bid and Ask prices.
Mid Implied Gamma Gamma value calculated based on the implied volatility derived from the midpoint of the implied Bid and Ask prices.
Mid Implied Rho Rho value calculated based on the implied volatility derived from the midpoint of the implied Bid and Ask prices.
Mid Implied Theta Theta value calculated based on the implied volatility derived from the midpoint of the implied Bid and Ask prices.
Mid Implied TV Theoretical value calculated based on the implied volatility derived from the midpoint of the implied Bid and Ask prices.
Mid Implied Vega Vega value calculated based on the implied volatility derived from the midpoint of the implied Bid and Ask prices.
Mid Implied Vol Implied volatility derived from the midpoint of the implied Bid and Ask prices.
Put/Call Whether the instrument is a put or call option.
Product Specific product within the product family
Settlement Delta Delta value calculated based on the implied volatility derived from the options settlement price.
Settlement Gamma Gamma value calculated based on the implied volatility derived from the options settlement price.
Settlement Rho Rho value calculated based on the implied volatility derived from the options settlement price.
Settlement Theta Theta value calculated based on the implied volatility derived from the options settlement price.
Settlement TV Theoretical value calculated based on the implied volatility derived from the options settlement price.
Settlement Vega Vega value calculated based on the implied volatility derived from the options settlement price.
Settlement Vol Settlement volatility value, which indicates volatility calculated per strike using settlement prices.
Std. Dev Theoretical probability of the underlying expiring above or below a strike price.
Strike Strike price for the options instrument.
Trade Delta Delta value calculated from the volatility derived from the trade price.
Trade Gamma Gamma value calculated from the volatility derived from the trade price.
Trade Rho Rho value calculated from the volatility derived from the trade price.
Trade Theta Theta value calculated from the volatility derived from the trade price.
Trade TV Theoretical calculated derived from the volatility derived from the trade price.
Trade Vega Vega value calculated from the volatility derived from the trade price.