Which Data Fields are available for the Spread reports? |
| The following data items are available in the Spread reports:
- Stock - the underlying stock symbol
- Stock Price - the underlying stock price
- Fields for both the Short and Long Leg:
- Short Expiration Date
- Long Expiration Date
- Strike
- Option Price
- Put vs. Call
- Credit or Debit - the net cost or net proceeds from the trade of the spread, i.e. the price of the short leg minus the price of the long leg
- Spread - the difference between the strike prices
- Spread Ratio - the ratio of the spread to the Credit or Debit. This is a
measure of the maximum profit versus the maximum loss.
- Net IVol - Net implied volatility; the difference in the implied volatility of the two option contracts
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| The following data items are available in the Straddle reports:
- # - the row number
- Symbol - the underlying stock symbol
- Call - the call symbol
- Call Price - the price of the call leg
- Put - the put symbol
- Put Price - the price of the put leg
- Straddle Price - the put price + the call price
- Time Value - the straddle price less the intrinsic value
- Straddle Open Int - the open interest of the ccall + the open interest of the put
- Stock Open Int - the sum of open interest for all contracts for the stock with the same expiration as the straddle.
- Under Price - the price of the underlying security
- % Premium - the percentage of premium relative to the underlying stock price
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