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which data fields are available for the spread reports

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

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

Data Provided by HistoricalOptionData.com
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