For Arca options orders.
|
Description |
|
|
Auc. Price |
The price at which the auction would occur if no new orders were received and the auction were held now. The indicative price for the auction. |
|
Auc. Volume |
The number of shares that would trade if no new orders were received and the auction were held now. |
|
Imbalance |
The number of unmatched shares for the next auction; shows how many more shares are on one side of the auction than the other. Green indicates an imbalance on the buy side (more buy orders), red indicates an imbalance on the sell side (more sell orders). |
| Imbalance % |
The number of unmatched shares for the next auction divided by the average daily volume, and expressed as a percentage. Green indicates an imbalance on the buy side (more buy orders), red indicates an imbalance on the sell side (more sell orders). |
| Reg. Imbalance |
Imbalance used to determine which at-the-open or at-the-close orders can be entered following the publishing of the regulatory imbalance. Green indicates a buy-side regulatory imbalance, red indicates a sell-side regulatory imbalance. |
| Reg Imbalance % |
The regulatory imbalance divided by the average daily volume and expressed as a percentage. Green indicates a buy-side regulatory imbalance, red indicates a sell-side regulatory imbalance. |