Field Name

Description

Bid Exch

Identifies the exchange(s) that are posting the best bid price on the options contract.

Model

The option model price is calculated using the underlying price, the interest rate, dividends and other data using the Option Modeler.

Ask Exch

Identifies the exchange(s) posting the best ask price on the options contract.

Historical Vol

Displays the actual historical volatility on the option.

Opt Implied Vol

A prediction of how volatile an underlying will be in the future. The IB 30-day volatility is the at-market volatility estimated for a maturity thirty calendar days forward of the current trading day, and is based on option prices from two consecutive expiration months.

Opt Open Interest

Charts the total number of options that were not closed.

Opt Volume

The total number of contracts traded over a specified time period.

Vol Change

Change in volatility from the previous day's close.

Opt Volume Change

Change in option volume from the previous day's close.

Put/Call Volume

Put option volume for the day divided by call option volume for the day.

Call/Put Volume

Call option volume for the day divided by put option volume for the day.

Put/Call Open Interest

Put option open interest for the day divided by call option open interest for the day.

Call/Put Open Interest

Call option open interest for the day divided by put option open interest for the day.

Open Interest Change

Change in open interest from the previous day's close.