Volatility Order Columns

To display/remove order columns on a page

Right click any column heading on a trading page, and select Customize Layout.
Click the Order Columns tab to view columns.

The columns already displayed on your trading window appear in the Shown Columns list on the left side of the page. The remaining columns are grouped by category in the Available Columns list to the right.

Expand the Volatility category in the right pane and Add or Remove fields from the trading window.

Column Name	Description
Volatility
Continuous Update	If checked, the option limit price is automatically updated based on significant movement in the price of the underlying. Also used for EFPs.
Hedge Aux Price	If needed, enter the auxiliary price for a delta neutral order type that requires another price field.
Hedge Order Type	Define an order type for a delta neutral trade. This will be submitted in conjunction with dynamic management of your volatility orders.
Reference Price Type	For dynamic volatility orders. Choose the average of the NBBO, or the bid or ask price to be used as the reference price.
Undrl. Range (High)	The optional low-end value of a stock range for Volatility orders. If the price of the underlying falls below this value, the order is cancelled.
Undrl. Range (Low)	The optional high-end value of a stock range for Volatility orders. If the price of the underlying rises above this value, the order is cancelled.
Volatility	Displays volatility for the option at a specific strike price.
Volatility Type	Select either Annual or Daily implied volatility calculation for VOL orders.