Option columns

You can customize the data that's displayed in the option chains area by editing the displayed columns. Default columns contain an asterisk (*).
Column Description 
Bid* The highest price the market is willing to pay for this security.
Ask* The lowest price the market is willing to accept for this security.
Last* The last price the security was traded at. 
Chg $*  The change in price from the previous day's closing price.  
Vol*  The trading volume for the current day.
Open*  The total number of option contracts that are not closed or delivered for the current day. 
Imp vol* The estimated volatility of the security's price, expressed as a percentage. A higher volatility means a more unstable security price.
Chg % The change in price from the previous day's closing price expressed as a percentage.
Bid sz The number of option contracts in board lots being offered at the bid price. One board lot equals one option contract. 
Ask sz The number of option contracts in board lots being offered at the ask price. One board lot equals one option contract.
Delta Measures the change in the option’s price resulting from a change to the underlying stock price (e.g., a delta of 0.5 means that a call option will increase by $0.50 for every $1 increase in the price of the underlying stock. For put options, the opposite is true. The put option will decrease for every $1 increase in the price of the underlying stock.)
Gamma Measures the change of the option’s delta resulting from a change to the underlying stock price. Gamma is greatest when the option is at-the-money, and decreases the further away the option is from being either in-the-money or out-of-the-money.
Theta Measures the daily change of the option’s price with the passage of time (e.g., if the strike price of an option is $100 and the theta is 2.50, the value of the option should decrease by $2.50 per day)
Vega Measures the change of the option’s price resulting from a 1% change in volatility to the underlying stock price. As the volatility of the stock price rises, the value of the option’s calls and puts rises as well.
Rho Measures the change of the option’s price resulting from a change in the risk-free interest rate (e.g., if an option has a rho of 10.5, then for every 1% increase in the risk-free interest rate, the value of the option increases by 10.5%)
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