Ask

Current ask price.

Yes

Yes

Yes

Yes

Ask Volume

Number of contracts offered at current ask price.

Yes

Yes

Yes

Bid

Current bid price.

Yes

Yes

Yes

Yes

Bid Volume

Number of contracts offered at current bid price.

Yes

Yes

Yes

Close Range

Closing range prices.

Yes

Coupon

Bond’s interest rate.

Yes

Day to Expiration

Days until expiration of option contract.

Yes

Delta

Shows the change in the price of a derivative to the change in the price of the underlying assets.

Yes

Gamma

Amount the delta changes when the underlying price changes by one tick.

Yes

High

Highest price of the day.

Yes

Yes

Yes

Yes

Implied Volatility

Implied volatility.

Yes

Interest Rate

Interest rate used in model calculations.

Yes

Last

Last price followed by net change from previous day’s closing price.

Yes

Yes

Yes

Yes

Low

Lowest price of the day.

Yes

Yes

Yes

Yes

Maturity

Date on which bond becomes due for payment.

Yes

OI NC

Difference between yesterday's and previous' days open interest, OI (yesterday) - OI (two days ago). OI data is provided by exchanges at the beginning of or during trading for the previous day and it represents cumulative OI value across all active contracts for a specific commodity.

Yes

Yes

Open

Opening price for the day.

Yes

Yes

Yes

Yes

Open Range

Opening range prices.

Yes

P CONTR OI

Open interest of previous contract

Yes

Yes

Yes

P TOTAL VOL

Day before yesterday’s volume for the commodity.

Yes

Previous

Previous day’s last price.

Yes

Yes

Yes

Yes

Rho

Change in option price to a unit change in interest rates.

Yes

T CONTR VOL

Today’s contact volume.

Yes

Yes

Yes

Yes

T TOTAL VOL

Total volume for the commodity for the current day.

Yes

Yes

Theo Value

Theoretical volatility used with models.

Yes

Theta

Represents the loss in theoretical value in one day, if all other factors are constant.

Yes

Ticks

Total number of ticks for the day for the issue.

Yes

Yes

Yes

Yes

Underlying

Underlying market’s current price.

Yes

Vega

Amount that the theoretical value changes when the volatility changes by 1 point.

Yes

Volatility

Total number of ticks for the day.

Yes

Y CONTR OI

Previous day’s contract open interest.

Yes

Yes

Y CONTR VOL

Previous day’s contract volume.

Yes

Yes

Yes

Yes

Y TOTAL OI

Previous day’s total open interest for the commodity followed by the net change of total open interested from the prior day.

Yes

Yes

Y TOTAL VOL

Previous day’s total volume for the commodity.

Yes

Yes