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Ask |
The lowest price that a seller is willing to accept for a security. |
| Ask Size | The amount of a security that a seller is willing to sell at the ask price. |
| Back Volatility | Back volatility is the implied volatility of the option series with the second closest expiration date. |
| Beta | A metric that shows how volatile the symbol is compared to the general market. Symbols with beta greater than 1.0 are more volatile than the market, those with beta less than 1.0 are less volatile. Symbols with beta equal to 1.0 are as the volatile as the general market is. Negative beta indicates inverse relation to the market. |
| Bid | The highest price that a buyer is willing to pay for a security. |
| Bid Size | The amount of a security that a buyer is willing to buy at the bid price. |
| Call Volume Index | A metric that compares today's volume of call options with the average volume of call options over the last five days. |
| Close | The price of the final trade during the regular trading session. |
| EPS | The diluted earnings per share value published in the company’s report. |
| Front Volatility | Front volatility is the implied volatility of the option series with the closest expiration date. |
| High | The highest price reached during the specified time period. |
| Last | The price of the most recent transaction. |
| Last Size | The amount of a security traded in the last trade. |
| Low | The lowest price reached during the specified time period. |
| Mark | For futures, single options, and stock, mark price is the last price bounded by bid and ask. For other securities, it is the arithmetic mean of bid and ask. |
| Market Cap | The total market value of all of the company's outstanding shares, calculated as the last trade price multiplied by the number of outstanding shares of the corresponding company. |
| Market Maker Move | Market Maker Move indicates the expected magnitude of an upcoming move based on the implied volatility. |
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Net Change |
The difference between the last trade price and the close price. |
| Open | The price of the first trade during the regular trading session. |
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Option Volume Index |
A metric that compares today's option volume with the average option volume over the last five days. |
| PE | Price to Earnings Ratio, the last price divided by the corresponding symbol’s EPS (earnings per share). |
| Percent Change | The ratio of the net change to the close price, in percent. |
| Put Call Ratio | The total number of traded put options divided by the total number of traded call options with the same underlying. |
| Put Volume Index | A metric that compares today's volume of put options with the average volume of put options over the last five days. |
| Volume | The number of shares/contracts of the corresponding symbol traded during the day. |
| Shares | The number of outstanding shares of the corresponding company. |
| Volatility Difference | The difference between the back and the front volatility. Front volatility is the implied volatility of the option series with the closest expiration, and back volatility is that of the option series with the second closest expiration. |
| Volatility Index | The CBOE® Volatility Index®, a metric that helps estimate the volatility of certain commodities and currency pairs. It takes into account the pricing of each option on an underlying to estimate the market's expectation of that underlying's volatility. |
| Weighted Back Volatility | The difference between the back and the front volatility weighted by the time till expiration. |
| Yield | The amount of a company’s dividends divided by last price. |