| Quote Data | |
|---|---|
| Strike | Option strike price; the price at which the owner of an option can purchase (call) or sell (put) the underlying security |
| Symbol | Stock, option, or index symbol. This column cannot be removed or moved within the Watch List. |
| Last Trade | Price of last trade |
| Change | Change from Previous Close to Last Trade |
| Bid | Current inside Bid price |
| Ask | Current inside Ask price |
| Midpoint | Midpoint between Bid and Ask |
| Volume | Number of shares/contracts the security has traded for the day |
| Bid Size | The quoted size of the inside bid price |
| Ask Size | The quoted size of the inside ask price |
| Open Int | Open Interest is the total number of outstanding options contracts that have not yet been closed |
| % Change | Percent change from Previous Close to Last Trade |
| Last Size | Size of last trade |
| Last Time | Time of last trade |
| Chg (Open) | Change from Open to Last Trade |
| % Chg (Open) | Percentage change from Open to Last Trade |
| Open | Opening price for the day |
| High | Highest price the security has traded at for the day |
| Low | Lowest price the security has traded at for the day |
| Prev Close | Closing price from previous market session |
| Ending Ask | Ending Ask price of the market session |
| Ending Bid | Ending Bid price of the market session |
| Ending Mid | Ending Midpoint price of the market session |
| Intrinsic Value | The value by which the option is in the money, calculated for calls as (underlying price – strike price), or for puts as (strike price-underlying price) |
| Time Value | The value of the option that is not attributed to the intrinsic value, calculated as (Midpoint - Intrinsic Value) |
| Greeks | |
|---|---|
| IV |
Implied Volatility based on the option midpoint price and underlying price as calculated with selected option pricing model. IV is a theoretical value (in %) designed to represent the forecasted volatility of the security or index as determined by the prices of multiple call and put options using the Black-Scholes pricing model. Other variables usually include security price, strike price, risk-free rate of return, and days to expiration. If all other variables are equal, the security with the highest volatility will generally have the highest option prices. |
| IV Ask | Implied Volatility based on the option ask price and underlying price as calculated with selected option pricing model. |
| IV Bid | Implied Volatility based on the option bid price and underlying price as calculated with selected option pricing model. |
| Delta | Estimate of the change in option price per one point change in the underlying price based on the selected option pricing model. |
| Gamma | Measures the change in delta for a change in the underlying security price |
| Theta | Estimate of the change in option price per one day passing based on selected option pricing model. |
| Vega | Estimate of the change in option price per a 1% change in volatility of the underlying based on selected option pricing model. |
| Rho | Estimate of the change in option price per a 1% change in interest rates based on selected option pricing model. |
Options carry a high level of risk and are not suitable for all investors. Certain requirements must be met to trade options through Schwab. Multiple leg options strategies will involve multiple commissions. Please read the options disclosure document titled "Characteristics and Risks of Standardized Options." Member SIPC