IV can help traders determine if options are fairly valued, undervalued, or overvalued. Implied Volatility - Implied Volatility (IV) is the estimated volatility of the underlying stock over the period of the option.Theoretical Value - Theoretical Value is the hypothetical value of the option, calculated by the Binomial Option Pricing Model.Last - the last traded price for the Put or Call.This is true for options that are in the money the maximum amount that can be lost is the premium paid. The difference between the underlying security's current market price and the option's strike price represents the amount of profit per share gained upon the exercise or the sale of the option. For call options, the strike price is where the security can be bought (up to the expiration date), while for put options the strike price is the price at which shares can be sold. Strike - The price at which the contract can be exercised.Historic volatility is the standard deviation of the 'price returns' over a given number of sessions, multiplied by a factor (260 days) to produce an annualized volatility level.įields displayed on the Volatility & Greeks View include: Historic Volatility: The 30-day historic volatility for the underlying asset.IV is a forward looking prediction of the likelihood of price change of the underlying asset, with a higher IV signifying that the market expects significant price movement, and a lower IV signifying the market expects the underlying asset price to remain within the current trading range. Implied Volatility: The average implied volatility (IV) of the options contract.Also includes the number of days till options expiration (this number includes weekends and holidays). Options Expiration: The last day on which an option may be exercised, or the date when an option contract ends.Finally, click the 'Make this my default view' link top right of the page to save your preference for the next time you visit the page.įor the selected Options Expiration date, the information listed at the top of the page includes:.Sort the Strike column in ascending or descending order.Select the page layout (Stacked/Side-by-Side).Logged in Barchart Members can set a preference for how this page displays. Near-the-Money - Calls: Strike Price is less than the Last Price Near-the-Money - Puts: Strike Price is greater than the Last Price For both views, 'Near-the-Money' Calls and Puts are highlighted: The View setting determines how Puts and Calls are listed on the page. You can also view options in a Stacked or Side-by-Side view.

Barchart allows you to view options by Expiration Date (select the expiration month/year using the drop-down menu at the top of the page). Weekly expiration dates are labeled with a (w) in the expiration date list. Options information is delayed a minimum of 15 minutes, and is updated at least once every 15-minutes through-out the day. 'In-the-money' Calls are Puts are highlighted. This view is similar to the Stacked view, where Calls are listed first, and Puts are 'stacked' underneath, but the table displays a different set of information for the options trader to help monitor and analyze your risk. The Volatility & Greeks View presents theoretical information based on and calculated using the Binomial Option Pricing model.

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