Live View Column Definitions
Pos MM
Profit & Loss Mark to Market Calculations on Opening Positions
For Stock: (Quantity) * (Last Price - Closing Price)
For Options / Futures: (Quantity * Option Multiplier) * ((Bid Price + Ask Price)/2) – (Closing Price)
Day MM
Profit & Loss Mark to Market Calculations on current Day Trades
For Stock: (Quantity) * (Last Price – Trade Price)
For Options / Futures: (Quantity * Option Multiplier) * ((Bid Price + Ask Price)/2) – (Trade Price)
Net MM
Position Mark to Market + Day Trade Mark to Market
Final MM
Final Mark to Market is Net Mark to Market using current prices or settlement prices when available. Any discrepancy +/- from the Net Mark to Market calculation is due to the instance of a wide or missing market option quote that is then calculated on theoretical value using the previous day’s closing volatility.
Open Position
Opening Positions at the start of the day
Day Position
Current Day Trades that either add or subtract from the opening position
Cur Position
Current Position = Open Position + Day Position
Day Long
P&L calculated from Day Trade purchases
Avg Buy Price
Average buy price for Day Trade purchases
Day Short
P&L calculated from Day Trade sales
Avg Sell Price
Average sale price for Day Trade sales
Abs Opt Ctx
Total of the Absolute values of current positions in options or underlying security count for product
Current Price
For Stock: Last Trade price
For Options / Futures: (Bid Price + Ask Price)/2)
Previous Close
Previous day’s closing settlement price
Dollar Change
Net Change +/- from Previous day’s closing settlement price in dollars
Percent Change
Percent change from Previous day’s closing settlement price
Settle Price
End of Current day closing product price from listed exchange
Settle Pos M
Mark to Market P&L of Opening positions using Current day settlement versus Prior Day settlement
Settle Day M
Mark to Market P&L of Day Trade positions using Current day settlement versus Prior Day settlement
Settle Net M
Settle Pos M + Settle Day M
Net Delta
Long Delta position – Short Delta position
Net $ Delta
Net Notional value of Long Delta position – Short Delta position expressed in dollars
Long $ Delta
Total Notional value of Long Delta position expressed in dollars
Short $ Delta
Total Notional value of Short Delta position expressed in dollars
Net Gamma
Indicates sensitivity of the option position to a change in Delta of the underlying product
Net Vega
Indicates sensitivity of the option position to a one-point change in volatility of the underlying product expressed in dollars
Net Theta
Reflects the decline in the value of an options premium due to one-day passage of time expressed in dollars
Net Rho
Rate at which the price changes relative to a 100 basis point change in the risk-free rate of interest
Current Theo
User defined current theoretical price
Prev Theo
Previous End of Day theoretical value
Theo Open P&L
Opening Position Theoretical P&L (Quantity * Option Multiplier) * (Prev Theo – Current Theo)
Theo Day P&L
Current Day Trade P&L (Quantity * Option Multiplier) * (Trade Price – Current Theo)
Theo Net P&L
Theo Open P&L + Theo Day P&L
Implied Vol
Expectation of future volatility for the selected option strike
Raw Delta
Per contract delta for the selected option strike
Raw Gamma
Per contract gamma for the selected option strike
Raw Vega
Per contract vega for the selected option strike
Raw Theta
Per contract theta for the selected option strike
Raw Rho
Per contract rho for the selected option strike
Raw ATM
TBA
Market Cap
(Outstanding Shares) * (Market Price) expressed in billions
Credit Rating
Credit rating of stocks (Currently Unavailable)
Country
Country of business operations
Beta SPX
Ratio of an underlying product’s movement versus a one point move in the S&P 500
Sector
For Stock: S&P 500 GICS® (Global Industry Classification Standard)
For Futures: Instrument Type
Industry
For Stock: Subset of S&P 500 GICS® sectors
For Futures: Asset Class
Sub-Industry
For Stock: Subset of Industry
For Futures: Product
DivDate
Date dividends are paid to shareholders of record
DivAmount
Currency Amount paid per share to shareholders of record
Earnings Date
Date earnings are reported
Earnings Time
AM (pre-open) or PM (intraday or post-close) Announcement (Stocks Only)
Div P/R
Dividend Amount Payable / Dividend Amount Receivable
Extrinsic
Time & Volatility Value of the current position (Premium) Calculated using Mid-Price Valuation
(Extrinsic Value) = (Total Option Value) – (Intrinsic Value)
Commission
Costs associated with Current Day Trades by Instrument
Interp Price
Value calculation of a wide or missing market option quote that is then calculated on theoretical value using mid-point and the previous day’s closing volatility
Interp Pos M
Opening Position P&L based on Interp Price
Interp Day M
Current Day Trades P&L based on Interp Price
Interp Net M
(Interp Pos M) + (Interp Day M)
Net $ Gamma
ClAct
Clearing Account (visible only at the underlying level)
Net WtDelta
Net Delta * Weight Multiplier specified by client (for example, to see deltas for SPX options in terms of ESMINI future)
Net WtGamma
Net Gamma * Weight Multiplier specified by client
Net WtVega
Net Vega * Weight Multiplier specified by client
Prev Vol
Previous Closing Vol
Vol Change
Current Implied Vol – Previous Closing Vol
Cur Tick Px
Current Price in Ticks (Currently only valid for Treasuries)
Prv Tick Px
Previous Closing price in Ticks
Tick Px Chg
Current Price – Previous Closing price, in Ticks
Margin
Margin Required for current position (not implemented yet)
Abs Qty
Absolute # of Contracts in current position (i.e. if trader is long 50 Sep and short 50 dec, Abs Qty = 100)
Day Volume
Absolute # of Contracts Traded today (i.e. if trader bought 100 futures and sold 50 futures, Day Volume = 150)
Delta Chg
Net Delta of Current Position – Net Delta # at Previous Day’s Close