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What columns does the OptiScan straddle table show?

The OptiScan straddle table displays one row per liquid long straddle — a two-leg long-volatility strategy consisting of a long call and a long put at the same strike and expiration. OptiView constructs each row by matching liquid ATM call and put contracts and computing the combined P&L structure, breakeven levels, net Greeks, and underlying data.

Position structure columns

  • Underlying: ticker symbol of the underlying asset
  • Underlying Price: latest traded price of the underlying
  • 1D Change: percentage price change of the underlying over the prior session
  • Expiration: the straddle's expiration date
  • Days to Expiry: calendar days remaining until expiration
  • Strike: the shared exercise price for both the call and put legs
  • Moneyness: percentage distance of the strike from the current underlying price
  • Days to Earnings: calendar days until the next earnings release for the underlying

P&L and breakeven columns

  • Bid / Ask: composite bid and ask for the straddle
  • Net Premium: total debit paid for both legs, adjusted for lot size — equals max loss if both options expire worthless
  • Max Loss: equals net premium; the maximum loss occurs if the underlying closes exactly at the strike at expiration
  • Upper Breakeven: underlying price above which the straddle is profitable (strike + net premium ÷ lot size)
  • Lower Breakeven: underlying price below which the straddle is profitable (strike − net premium ÷ lot size)
  • Breakeven %: net premium as a percentage of the underlying price — the minimum percentage move in either direction required to break even

Volatility and Greeks columns

  • Call IV / Put IV: implied volatility of each individual leg
  • ATM IV: average of call and put implied volatility at the strike — the market's blended estimate of expected volatility embedded in the straddle's cost
  • IV Rank: 30-day IV rank of the underlying on a 0–100 scale
  • Realized Volatility: 30-day historical volatility of the underlying's daily returns
  • IV/RV: ratio of ATM implied volatility to realized volatility; values above 1.0 indicate the market prices in more volatility than recently observed
  • Volatility Risk Premium: IV minus realized volatility — a persistently positive premium means straddle buyers historically overpay for volatility
  • Delta / Theta / Gamma / Vega: net Greeks of the combined position; delta is near zero for ATM straddles, theta is negative (time decay reduces value each day), and both gamma and vega are positive (the position benefits from large moves and rising implied volatility)

Open interest, market data, and fundamental columns

  • Call OI / Put OI: open interest for each leg; Min OI is the lower of the two, representing the binding liquidity constraint
  • Call Volume / Put Volume: contracts traded today for each leg
  • Total Open Interest: aggregate open interest across all options on the underlying; Total OI Rank is its percentile within the 31-day range
  • Put/Call Volume, Volatility Skew, Volatility Skew Rank, Volatility Steepness: market structure metrics for the underlying
  • Sector, Market Cap, EV/EBITDA, P/E Ratio, Dividend Yield, Beta: equity fundamentals for the underlying
  • RSI, CCI, Ease of Movement: technical momentum indicators for the underlying

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