Implied volatility of the option contract is the derived (expected) volatility of the contract based on current pricing

Implied volatility for the underlying is the derived (expected) volatility of the underlying based on current collective options pricing

Last traded price for the option or spread at the time data was collected.

Last traded price for the underlying at the time data was collected.

Mark of contract or spread as % of the underlying’s last price. This indicates how how expensive the option or spread is in comparison to the underlying’s price.

The max covered return of a position is applicable to net-short options positions and describes the maximum profit possible, in percentage terms, against a capital outlay which fully covers the risk in the position.

Net change on the trade alternative for the day of the ranking

Net change on the ticker for the day of the ranking

Probability of being In The Money (ITM) at expiration

Probability of being Out of The Money (OTM) at expiration