3.4.2 Greek Selection Tool

The Greek selection tool allows you to view the total exposure of a chosen option parameter at each strike on the chain. In addition to open interest (OI) and volume, the tool provides six Greek quantities: delta, gamma, vega, charm, speed, and vanna, which provide information on how an option price will change with respect to underlying price, implied volatility, and the passage of time. By default the chart displays the cumulative values at each strike for both puts and calls separately, and clicking the Display Net button toggles between puts and calls combined or separated.