Basics & Greeks
This Greek approximates how much an option’s premium changes for a $1 move in the underlying, all else equal.
Delta
Your client is eager to lose money and has many questions on different options strategies. This tool is made to guide them and remind them it is a Self-directed account. (Name and where to find it)
Strategy Builder (News & Markets > Options)
At expiration, a buyer will get exercised if the option is said to be this
ITM (in-the-money)
The current spread between two options if executed at market price.
Natural spread
The market’s forward‑looking volatility embedded in option prices—often compared to historical volatility.
Implied volatility
Selling a Call and buying a Call with lower strike
Bull Call Spread
This screen on RIS is used to search the list of exercises/assignments
Option Inventory
This column on order status is only populated for multi-leg options.
MOE Ref#
This rule is in addition to the regular margin requirement on naked options.
4x Net Equity
This multi-leg strategy profits from low volatility and involves selling both a call and put at the same strike price.
Short Straddle
This reorganization process means you will be parted with your dividends as an options writer.
Due-bill
Buy CALL META 2026FEB27 680 and sell CALL META 2026FEB27 670, such order gives you this in the Type field of the quote.
Net credit
Known as the “curvature” Greek, it measures how quickly Delta itself changes as the underlying moves.
Gamma
This options strategy is designed to keep the bullish position protected and performing well over the long term
Protective Put / Married Put
SPX, RUT and DJX are of this options style, with no early exercise.
European-style
This multi-leg strategy lets clients pair a long and short option with different strikes but same expiry.
Vertical Spread