Theta estimates the decay in the options contracts value per day assuming no move in the underlying. Theta is extremely important for premium sellers as it indicates the maximum erosion of time value each day.

Time decay with exclusion of drift in underlying price

Rho is the rate at which the price of the trade changes relative to a change in the risk-free interest rate.

Percentile of the current IV vs year range of Ivs

Market cap of the underlying. Calculated by multiplying shares outstanding by share price.

Total call option volume for all strikes for the day

This is a liquidity indicator – this is the amount of open call contracts across all available strikes

The initial margin requirement (buying power reduction) as a percentage of the underlying price for 100 shares.

Collective sentiment analysis from StockTwits, Reddit, and Twitter. The higher the value the more positive non-emotive sources vs. negative or neutral non-emotive sources.

Days until the next confirmed (or best estimate if pre-announcement) earnings report date.