The lowest price for the underlying over the past 52 weeks.

The percent change in the underlying security over the past 52 weeks.

20 day interpolated IV (calendar day)

30 Day Interpolated IV (calendar day)

60 day interpolated IV (calendar days)

Theoretical value of a single contract

The forecast for the underlying’s implied volatility in 20 days.

The underlying 200-day simple moving average

Infinite implied volatility forecast; can be compared to IV forecasts over a specific timeframe

The 20 day interpolated implied option volatility with earnings effect taken out.