Also you will be able to see how many of the underlying contract should be bought or sold to be delta neutral.
By moving the cursor
to any strike price you can see the hedge and greek calculations below.
SCOTS takes the exposures related to the trades and calculates how many lots need to be bought or sold to hedge the entire position using the highlighted strike above. Quikly see how to hedge the Delta Gamma, Vega( IV) and Theta exposures.