This is a separate section on the report that only appears when the Display Stock Option Strategies option is turned on. Open option positions are matched with other open positions to show an option trading strategy. For example: a short call option matched with a long position in the underlying security is a covered call strategy.
Note: The option security has to have the underlying security symbol listed for this information to populate. To verify or add this information, go into the Definition Master, User Defined Securities, Securities page. Find the security in the grid, then right-click on it, and select Edit. Click on the Detail tab at the top of the security record, enter the Underlying Security Symbol, and then click Save and Close.
For information on the column calculations, click on one of the columns above.