Using the Density Ellipse option, you can draw an ellipse (or ellipses) that contains the specified mass of points. The number of points is determined by the probability that you select from the Density Ellipse menu).

The density ellipsoid is computed from the bivariate normal distribution fit to the X and Y variables. The bivariate normal density is a function of the means and standard deviations of the X and Y variables and the correlation between them. The Other selection lets you specify any probability greater than zero and less than or equal to one.