the HTTP Headers option is used to display the HTTP headers that are returned by website. This provides the ability to check the security settings you have defined on your website.  It also includes an option to Allow Redirects, when this option is not selected, any redirect request is ignore and the original header displayed.  When enabled it will display the final redirection header for the website.

Common examples are websites redirecting the standard www.name.com to http://name.com or https://name.com