Portfolio Analytics - Position Risk
The Position Risk tab shows your risk position for each underlying grouped by expiry.
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Position Tab |
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Field |
Description |
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Strike |
The strike price for the series. |
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Call Pos |
The number of units in your call position for the series. A positive quantity indicates a long position. A negative quantity indicates a short position. |
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Put Pos |
The number of units in your put position for the series. A positive quantity indicates a long position. A negative quantity indicates a short position. |
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Delta
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For stock positions - the number of units in your position for the contract. For options: {(delta call) x (call position) + (delta put) x (put pos) } x (contract multiplier) |
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Gamma |
(Gamma) x {(Call Pos) + (Put Pos)} x (Contract multiplier). |
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Vega |
(Vega) x {(Call Pos) + (Put Pos)} x (Contract multiplier). |
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Theta |
(Theta) x {(Call Pos) + (Put Pos)} x (Contract multiplier). |
A Sub-Portfolio Value plot can be seen at the bottom left of the window. It shows the change in the sub-portfolio market value over a range of underlying price changes (a sub-portfolio includes all of your positions in an underlying and all of its derivatives).