Risk by Industry Report

The Risk by Industry report sorts your portfolio by industry. This report displays values on all levels of detail, from individual positions to totals per industry sector.

You can drill down several levels within an Industry category, and then drill down in the Underlying field for that category to see all underlyings in the industry, and then all derivatives of the underlying. To drill down to a deeper level of detail, click the plus "+" sign. A minus "-" sign indicates that you have drilled down to the deepest level of detail. Click the "-" sign to go up a level.

The table belows describes the available metrics and measures for the Risk by Industry report.

Metrics	Description
Position	Your (signed) position in the contract. A short position is indicated by the "-" (minus) sign.
Price	The current market price of one unit of the contract.
Value	The (price) x (position).
P&L	The "unrealized" Average Cost P&L is shown in total, per underlying, and for each position.
Exposure	The exposure is calculated using the formula: position x delta x multiplier x underlying price. NOTE: The exposure for each asset class is converted to a share-equivalent value to make the comparisons and summations valid.
VAR	Value at Risk (VAR) is a measure of market exposure. It shows the greatest expected loss over a one-day period, with 99.5% confidence. NOTE: In cases where the VAR cannot be calculated, the notation "N/A" is displayed on a violet background.
Delta	Delta captures both the direction and the magnitude of the portfolio's sensitivity to an underlier by representing the degree and direction of change in the option price, based on a change in the price of the underlier. We use a capital "D" to differentiate the IB Risk Navigator "position Delta" calculated as (delta * position) from the greek delta calculation.
Gamma	Gamma helps you assess directional risk by defining the speed at which the option's directional changes will occur, i.e. the rate of change of delta. We use a capital "G" to differentiate the IB Risk Navigator "position Gamma" calculated as (gamma * position) from the greek gamma calculation.
Vega	Vega represents the portfolio's sensitivity to changes in implied volatility of the underliers, and reflects the change in the price of an option relative to a change in the implied volatility of the underlier. Generally long option positions benefit from rising (and suffer from declining) implied volatilities, while short option positions experience the opposite - they benefit from declining (and suffer from rising) implied volatilities. We use a capital "V" to differentiate the IB Risk Navigator "position Vega" calculated as (vega * position) from the greek vega calculation.
Theta	Theta represents the portfolio's sensitivity to the passage of time by indicating the rate at which the market value of your portfolio will change with time. This metric calculation is based on the assumption that all other variables remain unchanged, including the underlying price, implied volatility and interest rate. We use a capital "T" to differentiate the IB Risk Navigator "position Theta" calculated as (theta * position) from the greek theta calculation.