Custom Strategy

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Strategy Construction

Enter variable settings common to all strategy legs

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Strategy Components and Greeks

  Buy/Sell Call/Put Qty Strike Days to Expiry Volatility Cost (Debit/Credit) Dollar Delta Dollar Gamma Vega Theta Rho
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Dollar delta = delta * stock price
Dollar gamma = 0.5 * gamma * (stock price)^2

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Calculate & Draw P/L Diagram

P&L Diagram and Scenario Analysis

Adjust values below to view changes in P/L

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P&L Summary and Risk Monitor

  Buy/Sell Call/Put Qty Strike Days to Expiry Volatility Cost (Debit/Credit) P/L Value Dollar Delta Dollar Gamma Vega Theta Rho
Sub-total

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