Save and Load

Common Variables

Enter variable settings common to all strategy legs

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Position Editing and Greeks

Edit position details for each strategy leg, click "Add new component" to add a new leg, theoretical values and greeks are displayed to the right of each leg after calculation

Dollar delta and dollar gamma are used below to help with portfolio aggregation.

Dollar delta = delta * stock price
Dollar gamma = 0.5 * gamma * (stock price)^2

  Buy/Sell Call/Put Qty Strike Days to Expiry Volatility Cost (Debit/Credit) Dollar Delta Dollar Gamma Vega Theta Rho
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Add new component


Calculate & Draw P/L Diagram

Profit and Loss Diagram

Adjust values below to view changes in P/L

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flat volatilities applied

Profit/Loss Summary and Risks Monitor

  Buy/Sell Call/Put Qty Strike Days to Expiry Volatility Cost (Debit/Credit) Dollar Delta Dollar Gamma Vega Theta Rho
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