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Greeks Risk Profile
Actual
Target
What This Means
Δ Delta
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Delta - Directional Exposure
β-Weighted Delta---
Status---
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Mide cuánto cambia tu portfolio por cada $1 que mueve SPX. Target: ±20 balanceado.
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Γ Gamma
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Gamma - Acceleration Risk
Total Gamma---
Status---
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Gamma negativo = pérdidas se aceleran si el mercado cae. Típico de vendedores de premium.
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Θ Theta
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Theta - Time Decay
Total Theta---
Status---
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Tu "ingreso de renta" diario por vender opciones. Positivo = el tiempo trabaja para ti.
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ν Vega
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Vega - Volatility Sensitivity
Total Vega---
Status---
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Exposición a cambios en volatilidad implícita. Negativo = pierdes si el VIX sube.
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Vanna
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"Delta becomes MORE negative if VIX rises"
Moderate
Monitor in vol spikes
Vanna - Delta/Volatility Cross-Sensitivity
Vanna Value---
Mide cuánto cambia tu Delta cuando sube la volatilidad implícita. Importante en spikes de VIX: tu exposición direccional puede cambiar significativamente.
Métrica avanzada — usuarios Pro.
Métrica avanzada — usuarios Pro.
BP Used
--%
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βΔ (Beta-Weighted)
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Target: ±10
Total Theta
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Daily income
Survival Score
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Stress resilience
Correlation Risk
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ENB
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Diversif. Index
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Avg Pairwise
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Underlyings
Normal ENB / DI
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Stress ENB / DI
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Cost of Inaction - "What if I do nothing?"
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Expected DD if SPX drops 10%
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Margin Call Probability (7d)
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Potential Loss (next 3 days)
Today: current portfolio greeks. +1d / +3d / +7d Δ and Γ projected via analytical charm (∂Δ/∂t) and color (∂Γ/∂t) per leg; BP projected via Reg-T expiry-driven release of each position on its cutoff date, anchored to today's broker maintenance margin.
Today
Delta: ---
Gamma: ---
BP: ---
+1 Day
Delta: ---
Gamma: ---
BP: ---
+3 Days
Delta: ---
Gamma: ---
BP: ---
+7 Days
Delta: ---
Gamma: ---
BP: ---
Active Alerts
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Click "Acknowledge" to mark as seen. Manage acknowledged alerts in the Alerts Module.
Kill Switch System
Level 1 - Warning Mode
SAFE
Alerts active but trading allowed
Status: Inactive
Level 2 - Block Mode
SAFE
Risk-increasing trades blocked
Status: Inactive
Emergency Close All Positions
This will immediately close ALL positions in your portfolio. Use only in extreme emergency situations.
Cascade Risk Detection
Portfolio Gamma
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+
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GEX (DTE 1-90)
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Cascade risk occurs when both portfolio AND market have negative gamma
Kill Switch Simulation - "What if triggered now?"
Positions Closed
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Realized P&L
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BP After
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Delta After
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Click "Run Simulation" to see what would happen if kill switch triggers.
Activation History
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Survival Score
--
--
--
/100
Loss Severity
--/35
BP Headroom
--/25
Margin Distance
--/25
Convex Protection
--/15
Worst Scenario
--
Max Loss
--
BP at Worst
--
Margin Call At
--
Margin Call Predictor
62%
BP Used
—
Shadow shows projected BP under SPX drop scenarios.
If SPX drops 5%:
BP 71%
If SPX drops 10%:
BP 82%
If SPX drops 15%:
BP 94%
If SPX drops 20%:
MARGIN CALL
Stress Test Matrix
| Scenario | SPX Move | VIX Level | Portfolio P&L | Hedge Gain | Net Impact | BP After | Utilization |
|---|---|---|---|---|---|---|---|
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Tail Shield provides convexity - protection increases faster than losses in extreme scenarios. BP After >100% = LIQUIDATION RISK
Category Breakdown by Scenario
P&L contribution per capital category
| Scenario | Income | Campaigns | Growth | Protection | Reserves | Net |
|---|---|---|---|---|---|---|
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Fat Finger Protection
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Position Size Check
Checking...
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Price Sanity Check
Checking...
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Crisis Entry Block
Checking...
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Duplicate Order Check
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BP RECOVERY PLAN
Optimal close order to free buying power
No cash-equivalent positions. Consider holding BIL/SGOV as emergency BP reserve.
Alert Configuration
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Notification Channels
Telegram
All alerts (Warning, Critical, Emergency)
Email
Critical and Emergency only
Sound Alert
Emergency only
Alert History
| Date | Level | Alert | Value | Status | Resolved | Action |
|---|---|---|---|---|---|---|
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Acknowledge = "I've seen this, monitoring" | Resolve = "I've taken action"
30-Day Simulated Projection
Simulated
Bad Month (P10)
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Most Likely (P50)
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Good Month (P90)
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Survival
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Survival Probability
Percentage of simulated paths that avoid a margin call over 30 days. Based on 1,000 modeled paths using your actual positions and management rules. This is a simulated estimate, not a guarantee.
Income (P50)
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Median Income Projection
Median projected income from theta decay and position closes across 1,000 simulated paths. Actual income may differ based on market conditions.
VaR (95%)
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Value at Risk (95%, 21 days)
The estimated maximum loss over 21 trading days at 95% confidence. In simulated terms: 95% of paths lost less than this amount. Based on historical volatility patterns — not a guarantee.
CVaR (95%)
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Conditional VaR (Expected Shortfall)
Average loss in the worst 5% of simulated paths. Shows what "bad" actually looks like beyond VaR. A wider gap between VaR and CVaR indicates tail risk.
Max BP
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Peak Buying Power Usage
Maximum projected BP usage across all simulated paths. Values above 65% indicate margin pressure risk.
Margin Breach
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Margin Breach Probability
Percentage of simulated paths where BP usage exceeds the critical threshold, potentially triggering a margin call. Based on correlated market movements.
Theta Capture
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Theta Capture Rate
Ratio of realized income to theoretical theta. Shows how efficiently your management rules harvest theta. Values below 50% suggest early closures or adverse moves are eroding income.
Fragility
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Fragility Index
Ratio of P10 loss to P50 outcome. Values above 1.0 mean losses accelerate non-linearly under stress. Higher fragility = more convex downside risk.
P&L Distribution (Fan Chart)
Income Accumulation
Buying Power Projection
Margin Pressure Probability
Daily % of simulated paths where BP exceeds pressure threshold
Capital Rotation (Weekly)
Projected freed capital by week from position closures
Run simulation to see weekly capital rotation
Close Priority
Sorted by portfolio P50 improvement from closing each position
Optimal Close Sequencing
| Position | Avg Close Day | Close Trigger | Expected P&L | BP Freed | Margin % |
|---|---|---|---|---|---|
| Run simulation to see close sequencing | |||||
Simulated projection based on 1,000 modeled paths using current market conditions and your management rules.
Not a prediction or guarantee of future results. Actual results will differ due to execution, slippage, market gaps, and factors not captured in the model.