Portfolio Risk Manager
See your entire portfolio's risk profile at a glance. Track aggregate Greeks, understand correlations, and manage your total market exposure.
What is Portfolio Risk Manager?
Portfolio Risk Manager The Risk Manager aggregates all your options positions to calculate portfolio-level Greeks, helping you understand your total directional, volatility, and time decay exposure.
Instead of managing positions in isolation, see how they interact and identify if you're overexposed to any single risk factor.
Key Features
Aggregate Greeks
See total portfolio delta, gamma, theta, and vega
Sector Exposure
Understand concentration by sector and correlation
Stress Testing
Model portfolio impact under different market scenarios
Position Sizing
Calculate appropriate position size based on risk tolerance
How It Works
Position Entry
Import or manually enter your options positions
Greeks Aggregation
Calculate and sum Greeks across all positions
Correlation Analysis
Analyze how positions move together
Risk Reporting
Generate reports on risk concentration and exposure
Use Cases
Monitor aggregate Greeks to maintain delta-neutral portfolios
Set and monitor limits on total vega, theta, or delta exposure
Understand how a new trade affects portfolio risk before entry
Identify what hedges would reduce portfolio risk most efficiently
Frequently Asked Questions
What are portfolio Greeks?
Portfolio Greeks are the aggregate sensitivities of your entire options portfolio. For example, if you have +100 delta in AAPL and +50 delta in MSFT, your portfolio delta is approximately +150 SPY-equivalent deltas (adjusted for beta).
How do I manage portfolio theta?
Track your total theta (time decay) to understand your daily P/L from time passing. Premium sellers want positive theta (earning as time passes), while premium buyers want to manage negative theta exposure.
Related Features
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