Options Risk

Options Risk

Options Risk Settings

These settings affect only the selected Options Risk widget. To update the default settings with these value for newly-opened Options Risk widgets, or to expose an option to apply them to existing opened widgets, click Save as default.

  • Show tabs — Check to show tabs at the bottom of the widget. Uncheck to hide tabs.

  • Ignore global Account List broadcasts — Configures the widget to ignore account selections made in an Account List. When checked (enabled), the widget ignores account selections broadcast by an Account List widget.

  • Display underlying adjustments as — Select an absolute value or percentage adjustment to the price of the underlying. Used for estimating options risk.

  • Display volatility adjustments as — Select an absolute value or percentage adjustment to global volatility. Used for estimating options risk.

Options Risk column descriptions

Column Description
Expander

Shows/hides the expander icon, which is used to expand/collapse each product family in the Bucket column.

Bucket

Displays the product family, contract expiry, underlying futures contracts, and options contracts per expiry for which you have a position.

Position

Shows the open position in the underlying futures contract or options contract.

P/L

Displays your open P/L in the account for the underlying futures contract and expiry or options contract and expiry.

Mark to Theo

Open P/L calculated with the theoretical options value.

Delta

Call or put delta calculated using "user volatility" if it is provided by the user, or "fit volatility" if it is not.

Gamma

Shows the change in delta per change in the underlying.

Vega

Shows the change in options value per change in volatility.

Theta

Shows the change in options value per change in time. Also known as time decay.

Rho

Shows the change in options value per change in interest rate.