Options Risk Matrix

Options Risk Matrix

Risk Matrix Overview

The Risk Matrix shows you a high-level view of your options position across multiple scenarios at once. The matrix allows you to view changes to your position with user-defined adjustments to both volatility and underlying price. Each cell in the matrix displays P/L and global risk metrics where the underlying future's price and global volatility adjustments intersect.

The Risk Matrix can be displayed for products, underlying futures expiries, and options expiries in which you have an open position. The matrix with your chosen scenarios can also be exported and saved as a CSV data file.

To open the Risk Matrix widget, click Widgets in the workspace title bar and select Options | Risk Matrix