Portfolio Greeks
Aggregated Δ, Γ, Θ, Vega across stock and option positions. Use the scenario toggles to see how exposures move under a +1% SPX shock or a +1 vol-point shift.
Total Δ ($)
—
Γ ($ per 1%)
—
Δ$ move per 1% spot
Θ ($/day)
—
calendar decay
Vega ($ per 1 vol pt)
—
+1 vol pt → portfolio $ change
Per-Position Greeks
| Symbol | Δ ▼ | Γ | Θ/day | Vega/vol pt | Qty | Spot | Kind |
|---|
Positions
| Symbol | Qty | Spot | Option? |
|---|---|---|---|
| — | |||
| call K=205 IV=0.28 | |||
| put K=490 IV=0.18 |