Portfolio Analytics - Underlying Summary
The Underlying Summary page tabulates the total risk by expiry and risk dimension for each underlying.
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Position Tab |
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Field |
Description |
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Expiry |
The expiry for the given underlying. |
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Delta |
The sum of all Delta risk positions for the given underlying and expiry. |
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Gamma |
The sum of all Gamma risk positions for the given underlying and expiry. |
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Vega |
The sum of all Vega risk positions for the given underlying and expiry. |
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Theta |
The sum of all Theta risk positions for the given underlying and expiry. |
A Sub-Portfolio Value plot can be seen at the bottom left of the window. It shows the change in the sub-portfolio market value over a range of underlying price changes (a sub-portfolio includes all of your positions in an underlying and all of its derivatives).