More Information
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POSITION ANALYZER |
Web POP's position risk analysis is divided into three main sections:
Position Inventory, Current Position, and Position Projections.
The "Customize" link changes the pricing model
and display preferences. The call, put, and futures positions are shown
vertically. Here we see the SEP S&P strangle and the one future.
Below the inventory, the Current Market values for each month are listed.
These are used by the pricing model. The current risk of the position as
described by delta, vega, etc. (greeks) are displayed according to the
terms set in Customize.
At the bottom of the page, the Position Projections are printed.
Your entire position is calculated for a range of futures moves.
Each box shows what your risk and theoretical profit/loss would be if the
futures move to that point.
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