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Manage Options Risk

On a Single Report:

  • How much does the options position make or lose overnight, in a week, or in a month (theta)?

  • How much does the position make or lose if the volatility changes by 1%, 5%, etc (vega)?

  • How much does the position make or lose with a change in the price of the underlying (delta)?

  • What will the position's risk be after a dramatic market swing? No surprises when you know this before the market moves.

  • What will your position be with the underlying near infinity or at zero (maximum risk)?

  • How many of each specific option contract are you long or short (open position)?
  • Interactive Graphing
    Gain a better understanding of complex positions with visual representations of your risk.

    Advanced Derivatives

  • Converts into volatility risk straddles for a more intuitive description of vega.
  • Know how much vega (the second derivative of price with respect to volatility) you gain or lose when volatility changes.

    Volatility Skew
    In real trading, all strikes do not trade at a single volatility. P.O.P. provides a graphical interface for viewing and manipulating volatility skews. Use settlement prices to imply volatilities, and see a graph of the skew curve. Curves can be adjusted manually or automatically using a curve smoothing feature.

    Combine Options Positions
    Examine portfolios one at a time or grouped together. Several accounts can be managed simultaneously with P.O.P.

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