Page History: Inventory and Vertical Greek Reports
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Page Revision: 2016/08/11 10:27
Account Inventory Shows the entire position for the selected account. Positions are grouped by contract and month, with puts and calls for a given strike sharing a common row. Each row also displays volatility, theoretical prices, net Greeks, and other information for the given inventory per strike.
Vertical Greek Nets Shows the net Greeks on a portfolio basis, contract basis, and contract month basis as measured against current underlying prices. Also shows days to expiration and theoretical P&L values at each level as well as aggregated.