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Default

• View Name: This is name of the view.

  Details:

  • The view's name can be changed by typing over the name.
  • Each view should be named to identify its purpose.
  • The view can be configured by a variety of the pararmeters.
• Clear All: Clear the everything in this view.
• Select All: Select everything for this view

Slide Reports

• Underlying Price: Show underlying price on the contract month and month slide reports at each step.

  Comments:

  This cannot appear in the net slide nor contract slide.
• Interval Change: Show the interval change of the slide increment at each step on most slide reports at each step.

  Comments:

  This cannot appear in the net slide.
• Chg to Theo P&L: Prior Day Inventory Only: Show the change to theoretical profit and loss for the prior day inventory on the slide reports at each step.
• Chg to Theo P&L: today's Trades Only: Show the change to theoretical profit and loss for today's trades on the slide reports at each step.
• Chg to Theo P&L: Show the change to theoretical profit and loss on the slide reports at each step.
• Chg to Theo P&L Chg: how the change to theoretical profit and loss change on all slide reports at each step.
• PE Shock Matrix: Slide per step: Show position equity shock matrix slide on all slide reports at each step.
• PE Shock Matrix: Slide & Vol per step: Show position equity shock matrix with slide and volatility shock on all slide reports at each step.

  Comments:

  The amount of the volatlity shock is configured in the portfolio analysis window's properties.
• PE Change: Shock Matrix Slide per step: Show the change in position equity shock matrix slide on all slide reports at each step.
• PE Change: Shock Matrix Slide & Vol per step: Show the change in position equity shock matrix with slide and volatility shock on all slide reports at each step.

  Comments:

  The amount of the volatlity shock is configured in the portfolio analysis window's properties.
• PE Change: Shock Matrix Vol per step: Show the change in position equity shock matrix with volatility shock on all slide reports at each step.

  Comments:

  The amount of the volatlity shock is configured in the portfolio analysis window's properties.
• PE Change at Expiration Slide: Show the change to position equity at expiration on all slide reports at each step.
• PE at Expiration Slide: Show position equity at expiration slide on all slide reports at each step.
• PE Change Shock Impact: Show position equity change for the shock impact on all slide reports.
• EMM(Est. Maint Margin): Show the estimated maintenance margin on the net slide reports at each step.

  Comments:

  This can only be displayed on the net slide report.
• EMM Variance Scan: Show the estimated maintenance margin variance scan on the net slide reports at each step. This assists if projecting the estimated maintenance margin given a small incremental move in the underlying. It creates a margin if the underlying goes up (upper variance scan) and if the underlying goes down (lower variance scan).

  Comments:

  This can only be displayed on the net slide report.
• EIM(Est. Init. Margin): Show the estimated initial margin on the net slide reports at each step.

  Comments:

  This can only be displayed on the net slide report.
• EIM(Variance Scan: Show the initial maintenance margin variance scan on the net slide reports at each step. This assists if projecting the estimated initial margin given a small incremental move in the underlying. It creates a margin if the underlying goes up (upper variance scan) and if the underlying goes down (lower variance scan).

  Comments:

  This can only be displayed on the net slide report.
• Delta: Show delta on all slide reports at each step.

  Details:

  • Delta is hedge ratio and the equivalent underlying risk.
• Expiry Delta: Show expiry delta on all slide reports at each step.

  Details:

  • Expiry Delta is amount of delta given zero days to expiry.
  ", CustomGroup:="Slide Reports")> _ _
• Vega $:
• Gamma:
• Theta $:
• OEV:
• OEG:
• OET:
• COEV:
• COEG:
• COET:
• Delta Time:
• Vega Time:
• DeltaVol:
• VegaVol:
• Net Upside Downside Count:
• Net Count:
• Above Below Underlying Count:
• Skew Risk Dollars:
• Skew Risk Delta:
• Skew risk Vega:

Inventory and Vertical Greek Reports

• Call & Put Inventory:
• Strike Distance Percentage::
• Strike StDev DTE:
• Strike StDev
• Volatility:
• Prices:
• Chg to Theo P&L Prior Day Inventory Only:
• Chg to Theo P&L Today's Trades Only:
• Chg to Theo P&L
• Net Equity:
• Net Delta:
• Net Vega $:
• Net Gamma:
• Net Theta$:
• Net OEV:
• Net OEG:
• Net OET:
• Net Delta Vol:
• Net Vega Vol:

Account Reports

• Account Name:
• Worst Case Shock Impact:
• Risk Number Percentage Used:
• Worst Case Shock Impact Location:
• Risk Number:
• Shock Impact Settings:
• Chg to Theo P&L:
• Delta:
• Vega:
• Gamma:
• Theta:

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