Tabular Slide

Tabular slide is a popular risk analysis tool that allows users to monitor their position and associated Greeks if the market were move up or down a user defined theoretical amount. This effective instrument is extremely easy to use and can be customized multiple ways, as the user sees fit. It can be run by ticks, dollars or percent at any chosen interval with the ability to repeat up to ten times out on both the upside and downside market trend. Parallel Scenarios can be run to show what a position would look like under specified Vol movement and a defined amount of days out.

Delta

The delta report shows the breakdown of delta by commodity and month. Within the report users can see how much futures and options are contributing to their overall delta.

Snapshot- click here for enhanced view

Snapshot is a detailed report providing a user with a complete breakdown of all information regarding one’s options position. For optimal precision, the report can be broken down by commodity and strike thereby allowing users to effectively analyze all positions. In addition to calculating all Greeks associated with a position, the Snapshot report also provides important information such as open interest, mark to market, extrinsic/intrinsic values and net option value.

Summary Report

This easy to read, printer friendly report is great for analyzing risk by strike, as well as total position. It summarizes by commodity and month what a user has either bought or sold, including the future price/settlement price, expiration date, days to expiration (listed by both trading and calendar days), and ATM vol. It also shows your total call position and put position, as well as sum intrinsic, extrinsic and mark to market values. Moreover, the report clearly breaks down where these totalities derive from by strike. Additionally, the report breaks down by strike all Greeks and strike vol.