Overnight Futures & Macro yahoo · 1s refresh
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Portfolio Greeks — Net Exposure strangles should run near-neutral
Net Delta (Δ)
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Net Gamma (Γ)
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Daily Theta (Θ)
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Net Vega (ν)
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Key Performance · Session
Win Rate · 30d
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Avg Credit · Leg
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Avg Hold · Days
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Open Positions
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Credit/Risk
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% Max Captured
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Days-to-Expiry Ladder every open contract on a DTE timeline
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hover a bubble for detail
Short-Leg Δ Distribution dad's range: .05–.15
Open Positions · % Max Captured close button auto-highlights at 80%+
| Ticker | Type | Strike | Expiry | DTE | Qty | Entry | Mark | Δ | Θ | % Captured | P&L |
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Profit Capture Velocity avg days to reach 80% profit close, per ticker
Assignment Risk Radar underlying within 1-strike of short leg
Portfolio VaR · 1-day 1σ
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parametric · vega + gamma
IV spike +5% shock—
SPY ±2σ shock—
Tail · 99% VaR—
Beta-Weighted Δ to SPY
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true directional exposure
Raw net delta—
Avg β (weighted)—
Equiv. SPY shares
Credit / Risk Ratio (#14)
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avg credit ÷ strike width
Strangles—
Directional singles—
Target range8–15%
Max Pain & Pin Risk · Open Tickers Friday pin flag if price within 1%
Equity Curve · NLV account NLV over time
Win/Loss Split
Drawdown · Underwater Plot % of peak equity lost · thin edge fat tail
Per-Strategy P&L
Risk-Adjusted Metrics
Sharpe (YTD)—
Sortino (YTD)—
Kelly · optimal size—
Max Drawdown—
Profit Factor—
Expectancy · leg—
Entry-IV vs Exit-IV Scatter dots below line = caught IV crush
IV Crush P&L Attribution earnings trades · theta vs crush
Earnings · Next 14d
IV Rank Ladder · Universe
Event-Week Δ Shifter
Earnings ≤ 7d
recommend 0.03–0.07Δ
Trade Journal · Timeline every open/close with leg detail
Per-Ticker W/L · Grid keep or cut
Roll History Tracker every roll with reason + net credit/debit
| Date | Ticker | From | → To | Reason | Net | Outcome |
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Weekly Revenue Projection
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annualized run-rate
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Trailing-4wk credit—
Avg weekly—
Held Underlyings · Candles w/ Strike Lines
NO UNDERLYINGS