Greeks & premiums are Black–Scholes values computed from each name's IBKR-reported implied volatility and live spot (the live option-chain endpoint was intermittently unavailable this session). Use as decision-support, not exact fills.
Implied Move to Expiry vs Realized Vol
±1σ options-implied move by 21 Aug vs annualized realized volatility (scaled to horizon).
Protective-Put Hedge Cost (10% OTM)
Premium to insure each stock position to Aug expiry, as % of that position's market value.
Options Chain Analytics & Position Greeks
Δ/Γ/Vega/Θ shown per ATM option contract. Stock positions carry Δ=1.0/share (no Γ/Vega/Θ); Greeks above quantify a hedging or overlay option.
Single-factor β (sensitivity) and R² (how much of the name's variance that factor explains). Highest-R² factor = the book's true driver.
Portfolio Factor Betas
Factor R² — what actually drives the book
What-If Position Sizing / De-Risking Lab
Drag weights (as % of gross exposure) and set leverage. Metrics recompute live from the 1Y covariance matrix. Compare against the current book.
Leverage (gross / equity)
Rebalancing Trade Ticket — from Risk-Lab target to orders
Turns the target weights & leverage set above into the exact buy/sell orders to move from today's book to that target. Order preview only — no orders are transmitted.
Copy-paste order list
Monte-Carlo simulation of the levered book — bootstrap of 1Y daily returns
Each path resamples historical daily portfolio returns (preserving the real return distribution & fat tails), compounds the gross book, and subtracts the fixed margin debt to get equity NAV. Constant-leverage assumption; excludes financing cost. A modeling aid, not a forecast.
Horizon
Drift
Paths
Equity NAV Fan Chart — percentile cone
Bands: 5–95th (light) and 25–75th (dark) percentiles; solid line = median. Dashed = starting NAV.
Terminal Equity Distribution
Probability Assessment
Glossary — metrics & abbreviations used across this dashboard
Sources: Interactive Brokers MCP (account summary, positions, balances, allocation, TWR performance, price history & snapshots, company themes) pulled live for this session.
Analytics (volatility, β, Sharpe/Sortino, VaR/CVaR, drawdown, correlation, component risk) computed from 1Y daily closes; risk-free 4.5%. Benchmarks: SPY, QQQ.
The "Growth of $100" and per-name stats use today's holdings held constant over the trailing year (attribution), which differs from the actual traded account NAV shown in the equity curve.
This is an analytical tool, not investment advice or a solicitation. Qualitative theses are the desk's interpretation of thematic/market data and may be wrong. Markets involve risk of loss.