−5%
Market movements
Model broad market falls or rallies at selected percentages.
Portfolio & Risk
Understand the risk of the portfolio, not just the trade
OptionsDesk is designed to aggregate risk across shares, puts, calls, accounts, underlyings and expiries so you can see where exposure is really concentrated.
Portfolio Greeks
See how the portfolio may respond
Greeks help describe different dimensions of options risk. OptionsDesk is planned to calculate them at contract level and aggregate them across accounts and the consolidated portfolio.
- Position-level and portfolio-level calculations
- Breakdown by account and underlying security
- Contribution of each position to total portfolio Greek
- Tracking through time and towards expiry
| Greek | What it helps measure |
|---|---|
| Delta | Directional sensitivity to movement in the underlying asset. |
| Gamma | How quickly Delta can change as the underlying price changes. |
| Theta | The estimated effect of time decay as time passes. |
| Vega | Sensitivity to changes in implied volatility. |
Stress testing
Model difficult market conditions before they happen
Scenario analysis is intended to show the estimated impact of market moves rather than relying solely on today's mark-to-market value.
σ
Volatility
Test the effect of higher or lower implied volatility on option values.
T
Time passage
Estimate how positions may change as the portfolio moves closer to expiry.
1
Single stock shocks
Stress individual underlyings where the portfolio has concentrated exposure.
Portfolio health
Highlight what needs attention
The planned Portfolio Health Check is designed to identify concentrations and exceptions so users can investigate them quickly.
- High exposure to a single underlying
- Large short-option positions
- Upcoming expiry concentration
- Directional and volatility exposure
- Margin utilisation
- Unreconciled portfolio items
Important: OptionsDesk is being developed as portfolio-management and analytical technology. Analytics and scenarios are estimates and are not personal financial advice or guarantees of future portfolio outcomes.