1. Account Net Report
2. Slide Reports Click the drop-down to choose a Slide Report.
3. Acct Inventory and Vertical Greek Reports Click the drop-down to choose between Inventory and Vertical Greek Report.
4. Trades Report
5. Steps Steps up/down are represented by positive and negative numbers at the top of each column. The blank column is the at-the-money slide that will adjust in real time to the current

Properties Opens the properties for the portfolio analysis window. Note that some properties will be hidden depending upon which tab or slide is currently selected.

Shows or hides extra tools, such as the print and views buttons.

Menu that can open a new option strategies window, strategy solver, or portfolio analysis window. If a new portfolio analysis window is chosen, it will be a duplicate of the current portfolio analysis window.

Menu that allows the current window to be:

• printed,
• saved as a PDF,
• copied to the computer’s clipboard,
• saved to an Excel file.

Menu that switches views for all tabs and slides of the portfolio analysis window. Views can be added, deleted, and customized in the main properties window under: Options > Portfolio Analysis > Views.

Menu that shows the account the portfolio analysis is currently analyzing, as well as a list of all available accounts. Switching accounts can be done by scrolling through and clicking on the desired account or by typing the desired account directly.

The “plus” sign will expand all groups that have been collapsed, while the “minus” sign will collapse all groups. This is useful for quickly finding a particular area of an account with a large position without scrolling through each group separately. NOTE: This is not visible on the Net Slide or the Combined Slide.

Shifts the slide report up or down relative to underlying futures. For example, instead of seeing 2 steps up and 2 steps down from the at-the-money slide, the report can be shifted so that the at-the-money slide and 4 steps up are shown. Hitting the white button between the left and right arrows will center the report on the at-the-money slide.

The arrows pointing away from each other will add an extra step up and down for each click, up to a maximum of 8 steps.

The arrows pointing toward each other will remove a step up and down for each click, down to a minimum of just showing 1 slide.

Opens the properties for the portfolio analysis window. Note that some properties will be hidden depending upon which tab or slide is currently selected.

Saves the current portfolio analysis window’s layout as the default for all new portfolio analysis windows. Please also save your workspace after saving this window to be sure your default is saved for future sessions.

Save a copy of the current portfolio analysis window’s layout without changing the default layout.

Set the mode for the portfolio analysis window. * Default mode analyzes the complete account inventory against current futures prices unless prices are set to static in the option sheets. * Settlement mode only analyzes prior day inventory and uses the most recent final settlement prices received from the exchange. * Prelim Settlement mode analyzes the complete account inventory against the most recent preliminary settlement prices received from the exchange. A yellow notification box will appear at the top of the portfolio analysis window indicating a mode other than Default has been chosen.

Set the inventory type for the portfolio analysis window. * “All” uses the selected account’s entire position for analysis. * “Current Day” only uses positions entered on current session trades. * “Previous Day” only uses positions carried over from previous sessions. A yellow notification box will appear at the top of the portfolio analysis window indicating that an inventory type other than All has been chosen.

Override the step interval type for the portfolio analysis window. * “Underlying Basis” will use the step interval settings from the series area of model management. This setting is shared by all option contracts of the same underlying contract, but may be different from one contract to another. For example, the step interval may be set to 20 ticks for gold, 25 ticks for crude oil, and 1% for soybeans. * “Percentage” will use a set underlying percentage move for all contracts, overriding the step interval selected for each contract in model management. If percentage is chosen, a yellow notification box will appear at the top of the portfolio analysis window indicating that percentage interval is enabled.

If Step Interval Type is set to Percentage, enter the desired underlying percentage step in this field.

If checked, any weighted Greeks selected in model management will be applied to the appropriate contracts in portfolio analysis. A yellow notification box will appear at the top of the portfolio analysis window indicating that weighted Greeks have been applied.

If checked, changes to underlying futures prices will not cause the portfolio analysis window to update, allowing static analysis of the position. Note that when switching reports, a new live snapshot will occur once and then live updates will not continue. To set specific static prices, set the underlying prices manually from the option sheet. A yellow notification box will appear at the top of the portfolio analysis window indicating that live updates are disabled.

Override the shock matrix type for the portfolio analysis window. * “Underlying Basis” will use the shock matrix settings from the series area of model management. This setting is shared by all option contracts of the same underlying contract, but may be different from one contract to another. For example, the shock matrix volatility may be set to 20% for gold and 25% for crude oil. * “Manual” will use a set volatility move for all contracts, overriding the shock matrix volatility selected for each contract in model management.

If Shock Matrix Type is set to Manual, enter the desired volatility shock to be used in position equity matrix calculations for all contracts.

If Shock Matrix Type is set to Manual, checking this box makes the volatility shock a percentage change to existing volatilities. For example, a 10% shock to a volatility of 25% yields volatilities of 20% and 30%. If unchecked, the volatility shock is added and subtracted directly from existing volatilities. For example, a 10% shock to a volatility of 25% yields volatilities of 15% and 35%.

Override the shock impact type for the portfolio analysis window. * “Account” will use the shock impact settings from the admin screen, which can only be changed by a firm administrator. * “Underlying Basis” will use the shock impact settings from the series area of model management. This setting is shared by all option contracts of the same underlying contract.

Checking this box will apply a “What If?” scenario to the portfolio analysis. The settings for the scenario are determined immediately below. A yellow notification box will appear at the top of the portfolio analysis window indicating that a “What If?” scenario is applied as well as what adjustments have been made.

The amount of volatility adjustment to be done to all option contracts when the “What If?” scenario is applied. Set this to 0 if no volatility adjustments are desired. Set to a negative number to reduce all volatility levels.

When checked, the vol adjustment in the “What If?” scenario will be applied as a percentage of existing volatility levels. For example, a vol adjustment of 10% will move 20% vol to 30% vol when unchecked, but will only move 20% vol to 22% vol if checked.

The adjustment to be made to days to expiration across all option contracts when the “What If?” scenario is applied. Set this to 0 if no DTE adjustments are desired. Set to a negative number to reduce the number of days to expiration.

The adjustment to be made to the step intervals when the “What If?” scenario is applied. For example, if the typical step interval is 10 ticks, a slide interval factor of 3 will adjust the step interval to 30 ticks. Set this to 1 if no slide increment adjustments are desired.

Choose whether to hide the net portion of the Combined slide report.

Choose whether to hide the contract portion of the Combined slide report.

Choose whether to hide the contract month portion of the Combined slide report.

Choose whether to hide the month portion of the Combined slide report.

Choose the type of cross hairs when hovering over the analyzer grid. The cross hairs make the font bold in highlighted areas. Types of cross hairs are none, cell, row, column, and row and column.

Choose the type of selection when the mouse is pressed down on the analyzer grid. Choices are none, row, and multiple rows.

• Update Buffer Seconds The number of seconds between report updates.
• Suppress Market Data Updates Reports will not be refreshed solely based on market data changes. Refreshes will still occur in response to position and series configurations.

Creating and managing your Portfolio Analysis views is located in the global properties. There are 5 preset views and one default provided which all can be edited. To add the views, simply click in the value area to bring up the list of views. Left-click on each one you want to add, then click OK to add it.

Clicking on Number (#1) will bring up the window below. This is helpful because it allows you to copy and edit a pre-set view to quickly create multiple views.

When you click on the default or copied view (#2), it will bring up a menu that will allow you to add or remove the below options to your view. Once your view is created to your liking, click here to see how to toggle and select your view on your Portfolio Analysis window.

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### View Properties:

• View Name: This is the 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 parameters.

• Clear All: Clear everything in this view.
• Select All: Select everything for this view.

### Slide Reports:

• Underlying Price: Displays the appropriate underlying price for each option expiration. Available only in the contract month and month slides, and in the contract month section of the combined report.
• Interval Change: Displays how many underlying ticks or what percentage of an underlying move from the at-the-money price each step is.
• Chg to Theo P&L: Prior Day Inventory Only: The change to theoretical P&L at each step due to prior trading session inventory only.
• Chg to Theo P&L: Today’s Trades Only: The change to theoretical P&L at each step due to current trading session trades only.
• Chg to Theo P&L: The change to theoretical P&L at each step due to all inventory and day trades.
• Chg to Theo P&L Chg: The difference from one step to the next in theoretical P&L.
• PE Shock Matrix: Slide per step: Displays the position equity at each step based on changes to the underlying.
• PE Shock Matrix: Slide and Vol per step: Displays the position equity at each step based on changes to the underlying and changes to volatility.
• PE Change: Shock Matrix of Slide per step: The difference between the new position equity and current position equity, ignoring changes to volatility.
• PE Change: Shock Matrix of Slide and Vol per step: The difference between the new position equity and current position equity, including volatility shock.
• PE Change: Shock Matrix of Vol per step: The difference between the new position equity and current position equity, ignoring equity changes due to underlying changes.
• PE Change at Expiration: Slide: The difference between current position equity and position equity with all days to expiration set to 0.
• PE at Expiration: Slide: The position equity at that step with all days to expiration set to 0.
• PE Change: Shock Impact: A matrix of change to position equity values for each of the 4 following scenarios:
  • Underlying up and volatility up
  • Underlying up and volatility down
  • Underlying down and volatility up
  • Underlying down and volatility down
• EMM (Est. Maint. Margin): The estimated maintenance margin required for the current position at each step due to portfolio-based margining calculations.
• EMM Variance Scan: The estimated maintenance margin variance scan.
• EIM (Est. Init. Margin): The estimated initial margin required for the current position at each step due to portfolio-based margining calculations.
• EIM Variance Scan: The estimated initial margin variance scan.
• Delta: Displays the delta at each step on each slide report.
• Expiry Delta: Displays the delta at each step on each slide report with all days to expiration adjusted to 0.
• Vega $: Displays the vega in dollars at each step on each slide report.
• Gamma: Displays the gamma at each step on each slide report.
• Theta $: Displays the theta in dollars at each step on each slide report.
• OEV: Displays the option equivalent vega at each step on the month slide report.
• OEG: Displays the option equivalent gamma at each step on the month slide report.
• OET: Displays the option equivalent theta at each step on the month slide report.
• COEV: Displays the composite option equivalent vega at each step on the net, contract, and contract month slide reports.
• COEG: Displays the composite option equivalent gamma at each step on the net, contract, and contract month slide reports.
• COET: Displays the composite option equivalent theta at each step on the net, contract, and contract month slide reports.
• Delta Time: Displays delta time at each step on each slide report.
• Vega Time: Displays vega time at each step on each slide report.
• DeltaVol: Displays DeltaVol at each step on each slide report.
• VegaVol: Displays VegaVol at each step on each slide report.
• Delta Interest Rate: Displays delta interest rate at each step on each slide report.
• Net Upside Downside Count: Displays the net upside and downside option inventory count at each step on each slide report.
• Net Count: Displays the net option inventory count on each slide report.
• Above Below Underlying Count: Displays the net option inventory count above and below the underlying price at each step and on each slide report.
• Skew Risk Dollars: The change to P&L as a result of increasing the upside or downside skew volatility by a set amount per strike.
• Skew Risk Delta: The change to delta as a result of increasing the upside or downside skew volatility by a set amount per strike.
• Skew Risk Vega: The change to vega as a result of increasing the upside or downside skew volatility by a set amount per strike.

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### Inventory and Vertical Greek Reports

• Call & Put Inventory: Show call and put inventory on the account inventory.
• Strike Distance Percentage: Show the amount the underlying would need to change by to reach the strike in percentage terms.
• Strike StDev DTE: Show the standard deviation based on days to expiry for the strike.
• Strike StDev: Show the standard deviation for the strike. The standard deviation is annualized.
• Volatility: Show strike volatility on the account inventory.
• Prices: Show prices on the account inventory.
• Chg to Theo P&L Prior Day Inventory Only: Show the change to theoretical profit and loss for the prior day inventory on the vertical greek net report.
• Chg to Theo P&L Today's Trades Only: Show the change to theoretical profit and loss for today's trades on the vertical greek net report.
• Chg to Theo P&L: Show the change to theoretical profit and loss on the vertical greek net report.
• Net Equity: Show the net equity on the account inventory and vertical greek net report.
• Net Delta: Show net delta on the account inventory and vertical greek nets.
• Net Expiry Delta: Show net expiry delta on the account inventory and vertical greek nets.
• Net Vega $: Show net vega $ on the account inventory and vertical greek nets.
• Net Gamma: Show net gamma on the account inventory and vertical greek nets.
• Net Theta$: Show net theta dollars on the account inventory and vertical greek nets.
• Net OEV: Show net OEV on the account inventory and vertical greek nets.
  • Details: OEV is the number of long or short options equivalent to the number of at-the-money options vega basis.
• Net OEG: Show net OEG on the account inventory and vertical greek nets.
  • Details: OEG is the number of long or short options equivalent to the number of at-the-money options gamma basis.
• Net OET: Show net OET on the account inventory and vertical greek nets.
  • Details: OET is the number of long or short options equivalent to the number of at-the-money options theta basis.
• Net Delta Vol: Show net delta vol on the account inventory and vertical greek nets.
  • Details: DeltaVol is the amount of change to delta given a 1% change to volatility.
• Net Vega Vol: Show net vega vol on the account inventory and vertical greek nets.
  • Details: VegaVol is the amount of change to vega given a 1% change to volatility.

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### Account Reports

• Account Name: Show the account name on the account net report.
• Worst Case Shock Impact: Show the worst case shock impact in dollars on the account net report.
• Risk Number Percentage Used: Show the percentage of the risk number used on the account net report.
• Worst Case Shock Impact Location: Show the worst case shock impact's location on the account net report.
• Risk Number: Show the risk number on the account net report.
• Shock Impact Settings: Show the shock impact settings on the account net report.
• Chg to Theo P&L: Show the change to theoretical profit and loss on the account net report.
• Delta: Show the net delta on the account net report.
• Vega: Show the net vega on the account net report.
• Gamma: Show the net gamma on the account net report.
• Theta: Show the net theta on the account net report.