β = vol points change per 1% spot move · e.g. β=-0.10 means spot ↓1% → vol +0.10pts · auto-derived from ρ × ATM1m/100 when checked
Spot range · drag L and H handles—
Vol surface · drag any dot vertically
Top trades · ranked by risk-adjusted score
Sizing:Delta hedge:
All amounts in USD. Click any row to expand leg details. E[PnL] = lognormal probability-weighted avg over ±3σ horizon (41 samples). Worst/Best = extremes within your view range. Stress = worst over ±3σ. Net Vega = residual vega exposure in USD (≈0 in VN mode). Score = E[PnL] / max(|Worst|,|Stress|). ∞ = never loses. Vega neutral (VN): leg notionals scaled so net vega ≈ 0. Ratios shown in leg detail. Notional neutral (NN): all legs equal notional (original behaviour).