Alerts

Alerts

Threshold-based portfolio risk warnings — adjust limits to match your mandate.

Active Breaches · 3

  • Gross delta leverage
    high
    Gross $ controlled / equity
    Current 4.35x · Limit 3x
  • Beta-adjusted net leverage
    high
    β-weighted net directional exposure
    Current 5.13x · Limit 2x
  • Single-name exposure
    high
    Largest position notional / equity
    Current 159.82% · Limit 25%

Limit Configuration

Gross delta leverage
Gross $ controlled / equity
4.35x
x
BREACH
Beta-adjusted net leverage
β-weighted net directional exposure
5.13x
x
BREACH
Daily theta drag
Theta $/day as % of equity
0.24%
%
OK
Vega shock loss (-10 vol pts)
Loss from a 10-point IV decline
4.49%
%
OK
Single-name exposure
Largest position notional / equity
159.82%
%
BREACH

Within Limits · 2

Daily theta drag Vega shock loss (-10 vol pts)