Risk Analysis

Risk Analysis

Where exposure concentrates — by ticker, sector, strategy, expiration, and Greek.

Concentration by Underlying

Concentration by Sector

By Strategy

Theta Decay by Expiration

Leverage Breakdown

Gross Δ Leverage
4.35x
Total notional / equity
High
Net Δ Leverage
4.02x
Signed exposure / equity
β-Adj Net Leverage
5.13x
β-weighted directional
High

Correlation Note

Positions in NVDA, AMZN, AAPL, and QQQ look diversified by ticker but behave as a single tech-beta trade. Their combined β-adjusted exposure is $511.4k 490.4% of equity. A tech-led drawdown would hit them together.