Settings

Settings

Account connections, risk defaults, and hedge preferences.

Account Connections

  • Charles Schwab
    Individual ··· 4421 · scopes: positions:read, balances:read
    Connected
  • Fidelity
    Roth IRA ··· 9012 · scopes: positions:read
    Connected
  • Interactive Brokers
    — · scopes: —
    Disconnected

Read-only · DeltaLens never requests trading permissions.

Risk Limit Defaults

Gross delta leverage3.0x
β-adjusted net leverage2.0x
Daily theta drag0.50% of equity
Vega shock (−10 vol pts)5.0% of equity
Single-name exposure25% of equity
Short option assignment notional100% of equity

Edit thresholds on the Alerts page.

Preferred Hedge Instruments

Hedge Cost Cap

Max premium DeltaLens will suggest for a single hedge

Benchmark

Used for β-weighting net delta.

Data Freshness

Quote tierDelayed · 15 min