Portfolio Management

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Comprehensive portfolio management for tracking your options and stock positions with real-time pricing, performance analytics, and income projections. Available with a Professional subscription.

Why Aggregated Greeks Matter

Single-leg Greeks tell you how one contract moves; portfolio-level Greeks tell you how your whole book moves. A trader running covered calls on five tickers, a put credit spread on a sixth, and 200 shares of a hedging ETF is carrying delta from all of them simultaneously, and the realized risk is the sum, not the parts. The Portfolio page rolls up Delta, Gamma, Theta, Vega, Rho, and the second-order Greeks (Vanna, Charm, Vomma, Veta) in native units across every contract you hold (delta as share-equivalent exposure, gamma as 1/spot, theta in dollars per calendar day, vega per IV point, rho per rate point), so you can see at a glance whether your net exposure matches your trading thesis or has drifted. For dollar-P-and-L sensitivity translations of the same Greeks (Delta $, Gamma $, Vega $, etc.), the Risk page is the companion view.

Workflow

A typical session: load the Portfolio page in the morning, scan the aggregated Greeks bar to verify you are still net-long-vega heading into earnings season, check the income projection panel to confirm premium-selling positions are accreting theta on schedule, and look at the allocation chart to spot any single position that has grown above your concentration limits after a rally. If something is off, jump into the position list, drill into the leg-level Greeks, and either roll, close, or hedge.

What This Page Is Not

This is a tracking and analytics surface, not an execution venue. Orders are still placed with your broker. It is also not a tax-lot accounting system; for cost basis and wash-sale tracking, use your broker's records or a dedicated tax tool. The Portfolio page is the "how is my book behaving right now" view that complements those systems.

Income Projections: What They Are and Are Not

The income projection panel estimates daily theta accrual on premium-selling positions (short calls, short puts, credit spreads, iron condors) based on the current Greeks. It is most useful as a sanity check: if a portfolio supposedly built around theta harvesting is showing minimal projected income, the position is underweight that thesis or overweighted in long-vega offsets that cancel it out. Treat the number as a current-state estimate, not a forecast. Theta changes as the underlying moves, vol shifts, and time decays; the projection updates with the position but does not predict where it goes.

Holdings Management Workflow

Adding positions is manual entry: symbol, leg type, strike, expiration, quantity, fill price. There is no broker-account sync (that is a deliberate boundary; broker credentials stay with the broker). For traders running 5 to 20 active positions, manual entry is sustainable; for larger books, the typical pattern is to maintain the platform-tracked portfolio for analytical purposes (Greeks aggregation, allocation, income projection) while letting the broker remain the system of record for fills and cost basis.

Reading the Allocation Chart

The allocation chart shows portfolio composition by ticker, by sector, and by strategy type (long stock, covered calls, credit spreads, debit spreads, etc.). The framing question is concentration: any single ticker representing more than 25% of risk capital, any single sector more than 50%, any single strategy type more than 75% should prompt a rebalance check. Concentration is not automatically a problem, but unintentional concentration usually is, and the allocation chart is the fastest way to surface it. The chart updates in real time as positions move, so a position that grew above the trader's concentration limit on a rally becomes visible the same day rather than at the next monthly review.

Common Mistakes

Three patterns that the analytics surface tends to catch. First, treating leg-level Greeks as the whole picture; a covered call shows positive theta on the call leg but the underlying long stock contributes substantially more delta exposure than the short call hedges, which only the aggregated view exposes. Second, assuming "neutral" strategies are actually neutral; an iron condor that drifted into a delta-positive position because spot moved through the put short strike is no longer neutral in any actionable sense, and the aggregated delta will say so. Third, treating income projections as forecasts; theta accrual is a current-state estimate that updates as the position moves, not a guarantee of future income.

Allocation Breakdowns: Four Lenses on the Same Book

The Allocation section breaks the book down four ways: by Strategy (covered call vs put credit spread vs long stock vs iron condor, etc.), by Asset (per-ticker allocation), by Expiry (how much of the book rolls off each date), and by Sector / Asset Class (sector concentration plus stock vs ETF vs index split). Each lens answers a different question: Strategy answers "what kinds of trades am I running"; Asset answers "where is my single-name exposure"; Expiry answers "how much of the book turns over this Friday vs next month"; Sector answers "if tech rolls over, how much of the book is exposed". The lenses are tabs on the same chart, so toggling between them is the fastest way to surface concentrations that would otherwise stay hidden in a flat position list.

This page is part of the Options Analysis Suite features overview. Browse the full documentation.