=== FIELD DEFINITIONS === OptionsRealTime Portfolio Snapshot MODELS IBKR: Values from Interactive Brokers broker model. Used for margin calculations. This is what traders see in TWS. ORT: Values computed by OptionsRealTime using QuantLib pricing models. Generally more accurate, especially for theta. Both are provided intentionally. Significant divergence is a risk signal. SIGN CONVENTIONS Positive theta = you collect time decay (net short options) Negative theta = you pay time decay (net long options) Negative vega = short volatility (benefits from vol decline) Positive delta = long directional bias --- ACCOUNT IDENTITY --- Account Type IBKR classification: IRA, Individual, Joint, Trust, LLC, etc. Determines tax treatment, permitted strategies, and risk context. Currency Base currency for all monetary values. Instrument Types Types of instruments present: CALL, PUT, STK, FUT, BOND, BILL, CASH. Position Types Direction of positions held: LONG, SHORT, FLAT, or combinations. Underlying Symbols All underlying symbols with active positions. --- NET LIQUIDATION --- Net Liquidation [IBKR] Total account value if all positions liquidated at current prices. Authoritative IBKR value. Updated periodically (not tick-by-tick). The primary account size metric (denominator for all ratios). Net Liquidation [ORT Realtime] Tick-by-tick estimate: IBKR Net Liq + (current PnL - PnL at last update). More current than IBKR value between IBKR updates. NLV Daily % Change Daily percentage change: 100 x daily PnL / (net liq - daily PnL). --- CASH & LIQUID ASSETS --- Cash Balance [IBKR] Settled cash in base currency. Total Cash Value [IBKR] Cash including unsettled funds and futures PnL. Total Cash Balance [IBKR] Cash across all currencies, converted to base. Money Market Fund [IBKR] Market value of money market positions. Often holds idle IRA cash. Accrued Cash [IBKR] Interest and dividends accrued but not yet settled. FX Cash Balance [IBKR] Non-base currency cash, converted to base. --- MARGIN --- NOTE: IRA accounts operate on a cash basis. Margin fields for IRA accounts reflect cash collateral requirements only. Margin call risk does not apply to IRA accounts regardless of what the margin fields show. Initial Margin Required [IBKR] Current initial margin to hold current positions. Maintenance Margin Required [IBKR] Current maintenance margin. ELV must stay above this to avoid margin call. Available Funds [IBKR] Funds available to open new positions. Negative = cannot open. Excess Liquidity [IBKR] Margin cushion before liquidation. Negative = margin violation imminent. Buying Power [IBKR] Maximum marginable securities purchasable. Equity With Loan Value [IBKR] Basis for all margin calculations. Margin Cushion Ratio [IBKR] Excess Liquidity / Net Liquidation. Healthy range: 0.30-1.0. Primary margin health indicator. Values near 0 = danger. Not meaningful for IRA accounts. Full Initial Margin Required [IBKR] Initial margin using overnight requirements. Full Maintenance Margin Required [IBKR] Maintenance margin using overnight requirements. Full Excess Liquidity [IBKR] Excess liquidity with overnight margin. Full Available Funds [IBKR] Available funds with overnight margin. Lookahead Initial Margin Required [IBKR] Projected initial margin at next scheduled margin change event. Lookahead Maintenance Margin Required [IBKR] Projected maintenance margin at next scheduled margin change event. Lookahead Next Change [IBKR] Date/time of next scheduled margin change (market open/close/expiration). --- GREEKS (PORTFOLIO AGGREGATE) --- All Greeks are position-level aggregates: sum across all positions. Each position Greek = raw Greek x quantity x contract multiplier. Delta$ [IBKR] Portfolio dollar delta (broker model). Dollar sensitivity per $1 move. Delta$ [ORT] Portfolio dollar delta (ORT QuantLib model). Formula: delta x underlying price x multiplier x quantity. Theta [IBKR] Daily dollar time decay (IBKR analytical model). What traders see in TWS. Theta2 [IBKR] <- CONSERVATIVE IBKR THETA Conservative IBKR theta. Uses analytical theta unless its absolute value exceeds linear theta, in which case linear theta is used. Theta ORT [ORT] Daily dollar time decay (ORT QuantLib analytical model). Theta2 ORT [ORT] <- PRIMARY THETA METRIC Conservative ORT theta. Uses ORT analytical theta unless its absolute value exceeds linear theta, in which case linear theta is used. Most accurate daily decay estimate. Use this for income assessment, not IBKR theta. Theta Linear [ORT] Straight-line decay: -Extrinsic Value / DTE. Component used in computing Theta2 and Theta2 ORT. Vega [IBKR] Dollar sensitivity per 1 vol point move (IBKR model). Negative = short vol. Positive = long vol. Vega [ORT] Dollar vega (ORT QuantLib model). Rho [ORT] Dollar sensitivity per 1% interest rate change. Relevant for long-dated positions (LEAPS). --- EXTRINSIC & INTRINSIC VALUE --- Extrinsic Value Total [ORT] Sum of time value across all options. Decays to zero at expiration. For short options: premium available for collection. Extrinsic Value Calls / Puts [ORT] Extrinsic broken down by option type. Intrinsic Value Total [ORT] In-the-money component. ITM calls: underlying - strike. ITM puts: strike - underlying. Intrinsic Value Calls / Puts [ORT] Intrinsic broken down by option type. --- PnL --- Daily PnL [IBKR] Today's profit and loss across all positions. AFTER HOURS / PRE-MARKET CAVEAT: IBKR marks options at last trade or mid but does not account for correlated moves across the full position. A large reported loss may not reflect offsetting gains from hedges in the same underlying. Outside regular trading hours treat this figure as unreliable. PnL Unrealized [ORT] Sum of unrealized PnL across all open positions. PnL Realized [ORT] Closed position PnL for current session. Futures PnL [IBKR] PnL from futures positions specifically. Net Dividend [IBKR] Net dividend income component. Cost Basis [ORT] Total cost basis across all securities. Total capital deployed. --- POSITION VALUES --- Stock Market Value [IBKR] Total market value of stock/ETF positions. Critical context for covered calls, collars, married puts. Option Market Value [IBKR] Total market value of equity option positions. Position Value [ORT] ORT-calculated position values. Gross Position Value [IBKR] Sum of absolute values: abs(long) + abs(short) across all instruments. Corporate Bond / Treasury Bill / Treasury Bond [IBKR] Market values of fixed income positions. Mutual Fund / Fund / Warrant / Cryptocurrency [IBKR] Market values of other instrument types. --- NOTIONAL EXPOSURE --- Notional = strike price x |quantity| x contract multiplier. This is the TRUE economic exposure of an options position. Notional is NOT the same as option market value (the premium paid/received). IMPORTANT: High notional/NLV ratios are NORMAL for deep OTM premium selling strategies. A 4x ratio on 40% OTM strikes is fundamentally different from 4x on 5% OTM strikes. Always assess risk from the PnL scenario matrix, not from notional alone. Notional Long Calls [ORT]: Total notional of long call positions Notional Short Calls [ORT]: Total notional of short call positions Notional Long Puts [ORT]: Total notional of long put positions Notional Short Puts [ORT]: Total notional of short put positions --- EXPIRATION --- Expiration Dates [ORT] List of unique option expiration dates in portfolio (YYYYMMDD). --- UNDERLYING DATA --- Each account section is followed by an underlying breakdown. Each underlying block aggregates ALL positions for that symbol in that account: the stock or ETF itself (if held), plus every option across all strikes and expirations. This is the per-underlying risk picture within a single account. Security Type [IBKR] Instrument type of the underlying: STK (stock/ETF), FUT (future), BOND, BILL, IND (index), CASH. Critical for interpreting the book composition. Bond underlyings behave differently from equities. Last [IBKR] Current last price of the underlying security. Change / Change Pct [ORT] Price change and percentage change from previous close. AFTER HOURS / PRE-MARKET: These reflect the last available price. Outside regular hours the change may not reflect the full overnight move. --- UNDERLYING GREEKS --- All underlying Greeks are aggregated across every position in that underlying for that account: stock + all calls + all puts across all strikes and expirations. Delta / Delta ORT [IBKR / ORT] Net delta of all positions in this underlying. Positive = net long bias. Negative = net short bias. Near zero = delta-neutral. Delta Dlrs / Delta Dlrs ORT [IBKR / ORT] Dollar delta. The dollar gain or loss per $1 move in the underlying. Most useful for sizing and comparing directional exposure across underlyings. Gamma / Gamma ORT [IBKR / ORT] Net gamma. Rate of change of delta per $1 underlying move. Positive gamma = delta accelerates in your favor with moves (long options). Negative gamma = delta accelerates against you (short options). Gamma Dlrs / Gamma Dlrs ORT [IBKR / ORT] Dollar gamma. The dollar change in Delta Dlrs per $1 underlying move. Indicates convexity risk. Large negative dollar gamma means the position loses delta protection quickly in a fast-moving market. Theta / Theta ORT [IBKR / ORT] Raw analytical time decay. Daily dollar decay across all positions. Theta2 / Theta2 ORT [IBKR / ORT] <- PRIMARY THETA METRIC Conservative theta. Uses analytical theta unless its absolute value exceeds linear theta, in which case linear theta is used. Prevents overstating decay for deep ITM or very short DTE positions. Use Theta2 ORT for income assessment. Theta Linear [ORT] Straight-line decay: -Extrinsic Value / DTE. The floor in the conservative calc. Theta Call / Theta Put [ORT] Theta broken down by calls vs puts. Shows whether decay comes from the call side or put side of the book. Theta Bump ORT / Theta Bump2 ORT [ORT] Finite-difference theta: reprices with one less day to expiration. Independent calculation method. Significant divergence from analytical theta is a signal worth investigating. Vega / Vega ORT [IBKR / ORT] Dollar sensitivity per 1 vol point move. Negative = short volatility. The primary measure of exposure to implied volatility changes. Rho [ORT] Dollar sensitivity per 1% interest rate change. Most relevant for long-dated positions (LEAPS, long-dated bonds). --- UNDERLYING VALUE & PnL --- Extrinsic Value / Extrinsic Call / Extrinsic Put [ORT] Total time value across all options in this underlying. This is the premium available for collection on short options. Decays to zero at expiration. Intrinsic Value [ORT] In-the-money component of all option positions. Value / Value ORT [IBKR / ORT] Total market value of all positions (stock + options) for this underlying. Value Underlying [ORT] Market value of the stock or ETF position only (excluding options). Critical for understanding covered call and collar structures. Value Call Long / Call Short / Put Long / Put Short [ORT] Option market values broken down by type and direction. Useful for seeing the net options book structure. Net Liq Value [ORT] Liquidation value of all positions for this underlying. Cost Basis [ORT] Total cost basis across all positions in this underlying. PnL [IBKR] Daily PnL for all positions in this underlying. AFTER HOURS / PRE-MARKET CAVEAT: Unreliable outside regular trading hours. IBKR marks options at last trade or mid without accounting for correlated moves across the full position. Use PnL Prev Close Delta ORT instead. PnL Unrealized / PnL Realized [ORT] Unrealized and realized PnL for this underlying. PnL Underlying [ORT] PnL from the stock or ETF position only, separate from options PnL. PnL Call / PnL Put [ORT] PnL broken down by option type. PnL Prev Close [ORT] P&L change from previous close using full option repricing. Options: NPV change driven by the underlying move since prior close. Stocks and bonds: equivalent to daily PnL. More accurate than IBKR daily PnL for options because it reprices the option, not just uses last trade price. AFTER HOURS WARNING: Unreliable for covered call and stock+option books. Deep ITM options have wide bid/offer spreads and stale marks after hours. Do not use for performance assessment outside regular trading hours. PnL Prev Close Delta [IBKR] Delta approximation of P&L from previous close using IBKR delta. First-order estimate only. Does not capture gamma or vol effects. Lower quality than ORT version. Provided for broker model comparison only. AFTER HOURS WARNING: Unreliable. Do not use outside regular trading hours. PnL Prev Close Delta ORT [ORT] Delta approximation of P&L from previous close using ORT delta. More accurate than IBKR version. Linear approximation only — does not capture gamma or vol effects. AFTER HOURS WARNING: Unreliable for covered call and stock+option books. The stock leg and option leg do not mark consistently after hours. Do not use for performance assessment outside regular trading hours. --- UNDERLYING NOTIONAL --- Notional Call / Notional Put [ORT] Net notional of all call positions / all put positions (signed). Combines long and short. A negative net put notional means net short puts. Notional Call Long / Call Short / Put Long / Put Short [ORT] Notional broken down by direction. Short notional is negative. Use these to assess the magnitude of each directional option exposure. --- SCENARIO MATRICES --- Each underlying includes two scenario matrices computed by OptionsRealTime's pricing models across a grid of implied volatility shocks and price moves. These are full repricing results, not linear approximations. They embed the combined effect of delta, gamma, vega, and theta at each scenario point. MATRIX STRUCTURE — 4 IV rows x 7 price columns: IV Rows (implied volatility scenarios): MKT IV — current market implied volatility (baseline) IV+25% — market IV plus 25 percentage points (mild stress) IV+50% — market IV plus 50 percentage points (significant stress) IV+75% — market IV plus 75 percentage points (crisis / tail event) Price Columns (underlying price move from current): -20% -10% -5% 0% +5% +10% +20% HOW TO READ: Each cell is the dollar PnL or theta at that exact combination of vol shock and price move. The 0% price / MKT IV cell is the current baseline. Moving left = underlying drops. Moving right = underlying rises. Moving down = vol spikes. The bottom-left corner (IV+75%, -20%) is the worst-case stress scenario for a typical short put book. PnL Scenario Matrix [ORT] Full repricing PnL at each scenario. PRIMARY risk assessment tool. Use this — not notional — to determine actual dollar risk under stress. A large short put notional that shows small losses at IV+75%/-20% is genuinely low risk. A small notional that shows large losses is high risk. NOTE: Only appears for underlyings with active options positions. Pure stock, ETF, and bond underlyings show "None" — use Delta Dlrs ORT to estimate price sensitivity directly for those positions. Theta2 ORT Scenario Matrix [ORT] Conservative ORT theta at each scenario. Shows how daily income changes under stress. Useful for assessing whether theta holds up if vol spikes. A theta collapse at high IV scenarios signals the book is not collecting income under stress conditions. NOTE: Only appears for underlyings with active options positions. --- POSITION DATA --- Each underlying block is followed by a POSITIONS section showing every individual position in that underlying for that account. This includes ALL position types: stocks, bonds, ETFs, options, futures — anything with a non-zero quantity. CRITICAL ANALYTICAL FRAMEWORK — HOW TO USE POSITION DATA: Do NOT attempt to infer relationships between positions. Do not assume that a long stock position "covers" a short call, or that a long call "covers" a short call at another strike. The actual relationships between positions are complex: a portfolio may have a large stock position with multiple short calls at different strikes and expiries, some cash-secured puts, and long calls that partially offset other short calls. Attempting to pair positions programmatically will produce wrong conclusions. THE CORRECT APPROACH IS TWO-STAGE: STAGE 1 — UNDERLYING LEVEL (aggregate risk identification): Use the PnL Scenario Matrix at the underlying level. This already captures the combined behavior of ALL positions in that underlying — stock, all options, all strikes, all expiries — as a single aggregate. This is the correct first view of risk. Identify which underlyings have the largest stress losses at IV+50% and IV+75% with -20% and -10% price moves. These are your primary risk concentrations. Rank underlyings by worst-case scenario loss. STAGE 2 — POSITION LEVEL (drill down to root cause): Once you have identified the high-risk underlyings from Stage 1, use the individual position PnL Stress Envelopes to identify WHICH ONE OR TWO positions within that underlying are responsible for the bulk of the aggregate stress loss. The position whose stress envelope most closely mirrors the underlying aggregate loss is the primary risk driver. This is the position to address first — rolling, closing, or hedging it would have the most impact on overall portfolio risk. When recommending action on a position, always state: a) The Position Detail string (the human-readable position description) b) The stress loss at IV+75%/-20% for that position c) The Extrinsic Value being forfeited if the position is closed d) The Time Value Pct (annualized yield) — the return being given up This gives the trader the complete risk/return trade-off for any decision. POSITION IDENTITY FIELDS: Position Detail Human-readable description of the position in standard trader notation, e.g. "SHRT 5 Dec27 400 CALL" or "LNG 500 shares". This is the canonical trader expression. Always use this string when referring to a specific position in your analysis. Symbol Full IBKR contract identifier. For options this is the full contract string. For stocks this is the ticker. Use for reconciliation and back-office verification purposes. Underlying Parent underlying symbol. For stocks this equals the symbol. For options this identifies what the option is written on. Critical linking field connecting each option to its underlying. Security Type Instrument class: STK, OPT, FUT, FOP, BOND, BILL, CASH, IND. Instrument Type Sub-type: CALL, PUT, STK, FUT, BOND, etc. Position Signed quantity. Positive = long, negative = short. For options this is contracts. For stocks this is shares. Position Type LONG (position > 0), SHORT (position < 0), FLAT (= 0). Multiplier Contract multiplier. Standard equity options = 100. Stocks = 1. Essential for correctly interpreting value and Greek calculations. OPTION CONTRACT FIELDS (options only): Strike Option strike price. Expiration Date Expiry as YYYYMMDD integer. DTE Days to expiration (0 on expiry day). Industry standard. Moneyness (ITM+/OTM-) Signed moneyness percentage. Positive = in-the-money by that %. Negative = out-of-the-money by that %. A deeply negative value means far OTM (low risk of assignment). A deeply positive value means far ITM — the option behaves almost like stock delta-wise. MARKET DATA FIELDS: Bid / Ask Current best bid and ask prices with sizes. Wide spreads signal illiquid positions and unreliable after-hours marks. Last Last traded price. Close (Prev) Previous session closing price. Change / Pct Price change from previous close. Volume Session trading volume. Low volume = illiquid, hard to exit. Last Timestamp Time of last trade. Stale timestamps signal no recent activity. Bid/Ask/Last Yield For bonds only. Shows actual yield at each price level. UNDERLYING REFERENCE (options only): Underlying Last Current price of the underlying security. Underlying Change/Pct How much the underlying has moved today. Critical context for interpreting option PnL and Greek changes. GREEKS (options only): IV [IBKR] / [ORT] Implied volatility from each model. Divergence is a signal. ORT falls back to IBKR on calculation failure. Delta ORT Position-weighted delta (raw delta × qty × multiplier). Net directional units for this position. Delta Dlrs [IBKR]/[ORT] Dollar delta: gain/loss per $1 underlying move. Most actionable sizing metric. Compare IBKR vs ORT for signal. Gamma ORT Rate of delta change per $1 underlying move. Position-weighted. Negative gamma = delta accelerates against you on moves. Gamma Dlrs ORT Dollar change in Delta Dlrs per $1 underlying move. Shows convexity risk in dollar terms. Large negative = dangerous in fast-moving markets. Theta ORT (analytical) Raw ORT analytical daily time decay. Theta2 ORT (conservative) PRIMARY THETA. Uses analytical theta unless its absolute value exceeds linear theta, in which case linear theta is used. Prevents overstating decay for deep ITM or near-expiry positions. Theta Linear Straight-line decay: -Extrinsic Value / DTE. Floor used in the conservative theta calculation. When Theta2 ORT equals Theta Linear, the analytical theta was capped — signals deep ITM. Theta Bump ORT Finite-difference theta (reprices with one less day). Independent verification of analytical theta. Theta Bump2 ORT Conservative version of bump theta. Compare to Theta2 ORT. Vega [IBKR] / [ORT] Dollar sensitivity per 1 vol point move. Negative = short vol. Compare IBKR and ORT for model divergence signal. Rho ORT Dollar sensitivity per 1% interest rate change. Most relevant for long-dated positions (LEAPS, long-dated bonds). VALUE & PnL FIELDS: Notional Strike × |qty| × multiplier. True economic exposure controlled by this position. NOT the same as option market value. Value [IBKR]/[ORT] Position market value from each model. For options: premium value. For stocks: shares × price. Divergence signals stale marks. Net Liq Value Liquidation value using bid (long) or ask (short). More realistic exit cost than mid-price Value. Net Liq Price Per-unit price used for liquidation value calculation. Revaluation Back-calculated price from IBKR's position value. Shows the implied price in IBKR's mark. Compare to Bid/Ask to spot stale marks. Avg Price Average price at which the position was opened. For short options this is the premium received per contract. Critical for understanding whether the position is profitable and for roll decisions. Cost Basis Total cost basis: Position × Avg Price × Multiplier. PnL [IBKR] Today's daily PnL for this position. Unreliable after hours for options — see after-hours banner. PnL Unrealized Total unrealized PnL since position was opened. PnL Prev Close [ORT] Full reprice PnL from previous close. Options: NPV change from underlying move. Unreliable after hours for deep ITM options. PnL Prev Close Delta [IBKR] Delta approximation using IBKR delta. First-order only. PnL Prev Close Delta ORT Delta approximation using ORT delta. More accurate. All three PnL Prev Close fields are unreliable after hours for covered call / stock+option books. OPTION ANALYTICS (options only): Intrinsic Value Total ITM dollar value of this position. ITM calls: (underlying - strike) × qty × multiplier. Zero for OTM options. Extrinsic Value Total time value remaining in this position. Decays to zero at expiration. For short options: this is the premium you still owe back to the market. If closing this position, you would pay back this extrinsic value (plus any intrinsic). When recommending a position closure to reduce risk, always state the extrinsic value being forfeited as the cost of the risk reduction. Time Value Pct (annualized) THE SINGLE MOST IMPORTANT RISK/RETURN METRIC AT POSITION LEVEL. Annualized yield from extrinsic value: 100 × ((1 + extrinsic/strike/DTE)^365 - 1). This normalizes everything — time remaining, premium, moneyness, implied volatility — into a single comparable return figure. A 25% annualized yield on a short put means you are being compensated 25% annualized for the risk of owning that stock at that strike. Compare across positions to identify which positions offer the best risk-adjusted return and which are poor value relative to their risk. High Time Value Pct = high return but also high risk (close to money, high vol, short DTE). Low Time Value Pct = low return, possibly safe but possibly just cheap premium not worth the margin usage. USE THIS to rank positions by income efficiency, not raw theta. DIVIDEND & RATES (when non-zero): Dividend PV Present value of expected dividends used in option pricing. Relevant for options on dividend-paying stocks. Affects call/put pricing — dividends reduce call value and increase put value. Dividend Yield Dividend yield used in ORT option pricing model. Risk Free Rate Flat yield curve rate injected into ORT pricing model externally. Shown for transparency. Same rate used across all option pricing. PnL STRESS ENVELOPE (options only): Eight PnL scenario values extracted from the full metrics vector, showing the high-volatility stress boundaries for this individual position: IV+50%: -20%, -10%, +10%, +20% (significant vol stress, moderate price moves) IV+75%: -20%, -10%, +10%, +20% (crisis vol stress, moderate price moves) Use this to identify WHICH SPECIFIC POSITION is the dominant risk driver within an underlying. If the underlying scenario matrix shows -$150K at IV+75%/-20%, the stress envelope tells you which individual position contributes the most to that loss. The position with the largest stress loss at IV+75%/-20% is the primary candidate for risk reduction — closing or rolling it would have the most impact on the aggregate underlying risk shown in the scenario matrix. Do not infer relationships between positions. Each position's stress envelope stands alone. The aggregate behavior is captured at the underlying level. ---------------------------------------------------------------- ---------------------------------------------------------------- === ANALYTICAL CONTEXT === How to weight and prioritize this portfolio snapshot. --- PRIMARY: Lead analysis here --- Net Liquidation (ORT Realtime) Account size (denominator for all ratios) NLV Daily % Change Today's performance (unreliable after hours) Daily PnL (IBKR) Today's absolute PnL (unreliable after hours -- do NOT use for performance ranking after hours) Delta$ (ORT) Directional exposure (primary risk metric) Theta2 ORT [ORT] Daily income (primary theta metric, most accurate) NOTE: Will differ from IBKR theta. ORT is correct. IBKR overstates for deep ITM positions. Vega (ORT) Volatility exposure Excess Liquidity Margin health (individual accounts only) Margin Cushion Ratio Primary safety indicator (0.30-1.0 healthy, individual accounts only) Extrinsic Value Total Total time value premium Notional (all four) True economic exposure vs NLV Stock Market Value Underlying equity exposure --- PRIMARY AT UNDERLYING LEVEL: Use these for precise risk assessment --- PnL Scenario Matrix PRIMARY risk tool. Full repricing at each IV shock and price move scenario. Use this to determine actual dollar risk — not notional. Bottom-left cell (IV+75% / -20%) = worst case for a short put book. Theta2 ORT Scenario Matrix Shows whether income holds under stress. Theta collapse at high IV = income at risk. PnL Prev Close Delta ORT Per-underlying delta approximation PnL. Unreliable after hours for stock+option books. Use during market hours only. Delta Dlrs ORT Per-underlying directional dollar exposure. Vega ORT Per-underlying vol sensitivity. Notional Call / Put Net options exposure per side per underlying. --- SECONDARY: Supporting context --- Cash / Available Funds / ELV Liquidity and leverage headroom Theta (IBKR Analytical) What trader sees in TWS (compare to ORT) Delta$ (IBKR) / Vega (IBKR) Broker model (compare to ORT) Unrealized / Realized PnL PnL composition Cost Basis Total capital deployed Intrinsic Values ITM component analysis Rho Rate sensitivity (most relevant for LEAPS) Instrument Types / Position Types Character of the book Underlying Symbols / Expiry Dates Holdings overview --- REFERENCE ONLY: Do not lead analysis with these --- Full Margin fields Overnight margin. Note only if material divergence from intraday values. Lookahead Margin fields Projected at next margin event. Note only if significant step-up is imminent. Accrued Cash / FX Cash Minor unless materially large. Bond / Bill / Fund / Warrant Note composition only if primary holdings. Futures PnL / Net Dividend Secondary income components. --- IMPORTANT NOTES --- 1. NOTIONAL vs RISK Do NOT alarm on high notional/NLV ratios alone. Always assess risk from PnL scenarios. A 4x ratio on 40% OTM strikes has minimal realistic loss probability in normal markets. What matters is scenario behavior, not notional. 2. MODEL DIFFERENCES (IBKR vs ORT) Both models are provided intentionally. Traders receive margin calls and manage positions based on IBKR values. ORT (QuantLib) is more accurate. When they diverge significantly, note it, especially for theta, where IBKR often overstates decay for deep ITM or near-expiry positions. 3. STRATEGY AGNOSTICISM Make NO strategy assumptions unless the Strategy Context section states one. Different accounts may have completely different objectives. Analyze each account on its own terms from the data alone. 4. IRA ACCOUNTS IRA accounts (IRA-ROTH, IRA-TRADITIONAL, etc.) operate on a cash basis. Margin fields for these accounts reflect cash collateral only, not leverage. Do not flag low Excess Liquidity or Available Funds for IRA accounts as a margin risk. Only the INDIVIDUAL account type carries true margin risk. 5. AFTER HOURS / PRE-MARKET PnL Outside regular trading hours (before 9:30 or after 16:00 ET, Mon-Fri), ALL PnL figures are unreliable and must not be used for performance assessment. This includes: - Daily PnL [IBKR]: stale option marks, no hedge offset accounting - PnL Prev Close [ORT]: deep ITM options have wide spreads and do not reprice correctly after hours - PnL Prev Close Delta ORT: stock and option legs mark inconsistently after hours, especially for covered call and stock+option books WHEN THE SNAPSHOT IS AFTER HOURS, YOU MUST: a) State explicitly that this is an after-hours snapshot and that no PnL figures are being used for performance assessment. b) Do NOT rank accounts or underlyings by any PnL metric. c) Do NOT attempt to estimate daily performance from any PnL field. d) Focus analysis entirely on risk: use PnL scenario matrices, Greeks (Delta$, Vega, Theta2 ORT), notional exposure, and margin health. e) The scenario matrices are full repricings computed at market close and remain valid for risk assessment regardless of the time of day. ---------------------------------------------------------------- === STRATEGY CONTEXT === Strategy context: Edit, delete, or rewrite as needed. If unchanged, the AI will use this as the trading strategy context for all accounts. Income generation through selling short puts and calls with small deltas to reduce exercise risk. IRA accounts are conservative with lower leverage. Margin accounts run more theta. Risk is managed via rolling short calls up in strike and out in expiry, and short puts down in strike and out in expiry. Total call and put notional relative to account size is important. Short put notional is especially critical. In declining markets, implied volatility spikes cause short puts to increase in price substantially. ---------------------------------------------------------------- === MY PROMPT === Questions and directives: Edit, delete, or rewrite as needed. If unchanged, please answer all of them. Be specific and cite actual numbers. For each account, describe what it holds and how it is positioned directionally. What are the three most significant risks across all accounts right now? For each risk, cite the specific metrics such as PnL scenario values or Greeks that support your assessment. Which underlyings show the most PnL sensitivity to volatility shocks or price moves? Which underlying has the biggest risk if implied volatility moves up 50% or 75% and the underlying price moves by 20%? Which accounts or underlyings performed well today? Which performed poorly? Why? What is the single most important thing I should be paying attention to right now? ---------------------------------------------------------------- === PORTFOLIO DATA === Generated: 05/04/2026, 11:44:34 EDT Accounts: Account 2 (IRA-TRADITIONAL NEW) ================================================================ Account 2 (IRA-TRADITIONAL NEW) ================================================================ Focus: all positions in this account. --- ACCOUNT --- Account Type [IBKR] IRA-TRADITIONAL NEW Currency [IBKR] BASE Instrument Types [ORT] [PUT, CALL, STK, FUT, IND, CASH, BOND, BILL] Position Types [ORT] [LONG, SHORT, FLAT] Underlying Symbols [ORT] [645913AA2 7.425 02/15/29, JPM, JPM PRL, JPM PRM, LMT 4.85 09/15/41, MSFT, NVDA, OZKAP, SGOV, SPY, V] --- NET LIQUIDATION --- Net Liquidation [IBKR] +2,164,428.47 Net Liquidation (ORT Realtime) [ORT] +2,164,697.86 NLV Daily % Change [ORT] +0.168% --- CASH --- Cash Balance [IBKR] +186,009.96 Total Cash Value [IBKR] +186,009.96 Total Cash Balance [IBKR] +186,009.96 Money Market Fund [IBKR] 0.00 Accrued Cash [IBKR] +505.14 FX Cash Balance [IBKR] 0.00 --- GREEKS --- Delta$ [IBKR] +754,411.94 Delta$ (ORT) [ORT] +807,282.11 Theta Analytical [IBKR] +310.83 Theta Analytical (ORT) [ORT] +229.57 Theta2 ORT <- PRIMARY [ORT] +212.54 Theta Linear (ORT) [ORT] +305.67 Vega [IBKR] -6,636.05 Vega (ORT) [ORT] -6,567.81 Rho [ORT] -12,722.07 --- EXTRINSIC/INTRINSIC --- Extrinsic Value (Total) [ORT] -214,540.50 Extrinsic Value (Calls) [ORT] -200,776.50 Extrinsic Value (Puts) [ORT] -13,764.00 Intrinsic Value (Total) [ORT] -712,335.51 Intrinsic Value (Calls) [ORT] -712,335.51 Intrinsic Value (Puts) [ORT] 0.00 --- PNL --- Daily PnL [IBKR] +3,627.32 PnL Unrealized [ORT] -145,348.68 PnL Realized [ORT] 0.00 Futures PnL [IBKR] 0.00 Net Dividend [IBKR] +5,056.01 Cost Basis [ORT] +2,117,203.99 --- POSITION VALUES --- Stock Market Value [IBKR] +2,796,165.43 Option Market Value [IBKR] -928,151.99 Position Value (ORT) [ORT] +1,977,518.90 Gross Position Value [IBKR] +3,829,161.34 Corporate Bond Value [IBKR] +104,843.92 Treasury Bill Value [IBKR] 0.00 Treasury Bond Value [IBKR] 0.00 Mutual Fund Value [IBKR] 0.00 Fund Value [IBKR] 0.00 Warrant Value [IBKR] 0.00 Cryptocurrency Value [IBKR] N/A --- NOTIONAL --- Notional Long Calls [ORT] 0.00 Notional Short Calls [ORT] -1,697,000.00 Notional Long Puts [ORT] 0.00 Notional Short Puts [ORT] -186,000.00 --- EXPIRATION --- Expiration Dates [ORT] [20260605, 20260717, 20260821, 20260918, 20270917, 20280121, 20281215, 20290215, 20410915] --- DERIVED METRICS --- Total Options Notional +1.883M Total Notional incl Stock +4.679M Notional / NLV 2.16x ---------------------------------------------------------------- Account 2 (IRA-TRADITIONAL NEW) - Underlyings ---------------------------------------------------------------- +-- NVDA ---------------------------------------------------- Security Type [IBKR] STK Last [IBKR] 196.48 Change [ORT] -1.97 Change Pct [ORT] -0.993% Delta [IBKR] +190.75 Delta ORT [ORT] +188.95 Delta Dlrs [IBKR] +37,728.80 Delta Dlrs ORT [ORT] +37,124.71 Gamma [IBKR] -3.44 Gamma ORT [ORT] -3.39 Gamma Dlrs [IBKR] -675.74 Gamma Dlrs ORT [ORT] -665.29 Theta [IBKR] +63.69 Theta ORT [ORT] +59.04 Theta2 [IBKR] +49.05 Theta2 ORT <- PRIMARY [ORT] +48.91 Theta Linear [ORT] +56.73 Theta Call [ORT] +53.34 Theta Put [ORT] +10.35 Theta Bump ORT [ORT] +59.05 Theta Bump2 ORT [ORT] +48.92 Vega [IBKR] -784.24 Vega ORT [ORT] -770.60 Rho [ORT] -2,595.90 Extrinsic Value [ORT] -33,221.50 Extrinsic Call [ORT] -33,000.50 Extrinsic Put [ORT] -221.00 Intrinsic Value [ORT] -242,552.00 Value [IBKR] +193,775.40 Value ORT [ORT] +196,194.77 Value Underlying [ORT] +471,623.99 Value Call Long [ORT] 0.00 Value Call Short [ORT] -277,630.58 Value Put Long [ORT] 0.00 Value Put Short [ORT] -218.00 Net Liq Value [ORT] +192,279.00 Cost Basis [ORT] +229,448.03 PnL [IBKR] +2,027.87 PnL Unrealized [ORT] -35,672.63 PnL Realized [ORT] 0.00 PnL Underlying [ORT] -4,656.01 PnL Call [ORT] +6,702.88 PnL Put [ORT] -19.00 PnL Prev Close [ORT] -293.79 PnL Prev Close Delta [IBKR] -303.79 PnL Prev Close Delta ORT [ORT] -300.24 Notional Call [ORT] -229,000.00 Notional Put [ORT] -17,000.00 Notional Call Long [ORT] 0.00 Notional Call Short [ORT] -229,000.00 Notional Put Long [ORT] 0.00 Notional Put Short [ORT] -17,000.00 PnL Scenario Matrix [ORT] -20% -10% -5% 0% +5% +10% +20% MKT IV -11.0K -4.5K -2.0K 0 +1.7K +3.2K +5.6K IV+25% +5.7K +11.1K +12.6K +13.8K +14.6K +15.3K +16.3K IV+50% -11.6K -5.4K -3.0K -1.0K +604.75 +2.0K +4.3K IV+75% -34.4K -27.5K -24.7K -22.2K -20.0K -18.0K -14.7K Theta2 ORT Scenario Matrix [ORT] -20% -10% -5% 0% +5% +10% +20% MKT IV +60.88 +64.19 +59.51 +48.17 +41.42 +37.57 +34.16 IV+25% +27.69 +37.61 +29.05 +25.93 +25.12 +24.80 +24.11 IV+50% +60.32 +64.12 +60.19 +48.83 +41.86 +37.85 +34.34 IV+75% +99.02 +100.50 +97.28 +91.57 +79.12 +69.88 +58.18 --- POSITIONS --- +-- LNG 2,400 NVDA ------------------------------------ ConID 4815747 Symbol NVDA Underlying NVDA Is Underlying Yes (STK/BOND/FUT/CASH) Security Type STK Instrument Type STK Position +2400 Position Type LONG Multiplier 1 Bid / Ask +196.48 x +196.50 (sizes: 300 x 400) Last +196.48 Close (Prev) +198.45 Change / Change Pct -1.97 / -0.99% Volume 59837959 Last Timestamp 2026-05-04T15:44:34.000Z Notional 0 Value [IBKR] / [ORT] +471.6K / +471.6K Net Liq Value / Price +471.6K / +196.48 Revaluation (implied px) +196.51 Avg Price +184.30 Cost Basis +442.3K PnL [IBKR] -4.7K PnL Unrealized +29.3K PnL Prev Close [ORT] -4.7K PnL Prev Close Delta [IBKR] -4.7K PnL Prev Close Delta ORT -4.7K +-- SHRT 1 NVDA Jun05'26 170 CALL --------------------- ConID 876615599 Symbol NVDA 260605C00170000 Underlying NVDA Is Underlying No (Option/Derivative) Security Type OPT Instrument Type CALL Position -1 Position Type SHORT Multiplier 100 Strike 170.00 Expiration Date 20260605 DTE 32 Moneyness (ITM+/OTM-) 15.58% Bid / Ask +28.70 x +29.50 (sizes: 2676 x 1525) Last +28.60 Close (Prev) +31.14 Change / Change Pct -2.54 / -8.16% Volume 32 Last Timestamp 2026-05-04T15:31:29.000Z Underlying Last +196.48 Underlying Change / Pct -1.97 / -0.99% IV [IBKR] / IV [ORT] 49.4% / 47.6% Delta ORT -86.5944 Delta Dlrs [IBKR] / [ORT] -16.9K / -17.0K Gamma ORT -0.7690 Gamma Dlrs ORT -151.08 Theta ORT (analytical) +10.65 Theta2 ORT (conservative) +7.94 Theta Linear +7.94 Theta Bump ORT +10.65 Theta Bump2 ORT +7.94 Vega [IBKR] / [ORT] -14.08 / -12.77 Rho ORT -12.75 Notional -17.0K Value [IBKR] / [ORT] -2.9K / -2.9K Net Liq Value / Price -3.0K / +29.50 Revaluation (implied px) +29.22 Avg Price +32.80 Cost Basis -3.3K PnL [IBKR] +191.96 PnL Unrealized +358.60 PnL Prev Close [ORT] +172.04 PnL Prev Close Delta [IBKR] +169.48 PnL Prev Close Delta ORT +170.59 Intrinsic Value -2.6K Extrinsic Value -262.00 Time Value Pct (annualized) 18.58% Risk Free Rate 3.75% PnL Stress Envelope: IV+50% -20%: +2.4K -10%: +1.5K +10%: -1.8K +20%: -3.7K IV+75% -20%: +2.0K -10%: +955.71 +10%: -2.1K +20%: -3.9K +-- SHRT 1 NVDA Jun05'26 170 PUT ---------------------- ConID 876617312 Symbol NVDA 260605P00170000 Underlying NVDA Is Underlying No (Option/Derivative) Security Type OPT Instrument Type PUT Position -1 Position Type SHORT Multiplier 100 Strike 170.00 Expiration Date 20260605 DTE 32 Moneyness (ITM+/OTM-) -15.58% Bid / Ask +2.14 x +2.23 (sizes: 1184 x 2212) Last +2.21 Close (Prev) +1.99 Change / Change Pct +0.22 / 11.06% Volume 661 Last Timestamp 2026-05-04T15:43:26.000Z Underlying Last +196.48 Underlying Change / Pct -1.97 / -0.99% IV [IBKR] / IV [ORT] 49.4% / 49.0% Delta ORT 14.0127 Delta Dlrs [IBKR] / [ORT] +2.7K / +2.8K Gamma ORT -0.7698 Gamma Dlrs ORT -151.25 Theta ORT (analytical) +9.46 Theta2 ORT (conservative) +6.70 Theta Linear +6.70 Theta Bump ORT +9.46 Theta Bump2 ORT +6.70 Vega [IBKR] / [ORT] -14.09 / -13.16 Rho ORT +2.69 Notional -17.0K Value [IBKR] / [ORT] -218.00 / -220.86 Net Liq Value / Price -223.00 / +2.23 Revaluation (implied px) +2.18 Avg Price +1.95 Cost Basis -195.36 PnL [IBKR] -19.00 PnL Unrealized -22.63 PnL Prev Close [ORT] -26.15 PnL Prev Close Delta [IBKR] -27.39 PnL Prev Close Delta ORT -27.60 Intrinsic Value 0 Extrinsic Value -221.00 Time Value Pct (annualized) 15.46% Risk Free Rate 3.75% PnL Stress Envelope: IV+50% -20%: -1.5K -10%: -487.84 +10%: +157.12 +20%: +206.13 IV+75% -20%: -1.9K -10%: -990.83 +10%: -86.13 +20%: +78.65 +-- SHRT 17 NVDA Sep17'27 70 CALL --------------------- ConID 829545927 Symbol NVDA 270917C00070000 Underlying NVDA Is Underlying No (Option/Derivative) Security Type OPT Instrument Type CALL Position -17 Position Type SHORT Multiplier 100 Strike 70.00 Expiration Date 20270917 DTE 501 Moneyness (ITM+/OTM-) 180.69% Bid / Ask +129.65 x +133.10 (sizes: 1271 x 213) Last +135.26 Close (Prev) +135.26 Change / Change Pct 0 / 0% Volume 0 Underlying Last +196.48 Underlying Change / Pct -1.97 / -0.99% IV [IBKR] / IV [ORT] 56.8% / 54.1% Delta ORT -1662.8462 Delta Dlrs [IBKR] / [ORT] -325.7K / -326.7K Gamma ORT -0.7005 Gamma Dlrs ORT -137.63 Theta ORT (analytical) +21.23 Theta2 ORT (conservative) +16.58 Theta Linear +16.58 Theta Bump ORT +21.23 Theta Bump2 ORT +16.58 Vega [IBKR] / [ORT] -216.26 / -201.21 Rho ORT -1.4K Notional -119.0K Value [IBKR] / [ORT] -225.2K / -223.0K Net Liq Value / Price -226.3K / +133.10 Revaluation (implied px) +132.50 Avg Price +101.53 Cost Basis -172.6K PnL [IBKR] +4.7K PnL Unrealized -52.6K PnL Prev Close [ORT] +3.3K PnL Prev Close Delta [IBKR] +3.3K PnL Prev Close Delta ORT +3.3K Intrinsic Value -215.0K Extrinsic Value -8.3K Time Value Pct (annualized) 5.22% Dividend PV / Yield +0.06 / 0.03% Risk Free Rate 3.75% PnL Stress Envelope: IV+50% -20%: +65.8K -10%: +33.4K +10%: -32.2K +20%: -65.3K IV+75% -20%: +56.4K -10%: +25.3K +10%: -38.3K +20%: -70.5K +-- SHRT 6 NVDA Dec15'28 155 CALL --------------------- ConID 843600503 Symbol NVDA 281215C00155000 Underlying NVDA Is Underlying No (Option/Derivative) Security Type OPT Instrument Type CALL Position -6 Position Type SHORT Multiplier 100 Strike 155.00 Expiration Date 20281215 DTE 956 Moneyness (ITM+/OTM-) 26.76% Bid / Ask +81.30 x +83.05 (sizes: 1927 x 255) Last +83.50 Close (Prev) +85.45 Change / Change Pct -1.95 / -2.28% Volume 2 Last Timestamp 2026-05-04T15:13:13.000Z Underlying Last +196.48 Underlying Change / Pct -1.97 / -0.99% IV [IBKR] / IV [ORT] 46.0% / 46.8% Delta ORT -475.6230 Delta Dlrs [IBKR] / [ORT] -93.9K / -93.5K Gamma ORT -1.1468 Gamma Dlrs ORT -225.33 Theta ORT (analytical) +17.70 Theta2 ORT (conservative) +17.70 Theta Linear +25.51 Theta Bump ORT +17.71 Theta Bump2 ORT +17.71 Vega [IBKR] / [ORT] -539.81 / -543.47 Rho ORT -1.2K Notional -93.0K Value [IBKR] / [ORT] -49.5K / -49.2K Net Liq Value / Price -49.8K / +83.05 Revaluation (implied px) +82.44 Avg Price +61.33 Cost Basis -36.8K PnL [IBKR] +1.8K PnL Unrealized -12.7K PnL Prev Close [ORT] +939.19 PnL Prev Close Delta [IBKR] +942.45 PnL Prev Close Delta ORT +936.98 Intrinsic Value -24.9K Extrinsic Value -24.4K Time Value Pct (annualized) 10.53% Dividend PV / Yield +0.10 / 0.05% Risk Free Rate 3.75% PnL Stress Envelope: IV+50% -20%: +16.0K -10%: +7.4K +10%: -11.3K +20%: -21.1K IV+75% -20%: +3.4K -10%: -5.7K +10%: -24.8K +20%: -34.7K +-- MSFT ---------------------------------------------------- Security Type [IBKR] STK Last [IBKR] 414.71 Change [ORT] +0.27 Change Pct [ORT] +0.065% Delta [IBKR] +309.07 Delta ORT [ORT] +401.44 Delta Dlrs [IBKR] +128,677.27 Delta Dlrs ORT [ORT] +166,479.32 Gamma [IBKR] -1.80 Gamma ORT [ORT] -1.54 Gamma Dlrs [IBKR] -745.14 Gamma Dlrs ORT [ORT] -639.31 Theta [IBKR] +70.24 Theta ORT [ORT] +54.41 Theta2 [IBKR] +68.37 Theta2 ORT <- PRIMARY [ORT] +53.44 Theta Linear [ORT] +90.34 Theta Call [ORT] +68.61 Theta Put [ORT] +1.62 Theta Bump ORT [ORT] +54.42 Theta Bump2 ORT [ORT] +53.46 Vega [IBKR] -2,522.51 Vega ORT [ORT] -2,614.29 Rho [ORT] -4,880.59 Extrinsic Value [ORT] -84,182.00 Extrinsic Call [ORT] -82,862.00 Extrinsic Put [ORT] -1,320.00 Intrinsic Value [ORT] -91,768.00 Value [IBKR] +362,529.15 Value ORT [ORT] +364,596.77 Value Underlying [ORT] +539,071.02 Value Call Long [ORT] 0.00 Value Call Short [ORT] -175,185.79 Value Put Long [ORT] 0.00 Value Put Short [ORT] -1,356.08 Net Liq Value [ORT] +360,302.00 Cost Basis [ORT] +405,128.02 PnL [IBKR] -13.12 PnL Unrealized [ORT] -42,598.87 PnL Realized [ORT] 0.00 PnL Underlying [ORT] +299.02 PnL Call [ORT] -330.13 PnL Put [ORT] +17.99 PnL Prev Close [ORT] +56.46 PnL Prev Close Delta [IBKR] +31.46 PnL Prev Close Delta ORT [ORT] +56.40 Notional Call [ORT] -455,000.00 Notional Put [ORT] -25,000.00 Notional Call Long [ORT] 0.00 Notional Call Short [ORT] -455,000.00 Notional Put Long [ORT] 0.00 Notional Put Short [ORT] -25,000.00 PnL Scenario Matrix [ORT] -20% -10% -5% 0% +5% +10% +20% MKT IV -39.4K -18.1K -8.7K 0 +8.0K +15.4K +28.6K IV+25% -4.5K +17.6K +26.9K +35.1K +42.5K +49.0K +60.1K IV+50% -65.5K -45.7K -36.8K -28.4K -20.6K -13.2K +207.52 IV+75% -124.6K -107.8K -100.0K -92.6K -85.5K -78.8K -66.0K Theta2 ORT Scenario Matrix [ORT] -20% -10% -5% 0% +5% +10% +20% MKT IV +53.53 +54.94 +54.36 +53.27 +51.96 +50.45 +46.93 IV+25% +34.63 +34.42 +33.73 +32.64 +30.64 +28.45 +23.88 IV+50% +65.14 +67.03 +67.32 +66.91 +66.00 +64.91 +61.94 IV+75% +86.60 +89.90 +91.06 +91.93 +92.53 +92.90 +93.01 --- POSITIONS --- +-- LNG 1,300 MSFT ------------------------------------ ConID 272093 Symbol MSFT Underlying MSFT Is Underlying Yes (STK/BOND/FUT/CASH) Security Type STK Instrument Type STK Position +1300 Position Type LONG Multiplier 1 Bid / Ask +414.69 x +414.75 (sizes: 80 x 240) Last +414.71 Close (Prev) +414.44 Change / Change Pct +0.27 / 0.07% Volume 11575764 Last Timestamp 2026-05-04T15:44:34.000Z Notional 0 Value [IBKR] / [ORT] +539.1K / +539.1K Net Liq Value / Price +539.1K / +414.69 Revaluation (implied px) +414.67 Avg Price +439.00 Cost Basis +570.7K PnL [IBKR] +299.02 PnL Unrealized -31.6K PnL Prev Close [ORT] +299.02 PnL Prev Close Delta [IBKR] +299.02 PnL Prev Close Delta ORT +299.02 +-- SHRT 2 MSFT Jan21'28 250 CALL --------------------- ConID 829865160 Symbol MSFT 280121C00250000 Underlying MSFT Is Underlying No (Option/Derivative) Security Type OPT Instrument Type CALL Position -2 Position Type SHORT Multiplier 100 Strike 250.00 Expiration Date 20280121 DTE 627 Moneyness (ITM+/OTM-) 65.88% Bid / Ask +183.15 x +188.00 (sizes: 613 x 280) Last +186.43 Close (Prev) +186.43 Change / Change Pct 0 / 0% Volume 0 Underlying Last +414.71 Underlying Change / Pct +0.27 / 0.07% IV [IBKR] / IV [ORT] 35.6% / 44.1% Delta ORT -173.6591 Delta Dlrs [IBKR] / [ORT] -76.7K / -72.0K Gamma ORT -0.1519 Gamma Dlrs ORT -62.98 Theta ORT (analytical) +7.60 Theta2 ORT (conservative) +6.92 Theta Linear +6.92 Theta Bump ORT +7.60 Theta Bump2 ORT +6.92 Vega [IBKR] / [ORT] -150.57 / -198.29 Rho ORT -599.16 Notional -50.0K Value [IBKR] / [ORT] -37.3K / -37.2K Net Liq Value / Price -37.6K / +188.00 Revaluation (implied px) +186.29 Avg Price +136.53 Cost Basis -27.3K PnL [IBKR] +28.70 PnL Unrealized -10.0K PnL Prev Close [ORT] -46.88 PnL Prev Close Delta [IBKR] -50.00 PnL Prev Close Delta ORT -46.89 Intrinsic Value -32.9K Extrinsic Value -4.3K Time Value Pct (annualized) 5.18% Dividend PV / Yield +6.17 / 1.49% Risk Free Rate 3.75% PnL Stress Envelope: IV+50% -20%: +12.3K -10%: +5.7K +10%: -8.4K +20%: -15.8K IV+75% -20%: +6.2K -10%: -312.67 +10%: -14.1K +20%: -21.2K +-- SHRT 1 MSFT Dec15'28 250 PUT ---------------------- ConID 844395415 Symbol MSFT 281215P00250000 Underlying MSFT Is Underlying No (Option/Derivative) Security Type OPT Instrument Type PUT Position -1 Position Type SHORT Multiplier 100 Strike 250.00 Expiration Date 20281215 DTE 956 Moneyness (ITM+/OTM-) -65.88% Bid / Ask +13.10 x +13.90 (sizes: 209 x 670) Last +13.20 Close (Prev) +13.74 Change / Change Pct -0.54 / -3.93% Volume 33 Last Timestamp 2026-05-04T14:54:41.000Z Underlying Last +414.71 Underlying Change / Pct +0.27 / 0.07% IV [IBKR] / IV [ORT] 35.6% / 33.4% Delta ORT 9.4830 Delta Dlrs [IBKR] / [ORT] +4.0K / +3.9K Gamma ORT -0.0741 Gamma Dlrs ORT -30.74 Theta ORT (analytical) +1.66 Theta2 ORT (conservative) +1.38 Theta Linear +1.38 Theta Bump ORT +1.66 Theta Bump2 ORT +1.38 Vega [IBKR] / [ORT] -115.60 / -111.54 Rho ORT +136.94 Notional -25.0K Value [IBKR] / [ORT] -1.4K / -1.3K Net Liq Value / Price -1.4K / +13.90 Revaluation (implied px) +13.56 Avg Price +14.29 Cost Basis -1.4K PnL [IBKR] +17.99 PnL Unrealized +73.19 PnL Prev Close [ORT] +2.56 PnL Prev Close Delta [IBKR] +2.59 PnL Prev Close Delta ORT +2.56 Intrinsic Value 0 Extrinsic Value -1.3K Time Value Pct (annualized) 2.03% Dividend PV / Yield +9.51 / 2.30% Risk Free Rate 3.75% PnL Stress Envelope: IV+50% -20%: -3.5K -10%: -2.8K +10%: -1.7K +20%: -1.2K IV+75% -20%: -7.1K -10%: -6.4K +10%: -5.3K +20%: -4.8K +-- SHRT 4 MSFT Dec15'28 300 CALL --------------------- ConID 844391358 Symbol MSFT 281215C00300000 Underlying MSFT Is Underlying No (Option/Derivative) Security Type OPT Instrument Type CALL Position -4 Position Type SHORT Multiplier 100 Strike 300.00 Expiration Date 20281215 DTE 956 Moneyness (ITM+/OTM-) 38.24% Bid / Ask +160.00 x +164.05 (sizes: 335 x 236) Last +165.32 Close (Prev) +163.03 Change / Change Pct +2.29 / 1.40% Volume 20 Last Timestamp 2026-05-04T15:17:53.000Z Underlying Last +414.71 Underlying Change / Pct +0.27 / 0.07% IV [IBKR] / IV [ORT] 34.1% / 42.6% Delta ORT -304.2181 Delta Dlrs [IBKR] / [ORT] -140.6K / -126.2K Gamma ORT -0.3598 Gamma Dlrs ORT -149.20 Theta ORT (analytical) +13.84 Theta2 ORT (conservative) +13.84 Theta Linear +19.78 Theta Bump ORT +13.85 Theta Bump2 ORT +13.85 Vega [IBKR] / [ORT] -622.56 / -691.36 Rho ORT -1.6K Notional -120.0K Value [IBKR] / [ORT] -65.2K / -64.0K Net Liq Value / Price -65.6K / +164.05 Revaluation (implied px) +163.02 Avg Price +149.68 Cost Basis -59.9K PnL [IBKR] +5.53 PnL Unrealized -5.3K PnL Prev Close [ORT] -82.13 PnL Prev Close Delta [IBKR] -91.62 PnL Prev Close Delta ORT -82.14 Intrinsic Value -45.9K Extrinsic Value -18.9K Time Value Pct (annualized) 6.20% Dividend PV / Yield +9.51 / 2.30% Risk Free Rate 3.75% PnL Stress Envelope: IV+50% -20%: +18.7K -10%: +7.1K +10%: -17.9K +20%: -31.2K IV+75% -20%: +2.3K -10%: -9.9K +10%: -35.4K +20%: -48.6K +-- SHRT 1 MSFT Dec15'28 320 CALL --------------------- ConID 844391461 Symbol MSFT 281215C00320000 Underlying MSFT Is Underlying No (Option/Derivative) Security Type OPT Instrument Type CALL Position -1 Position Type SHORT Multiplier 100 Strike 320.00 Expiration Date 20281215 DTE 956 Moneyness (ITM+/OTM-) 29.60% Bid / Ask +147.65 x +151.35 (sizes: 287 x 43) Last +149.99 Close (Prev) +149.99 Change / Change Pct 0 / 0% Volume 20 Underlying Last +414.71 Underlying Change / Pct +0.27 / 0.07% IV [IBKR] / IV [ORT] 33.7% / 41.7% Delta ORT -73.6074 Delta Dlrs [IBKR] / [ORT] -34.0K / -30.5K Gamma ORT -0.0991 Gamma Dlrs ORT -41.11 Theta ORT (analytical) +3.75 Theta2 ORT (conservative) +3.75 Theta Linear +5.78 Theta Bump ORT +3.75 Theta Bump2 ORT +3.75 Vega [IBKR] / [ORT] -174.84 / -186.37 Rho ORT -411.39 Notional -32.0K Value [IBKR] / [ORT] -15.0K / -14.8K Net Liq Value / Price -15.1K / +151.35 Revaluation (implied px) +150.21 Avg Price +152.34 Cost Basis -15.2K PnL [IBKR] -22.80 PnL Unrealized +212.14 PnL Prev Close [ORT] -19.87 PnL Prev Close Delta [IBKR] -22.16 PnL Prev Close Delta ORT -19.87 Intrinsic Value -9.5K Extrinsic Value -5.5K Time Value Pct (annualized) 6.81% Dividend PV / Yield +9.51 / 2.30% Risk Free Rate 3.75% PnL Stress Envelope: IV+50% -20%: +4.2K -10%: +1.4K +10%: -4.7K +20%: -7.9K IV+75% -20%: -48.98 -10%: -3.0K +10%: -9.3K +20%: -12.5K +-- SHRT 1 MSFT Dec15'28 380 CALL --------------------- ConID 844391809 Symbol MSFT 281215C00380000 Underlying MSFT Is Underlying No (Option/Derivative) Security Type OPT Instrument Type CALL Position -1 Position Type SHORT Multiplier 100 Strike 380.00 Expiration Date 20281215 DTE 956 Moneyness (ITM+/OTM-) 9.13% Bid / Ask +114.80 x +118.00 (sizes: 370 x 643) Last +114.10 Close (Prev) +115.84 Change / Change Pct -1.74 / -1.50% Volume 46 Last Timestamp 2026-05-04T15:37:24.000Z Underlying Last +414.71 Underlying Change / Pct +0.27 / 0.07% IV [IBKR] / IV [ORT] 32.4% / 37.8% Delta ORT -65.4792 Delta Dlrs [IBKR] / [ORT] -30.1K / -27.2K Gamma ORT -0.1297 Gamma Dlrs ORT -53.81 Theta ORT (analytical) +4.29 Theta2 ORT (conservative) +4.29 Theta Linear +8.30 Theta Bump ORT +4.30 Theta Bump2 ORT +4.30 Vega [IBKR] / [ORT] -218.88 / -221.35 Rho ORT -415.06 Notional -38.0K Value [IBKR] / [ORT] -11.6K / -11.3K Net Liq Value / Price -11.8K / +118.00 Revaluation (implied px) +115.88 Avg Price +98.33 Cost Basis -9.8K PnL [IBKR] -4.07 PnL Unrealized -1.8K PnL Prev Close [ORT] -17.67 PnL Prev Close Delta [IBKR] -19.63 PnL Prev Close Delta ORT -17.68 Intrinsic Value -3.5K Extrinsic Value -7.9K Time Value Pct (annualized) 8.29% Dividend PV / Yield +9.51 / 2.30% Risk Free Rate 3.75% PnL Stress Envelope: IV+50% -20%: +2.5K -10%: +32.01 +10%: -5.5K +20%: -8.5K IV+75% -20%: -2.1K -10%: -4.9K +10%: -10.8K +20%: -14.0K +-- SHRT 5 MSFT Dec15'28 430 CALL --------------------- ConID 844392126 Symbol MSFT 281215C00430000 Underlying MSFT Is Underlying No (Option/Derivative) Security Type OPT Instrument Type CALL Position -5 Position Type SHORT Multiplier 100 Strike 430.00 Expiration Date 20281215 DTE 956 Moneyness (ITM+/OTM-) -3.56% Bid / Ask +90.00 x +94.50 (sizes: 585 x 955) Last +95.00 Close (Prev) +91.55 Change / Change Pct +3.45 / 3.77% Volume 1 Last Timestamp 2026-05-04T14:24:20.000Z Underlying Last +414.71 Underlying Change / Pct +0.27 / 0.07% IV [IBKR] / IV [ORT] 31.6% / 36.8% Delta ORT -291.0838 Delta Dlrs [IBKR] / [ORT] -133.0K / -120.7K Gamma ORT -0.7269 Gamma Dlrs ORT -301.46 Theta ORT (analytical) +23.26 Theta2 ORT (conservative) +23.26 Theta Linear +48.20 Theta Bump ORT +23.27 Theta Bump2 ORT +23.27 Vega [IBKR] / [ORT] -1.2K / -1.2K Rho ORT -2.0K Notional -215.0K Value [IBKR] / [ORT] -46.1K / -45.8K Net Liq Value / Price -47.3K / +94.50 Revaluation (implied px) +92.22 Avg Price +103.80 Cost Basis -51.9K PnL [IBKR] -337.49 PnL Unrealized +5.8K PnL Prev Close [ORT] -78.57 PnL Prev Close Delta [IBKR] -86.73 PnL Prev Close Delta ORT -78.59 Intrinsic Value 0 Extrinsic Value -46.1K Time Value Pct (annualized) 8.53% Dividend PV / Yield +9.51 / 2.30% Risk Free Rate 3.75% PnL Stress Envelope: IV+50% -20%: +8.1K -10%: -3.3K +10%: -28.9K +20%: -43.0K IV+75% -20%: -16.1K -10%: -29.4K +10%: -57.8K +20%: -72.8K +-- SPY ----------------------------------------------------- Security Type [IBKR] STK Last [IBKR] 718.40 Change [ORT] -2.25 Change Pct [ORT] -0.312% Delta [IBKR] +21.03 Delta ORT [ORT] +8.44 Delta Dlrs [IBKR] +15,856.20 Delta Dlrs ORT [ORT] +6,066.35 Gamma [IBKR] -0.32 Gamma ORT [ORT] -0.13 Gamma Dlrs [IBKR] -232.42 Gamma Dlrs ORT [ORT] -95.04 Theta [IBKR] +110.77 Theta ORT [ORT] +63.47 Theta2 [IBKR] +57.81 Theta2 ORT <- PRIMARY [ORT] +57.81 Theta Linear [ORT] +57.81 Theta Call [ORT] +110.77 Theta Put [ORT] 0.00 Theta Bump ORT [ORT] +63.37 Theta Bump2 ORT [ORT] +57.81 Vega [IBKR] -234.86 Vega ORT [ORT] -81.91 Rho [ORT] -1,791.32 Extrinsic Value [ORT] -6,624.50 Extrinsic Call [ORT] -6,624.50 Extrinsic Put [ORT] 0.00 Intrinsic Value [ORT] -348,920.00 Value [IBKR] +577,975.15 Value ORT [ORT] +578,639.76 Value Underlying [ORT] +933,958.99 Value Call Long [ORT] 0.00 Value Call Short [ORT] -355,983.84 Value Put Long [ORT] 0.00 Value Put Short [ORT] 0.00 Net Liq Value [ORT] +576,132.00 Cost Basis [ORT] +643,772.26 PnL [IBKR] +499.35 PnL Unrealized [ORT] -65,797.11 PnL Realized [ORT] 0.00 PnL Underlying [ORT] -2,886.01 PnL Call [ORT] +3,385.36 PnL Put [ORT] 0.00 PnL Prev Close [ORT] +20.35 PnL Prev Close Delta [IBKR] -8.30 PnL Prev Close Delta ORT [ORT] +20.02 Notional Call [ORT] -585,000.00 Notional Put [ORT] 0.00 Notional Call Long [ORT] 0.00 Notional Call Short [ORT] -585,000.00 Notional Put Long [ORT] 0.00 Notional Put Short [ORT] 0.00 PnL Scenario Matrix [ORT] -20% -10% -5% 0% +5% +10% +20% MKT IV -5.2K -1.2K -411.50 0 +234.29 +378.09 +548.23 IV+25% -1.0K +200.83 +330.92 +399.91 +450.83 +496.66 +585.19 IV+50% -17.7K -7.9K -5.1K -3.3K -2.0K -1.1K -118.27 IV+75% -45.0K -29.2K -23.5K -18.8K -15.1K -12.1K -7.7K Theta2 ORT Scenario Matrix [ORT] -20% -10% -5% 0% +5% +10% +20% MKT IV +100.02 +65.21 +58.88 +55.49 +53.59 +52.43 +51.00 IV+25% +64.47 +54.04 +52.93 +52.35 +51.71 +51.22 +50.43 IV+50% +210.12 +124.45 +100.37 +83.98 +72.88 +65.37 +56.78 IV+75% +425.70 +310.92 +260.60 +219.96 +187.18 +160.74 +122.18 --- POSITIONS --- +-- LNG 1,300 SPY ------------------------------------- ConID 756733 Symbol SPY Underlying SPY Is Underlying Yes (STK/BOND/FUT/CASH) Security Type STK Instrument Type STK Position +1300 Position Type LONG Multiplier 1 Bid / Ask +718.37 x +718.40 (sizes: 600 x 320) Last +718.40 Close (Prev) +720.65 Change / Change Pct -2.25 / -0.31% Volume 20186107 Last Timestamp 2026-05-04T15:44:34.000Z Notional 0 Value [IBKR] / [ORT] +934.0K / +933.9K Net Liq Value / Price +933.9K / +718.37 Revaluation (implied px) +718.43 Avg Price +693.06 Cost Basis +901.0K PnL [IBKR] -2.9K PnL Unrealized +33.0K PnL Prev Close [ORT] -2.9K PnL Prev Close Delta [IBKR] -2.9K PnL Prev Close Delta ORT -2.9K +-- SHRT 11 SPY Aug21'26 450 CALL --------------------- ConID 853201350 Symbol SPY 260821C00450000 Underlying SPY Is Underlying No (Option/Derivative) Security Type OPT Instrument Type CALL Position -11 Position Type SHORT Multiplier 100 Strike 450.00 Expiration Date 20260821 DTE 109 Moneyness (ITM+/OTM-) 59.64% Bid / Ask +271.54 x +274.93 (sizes: 20 x 11) Last +276.15 Close (Prev) +276.15 Change / Change Pct 0 / 0% Volume 0 Underlying Last +718.40 Underlying Change / Pct -2.25 / -0.31% IV [IBKR] / IV [ORT] 43.5% / 32.9% Delta ORT -1095.7546 Delta Dlrs [IBKR] / [ORT] -777.4K / -787.2K Gamma ORT -0.0797 Gamma Dlrs ORT -57.27 Theta ORT (analytical) +50.65 Theta2 ORT (conservative) +48.35 Theta Linear +48.35 Theta Bump ORT +50.58 Theta Bump2 ORT +48.35 Vega [IBKR] / [ORT] -193.05 / -40.81 Rho ORT -1.5K Notional -495.0K Value [IBKR] / [ORT] -300.9K / -300.3K Net Liq Value / Price -302.4K / +274.93 Revaluation (implied px) +273.57 Avg Price +197.52 Cost Basis -217.3K PnL [IBKR] +2.8K PnL Unrealized -83.7K PnL Prev Close [ORT] +2.5K PnL Prev Close Delta [IBKR] +2.4K PnL Prev Close Delta ORT +2.5K Intrinsic Value -295.2K Extrinsic Value -5.3K Time Value Pct (annualized) 3.63% Dividend PV / Yield +1.82 / 0.25% Risk Free Rate 3.75% PnL Stress Envelope: IV+50% -20%: +143.6K -10%: +72.7K +10%: -80.0K +20%: -158.3K IV+75% -20%: +121.1K -10%: +55.3K +10%: -88.7K +20%: -164.1K +-- SHRT 2 SPY Sep18'26 450 CALL ---------------------- ConID 792203109 Symbol SPY 260918C00450000 Underlying SPY Is Underlying No (Option/Derivative) Security Type OPT Instrument Type CALL Position -2 Position Type SHORT Multiplier 100 Strike 450.00 Expiration Date 20260918 DTE 137 Moneyness (ITM+/OTM-) 59.64% Bid / Ask +273.23 x +276.63 (sizes: 11 x 5) Last +277.39 Close (Prev) +278.01 Change / Change Pct -0.62 / -0.22% Volume 2 Last Timestamp 2026-05-04T14:11:55.000Z Underlying Last +718.40 Underlying Change / Pct -2.25 / -0.31% IV [IBKR] / IV [ORT] 41.2% / 40.1% Delta ORT -195.8011 Delta Dlrs [IBKR] / [ORT] -140.7K / -140.7K Gamma ORT -0.0526 Gamma Dlrs ORT -37.77 Theta ORT (analytical) +12.82 Theta2 ORT (conservative) +9.46 Theta Linear +9.46 Theta Bump ORT +12.80 Theta Bump2 ORT +9.46 Vega [IBKR] / [ORT] -41.81 / -41.10 Rho ORT -324.10 Notional -90.0K Value [IBKR] / [ORT] -55.1K / -54.9K Net Liq Value / Price -55.3K / +276.63 Revaluation (implied px) +275.27 Avg Price +199.67 Cost Basis -39.9K PnL [IBKR] +548.18 PnL Unrealized -15.1K PnL Prev Close [ORT] +440.69 PnL Prev Close Delta [IBKR] +440.92 PnL Prev Close Delta ORT +440.56 Intrinsic Value -53.7K Extrinsic Value -1.3K Time Value Pct (annualized) 3.91% Dividend PV / Yield +3.63 / 0.51% Risk Free Rate 3.75% PnL Stress Envelope: IV+50% -20%: +25.5K -10%: +12.8K +10%: -14.5K +20%: -28.6K IV+75% -20%: +20.7K -10%: +8.9K +10%: -16.8K +20%: -30.3K +-- SGOV ---------------------------------------------------- Security Type [IBKR] STK Last [IBKR] 100.42 Change [ORT] +0.01 Change Pct [ORT] +0.010% Delta [IBKR] +850.00 Delta ORT [ORT] +850.00 Delta Dlrs [IBKR] +85,356.92 Delta Dlrs ORT [ORT] +85,356.92 Value [IBKR] +85,357.00 Value ORT [ORT] +85,356.92 Value Underlying [ORT] +85,357.00 Net Liq Value [ORT] +85,348.50 Cost Basis [ORT] +85,555.97 PnL [IBKR] +8.50 PnL Unrealized [ORT] -198.97 PnL Underlying [ORT] +8.50 PnL Prev Close [ORT] +8.50 PnL Prev Close Delta [IBKR] +8.50 PnL Prev Close Delta ORT [ORT] +8.50 Greeks / Options Fields [ORT] None (underlying-only position) PnL Scenario Matrix [ORT] None (underlying-only position) Theta2 ORT Scenario Matrix [ORT] None (underlying-only position) --- POSITIONS --- +-- LNG 850 SGOV -------------------------------------- ConID 424099317 Symbol SGOV Underlying SGOV Is Underlying Yes (STK/BOND/FUT/CASH) Security Type STK Instrument Type STK Position +850 Position Type LONG Multiplier 1 Bid / Ask +100.41 x +100.42 (sizes: 6884900 x 3828000) Last +100.42 Close (Prev) +100.41 Change / Change Pct +0.01 / 0.01% Volume 9592490 Last Timestamp 2026-05-04T15:44:34.000Z Notional 0 Value [IBKR] / [ORT] +85.4K / +85.4K Net Liq Value / Price +85.3K / +100.41 Revaluation (implied px) +100.42 Avg Price +100.65 Cost Basis +85.6K PnL [IBKR] +8.50 PnL Unrealized -198.97 PnL Prev Close [ORT] +8.50 PnL Prev Close Delta [IBKR] +8.50 PnL Prev Close Delta ORT +8.50 +-- V ------------------------------------------------------- Security Type [IBKR] STK Last [IBKR] 327.99 Change [ORT] -0.05 Change Pct [ORT] -0.014% Delta [IBKR] +536.40 Delta ORT [ORT] +613.86 Delta Dlrs [IBKR] +175,798.23 Delta Dlrs ORT [ORT] +201,336.62 Gamma [IBKR] -4.63 Gamma ORT [ORT] -3.97 Gamma Dlrs [IBKR] -1,520.30 Gamma Dlrs ORT [ORT] -1,302.05 Theta [IBKR] +63.43 Theta ORT [ORT] +50.51 Theta2 [IBKR] +63.43 Theta2 ORT <- PRIMARY [ORT] +50.51 Theta Linear [ORT] +98.92 Theta Call [ORT] +55.22 Theta Put [ORT] +8.20 Theta Bump ORT [ORT] +50.52 Theta Bump2 ORT [ORT] +50.52 Vega [IBKR] -3,090.89 Vega ORT [ORT] -3,098.94 Rho [ORT] -3,413.82 Extrinsic Value [ORT] -90,372.50 Extrinsic Call [ORT] -78,149.50 Extrinsic Put [ORT] -12,223.00 Intrinsic Value [ORT] -18,380.50 Value [IBKR] +318,018.88 Value ORT [ORT] +318,494.61 Value Underlying [ORT] +426,380.48 Value Call Long [ORT] 0.00 Value Call Short [ORT] -95,702.03 Value Put Long [ORT] 0.00 Value Put Short [ORT] -12,659.58 Net Liq Value [ORT] +313,977.00 Cost Basis [ORT] +312,577.76 PnL [IBKR] +198.52 PnL Unrealized [ORT] +5,441.11 PnL Realized [ORT] 0.00 PnL Underlying [ORT] -58.52 PnL Call [ORT] +829.12 PnL Put [ORT] -572.09 PnL Prev Close [ORT] -27.64 PnL Prev Close Delta [IBKR] -24.16 PnL Prev Close Delta ORT [ORT] -27.64 Notional Call [ORT] -408,000.00 Notional Put [ORT] -144,000.00 Notional Call Long [ORT] 0.00 Notional Call Short [ORT] -408,000.00 Notional Put Long [ORT] 0.00 Notional Put Short [ORT] -144,000.00 PnL Scenario Matrix [ORT] -20% -10% -5% 0% +5% +10% +20% MKT IV -50.0K -22.4K -10.6K 0 +9.6K +18.1K +32.8K IV+25% -35.3K -6.3K +5.8K +16.6K +26.0K +34.4K +48.2K IV+50% -104.2K -80.9K -70.4K -60.6K -51.4K -42.8K -27.1K IV+75% -169.2K -150.4K -141.7K -133.3K -125.4K -117.8K -103.6K Theta2 ORT Scenario Matrix [ORT] -20% -10% -5% 0% +5% +10% +20% MKT IV +42.42 +48.29 +49.80 +50.51 +50.49 +49.85 +46.40 IV+25% +35.22 +41.36 +42.82 +43.33 +43.03 +41.88 +37.47 IV+50% +68.70 +74.31 +76.28 +77.75 +78.77 +79.36 +79.46 IV+75% +92.52 +98.77 +101.30 +103.49 +105.35 +106.91 +109.24 --- POSITIONS --- +-- LNG 1,300 V --------------------------------------- ConID 49462172 Symbol V Underlying V Is Underlying Yes (STK/BOND/FUT/CASH) Security Type STK Instrument Type STK Position +1300 Position Type LONG Multiplier 1 Bid / Ask +327.89 x +328.08 (sizes: 640 x 240) Last +327.99 Close (Prev) +328.03 Change / Change Pct -0.05 / -0.01% Volume 2049973 Last Timestamp 2026-05-04T15:44:32.000Z Notional 0 Value [IBKR] / [ORT] +426.4K / +426.4K Net Liq Value / Price +426.3K / +327.89 Revaluation (implied px) +327.98 Avg Price +336.75 Cost Basis +437.8K PnL [IBKR] -58.52 PnL Unrealized -11.4K PnL Prev Close [ORT] -58.52 PnL Prev Close Delta [IBKR] -58.52 PnL Prev Close Delta ORT -58.52 +-- SHRT 2 V Jan21'28 300 PUT ------------------------- ConID 814409705 Symbol V 280121P00300000 Underlying V Is Underlying No (Option/Derivative) Security Type OPT Instrument Type PUT Position -2 Position Type SHORT Multiplier 100 Strike 300.00 Expiration Date 20280121 DTE 627 Moneyness (ITM+/OTM-) -9.33% Bid / Ask +24.55 x +26.60 (sizes: 16 x 165) Last +24.95 Close (Prev) +24.95 Change / Change Pct 0 / 0% Volume 0 Underlying Last +327.99 Underlying Change / Pct -0.05 / -0.01% IV [IBKR] / IV [ORT] 27.4% / 25.9% Delta ORT 56.7364 Delta Dlrs [IBKR] / [ORT] +19.7K / +18.6K Gamma ORT -0.5997 Gamma Dlrs ORT -196.70 Theta ORT (analytical) +4.24 Theta2 ORT (conservative) +4.24 Theta Linear +7.95 Theta Bump ORT +4.25 Theta Bump2 ORT +4.25 Vega [IBKR] / [ORT] -292.82 / -287.83 Rho ORT +402.78 Notional -60.0K Value [IBKR] / [ORT] -5.2K / -4.8K Net Liq Value / Price -5.3K / +26.60 Revaluation (implied px) +26.00 Avg Price +26.57 Cost Basis -5.3K PnL [IBKR] -209.18 PnL Unrealized +114.62 PnL Prev Close [ORT] -2.55 PnL Prev Close Delta [IBKR] -2.70 PnL Prev Close Delta ORT -2.55 Intrinsic Value 0 Extrinsic Value -5.0K Time Value Pct (annualized) 4.95% Dividend PV / Yield +4.55 / 1.39% Risk Free Rate 3.75% PnL Stress Envelope: IV+50% -20%: -11.7K -10%: -9.1K +10%: -5.3K +20%: -3.8K IV+75% -20%: -18.1K -10%: -16.0K +10%: -12.6K +20%: -11.1K +-- SHRT 1 V Jan21'28 320 PUT ------------------------- ConID 814409770 Symbol V 280121P00320000 Underlying V Is Underlying No (Option/Derivative) Security Type OPT Instrument Type PUT Position -1 Position Type SHORT Multiplier 100 Strike 320.00 Expiration Date 20280121 DTE 627 Moneyness (ITM+/OTM-) -2.50% Bid / Ask +31.65 x +34.60 (sizes: 983 x 1148) Last +32.03 Close (Prev) +32.03 Change / Change Pct 0 / 0% Volume 1 Underlying Last +327.99 Underlying Change / Pct -0.05 / -0.01% IV [IBKR] / IV [ORT] 26.6% / 24.8% Delta ORT 34.9675 Delta Dlrs [IBKR] / [ORT] +12.2K / +11.5K Gamma ORT -0.3424 Gamma Dlrs ORT -112.29 Theta ORT (analytical) +2.03 Theta2 ORT (conservative) +2.03 Theta Linear +5.10 Theta Bump ORT +2.04 Theta Bump2 ORT +2.04 Vega [IBKR] / [ORT] -157.52 / -156.87 Rho ORT +250.11 Notional -32.0K Value [IBKR] / [ORT] -3.4K / -3.1K Net Liq Value / Price -3.5K / +34.60 Revaluation (implied px) +33.69 Avg Price +34.24 Cost Basis -3.4K PnL [IBKR] -165.81 PnL Unrealized +55.72 PnL Prev Close [ORT] -1.57 PnL Prev Close Delta [IBKR] -1.67 PnL Prev Close Delta ORT -1.57 Intrinsic Value 0 Extrinsic Value -3.2K Time Value Pct (annualized) 5.99% Dividend PV / Yield +4.55 / 1.39% Risk Free Rate 3.75% PnL Stress Envelope: IV+50% -20%: -6.5K -10%: -5.1K +10%: -2.9K +20%: -2.1K IV+75% -20%: -9.7K -10%: -8.6K +10%: -6.8K +20%: -6.0K +-- SHRT 2 V Dec15'28 260 PUT ------------------------- ConID 841828582 Symbol V 281215P00260000 Underlying V Is Underlying No (Option/Derivative) Security Type OPT Instrument Type PUT Position -2 Position Type SHORT Multiplier 100 Strike 260.00 Expiration Date 20281215 DTE 956 Moneyness (ITM+/OTM-) -26.15% Bid / Ask +19.55 x +20.35 (sizes: 118 x 4) Last +20.15 Close (Prev) +19.47 Change / Change Pct +0.68 / 3.49% Volume 4 Last Timestamp 2026-05-04T15:42:57.000Z Underlying Last +327.99 Underlying Change / Pct -0.05 / -0.01% IV [IBKR] / IV [ORT] 29.3% / 27.5% Delta ORT 37.9099 Delta Dlrs [IBKR] / [ORT] +12.9K / +12.4K Gamma ORT -0.3636 Gamma Dlrs ORT -119.24 Theta ORT (analytical) +3.09 Theta2 ORT (conservative) +3.09 Theta Linear +4.21 Theta Bump ORT +3.09 Theta Bump2 ORT +3.09 Vega [IBKR] / [ORT] -284.68 / -281.57 Rho ORT +427.93 Notional -52.0K Value [IBKR] / [ORT] -4.1K / -3.9K Net Liq Value / Price -4.1K / +20.50 Revaluation (implied px) +20.46 Avg Price +22.69 Cost Basis -4.5K PnL [IBKR] -197.09 PnL Unrealized +446.22 PnL Prev Close [ORT] -1.71 PnL Prev Close Delta [IBKR] -1.77 PnL Prev Close Delta ORT -1.71 Intrinsic Value 0 Extrinsic Value -4.0K Time Value Pct (annualized) 3.00% Dividend PV / Yield +7.01 / 2.14% Risk Free Rate 3.75% PnL Stress Envelope: IV+50% -20%: -10.1K -10%: -8.3K +10%: -5.4K +20%: -4.3K IV+75% -20%: -17.0K -10%: -15.5K +10%: -12.9K +20%: -11.9K +-- SHRT 2 V Dec15'28 280 CALL ------------------------ ConID 841828425 Symbol V 281215C00280000 Underlying V Is Underlying No (Option/Derivative) Security Type OPT Instrument Type CALL Position -2 Position Type SHORT Multiplier 100 Strike 280.00 Expiration Date 20281215 DTE 956 Moneyness (ITM+/OTM-) 17.14% Bid / Ask +91.50 x +95.50 (sizes: 499 x 313) Last +93.80 Close (Prev) +93.80 Change / Change Pct 0 / 0% Volume 0 Underlying Last +327.99 Underlying Change / Pct -0.05 / -0.01% IV [IBKR] / IV [ORT] 28.4% / 34.0% Delta ORT -139.7035 Delta Dlrs [IBKR] / [ORT] -50.8K / -45.8K Gamma ORT -0.3404 Gamma Dlrs ORT -111.65 Theta ORT (analytical) +5.91 Theta2 ORT (conservative) +5.91 Theta Linear +9.57 Theta Bump ORT +5.92 Theta Bump2 ORT +5.92 Vega [IBKR] / [ORT] -311.04 / -326.59 Rho ORT -712.42 Notional -56.0K Value [IBKR] / [ORT] -18.6K / -18.6K Net Liq Value / Price -19.1K / +95.50 Revaluation (implied px) +93.04 Avg Price +91.93 Cost Basis -18.4K PnL [IBKR] +151.62 PnL Unrealized -222.38 PnL Prev Close [ORT] +6.29 PnL Prev Close Delta [IBKR] +6.96 PnL Prev Close Delta ORT +6.29 Intrinsic Value -9.6K Extrinsic Value -9.2K Time Value Pct (annualized) 6.44% Dividend PV / Yield +7.01 / 2.14% Risk Free Rate 3.75% PnL Stress Envelope: IV+50% -20%: +3.4K -10%: -747.16 +10%: -9.9K +20%: -14.9K IV+75% -20%: -3.7K -10%: -8.3K +10%: -17.9K +20%: -23.0K +-- SHRT 11 V Dec15'28 320 CALL ----------------------- ConID 841828445 Symbol V 281215C00320000 Underlying V Is Underlying No (Option/Derivative) Security Type OPT Instrument Type CALL Position -11 Position Type SHORT Multiplier 100 Strike 320.00 Expiration Date 20281215 DTE 956 Moneyness (ITM+/OTM-) 2.50% Bid / Ask +69.00 x +73.00 (sizes: 925 x 439) Last +70.70 Close (Prev) +70.70 Change / Change Pct 0 / 0% Volume 0 Underlying Last +327.99 Underlying Change / Pct -0.05 / -0.01% IV [IBKR] / IV [ORT] 26.9% / 31.2% Delta ORT -676.0510 Delta Dlrs [IBKR] / [ORT] -244.6K / -221.7K Gamma ORT -2.3238 Gamma Dlrs ORT -762.17 Theta ORT (analytical) +35.22 Theta2 ORT (conservative) +35.22 Theta Linear +72.09 Theta Bump ORT +35.23 Theta Bump2 ORT +35.23 Vega [IBKR] / [ORT] -2.0K / -2.0K Rho ORT -3.8K Notional -352.0K Value [IBKR] / [ORT] -77.1K / -77.5K Net Liq Value / Price -80.3K / +73.00 Revaluation (implied px) +70.09 Avg Price +85.03 Cost Basis -93.5K PnL [IBKR] +677.51 PnL Unrealized +16.4K PnL Prev Close [ORT] +30.43 PnL Prev Close Delta [IBKR] +33.54 PnL Prev Close Delta ORT +30.42 Intrinsic Value -8.8K Extrinsic Value -69.0K Time Value Pct (annualized) 7.76% Dividend PV / Yield +7.01 / 2.14% Risk Free Rate 3.75% PnL Stress Envelope: IV+50% -20%: +5.9K -10%: -15.0K +10%: -61.8K +20%: -87.2K IV+75% -20%: -35.5K -10%: -59.4K +10%: -110.3K +20%: -136.9K +-- JPM PRM ------------------------------------------------- Security Type [IBKR] STK Last [IBKR] 17.73 Change [ORT] +0.00 Change Pct [ORT] +0.002% Delta [IBKR] +3,013.00 Delta ORT [ORT] +3,013.00 Delta Dlrs [IBKR] +53,414.23 Delta Dlrs ORT [ORT] +53,414.23 Value [IBKR] +53,414.22 Value ORT [ORT] +53,414.23 Value Underlying [ORT] +53,414.22 Net Liq Value [ORT] +53,360.24 Cost Basis [ORT] +54,680.87 PnL [IBKR] +1.27 PnL Unrealized [ORT] -1,266.65 PnL Underlying [ORT] +1.27 PnL Prev Close [ORT] +1.27 PnL Prev Close Delta [IBKR] +1.27 PnL Prev Close Delta ORT [ORT] +1.27 Greeks / Options Fields [ORT] None (underlying-only position) PnL Scenario Matrix [ORT] None (underlying-only position) Theta2 ORT Scenario Matrix [ORT] None (underlying-only position) --- POSITIONS --- +-- LNG 3,013 JPM PRM --------------------------------- ConID 504546625 Symbol JPM PRM Underlying JPM PRM Is Underlying Yes (STK/BOND/FUT/CASH) Security Type STK Instrument Type STK Position +3013 Position Type LONG Multiplier 1 Bid / Ask +17.71 x +17.74 (sizes: 400 x 200) Last +17.73 Close (Prev) +17.73 Change / Change Pct 0 / 0.00% Volume 72088 Last Timestamp 2026-05-04T15:44:30.000Z Notional 0 Value [IBKR] / [ORT] +53.4K / +53.4K Net Liq Value / Price +53.4K / +17.71 Revaluation (implied px) +17.73 Avg Price +18.15 Cost Basis +54.7K PnL [IBKR] +1.27 PnL Unrealized -1.3K PnL Prev Close [ORT] +1.27 PnL Prev Close Delta [IBKR] +1.27 PnL Prev Close Delta ORT +1.27 +-- LMT 4.85 09/15/41 --------------------------------------- Security Type [IBKR] BOND Last [IBKR] 93.11 Change [ORT] +1.31 Change Pct [ORT] +1.422% Value [IBKR] +50,280.36 Value ORT [ORT] +50,355.87 Value Underlying [ORT] +50,280.36 Net Liq Value [ORT] +47,869.38 Cost Basis [ORT] +50,676.18 PnL [IBKR] +705.12 PnL Unrealized [ORT] -395.82 PnL Underlying [ORT] +705.12 PnL Prev Close [ORT] +705.12 PnL Prev Close Delta [IBKR] +705.12 PnL Prev Close Delta ORT [ORT] +705.12 Greeks / Options Fields [ORT] None (underlying-only position) PnL Scenario Matrix [ORT] None (underlying-only position) Theta2 ORT Scenario Matrix [ORT] None (underlying-only position) --- POSITIONS --- +-- LNG 54 LMT 4.85 09/15/41 -------------------------- ConID 94065670 Symbol LMT 4.85 09/15/41 Underlying LMT 4.85 09/15/41 Is Underlying Yes (STK/BOND/FUT/CASH) Security Type BOND Instrument Type BOND Position +54 Position Type LONG Multiplier 10 Bid / Ask +88.65 x +95.40 (sizes: 1485 x 100) Last +93.11 Close (Prev) +91.81 Change / Change Pct +1.31 / 1.42% Volume 0 Bid/Ask/Last Yield 5.99% / 5.29% / 0% Notional 0 Value [IBKR] / [ORT] +50.3K / +50.4K Net Liq Value / Price +47.9K / +88.65 Revaluation (implied px) +93.11 Avg Price +93.84 Cost Basis +50.7K PnL [IBKR] +705.12 PnL Unrealized -395.82 PnL Prev Close [ORT] +705.12 PnL Prev Close Delta [IBKR] +705.12 PnL Prev Close Delta ORT +705.12 +-- OZKAP --------------------------------------------------- Security Type [IBKR] STK Last [IBKR] 16.60 Change [ORT] +0.06 Change Pct [ORT] +0.363% Delta [IBKR] +2,683.00 Delta ORT [ORT] +2,683.00 Delta Dlrs [IBKR] +44,537.81 Delta Dlrs ORT [ORT] +44,537.81 Value [IBKR] +44,537.80 Value ORT [ORT] +44,537.81 Value Underlying [ORT] +44,537.80 Net Liq Value [ORT] +44,537.81 Cost Basis [ORT] +44,089.17 PnL [IBKR] +160.98 PnL Unrealized [ORT] +448.63 PnL Underlying [ORT] +160.98 PnL Prev Close [ORT] +160.98 PnL Prev Close Delta [IBKR] +160.98 PnL Prev Close Delta ORT [ORT] +160.98 Greeks / Options Fields [ORT] None (underlying-only position) PnL Scenario Matrix [ORT] None (underlying-only position) Theta2 ORT Scenario Matrix [ORT] None (underlying-only position) --- POSITIONS --- +-- LNG 2,683 OZKAP ----------------------------------- ConID 523804870 Symbol OZKAP Underlying OZKAP Is Underlying Yes (STK/BOND/FUT/CASH) Security Type STK Instrument Type STK Position +2683 Position Type LONG Multiplier 1 Bid / Ask +16.60 x +16.63 (sizes: 1900 x 200) Last +16.60 Close (Prev) +16.54 Change / Change Pct +0.06 / 0.36% Volume 10365 Last Timestamp 2026-05-04T15:31:38.000Z Notional 0 Value [IBKR] / [ORT] +44.5K / +44.5K Net Liq Value / Price +44.5K / +16.60 Revaluation (implied px) +16.60 Avg Price +16.43 Cost Basis +44.1K PnL [IBKR] +160.98 PnL Unrealized +448.63 PnL Prev Close [ORT] +160.98 PnL Prev Close Delta [IBKR] +160.98 PnL Prev Close Delta ORT +160.98 +-- 645913AA2 7.425 02/15/29 -------------------------------- Security Type [IBKR] BOND Last [IBKR] 104.48 Change [ORT] +0.00 Change Pct [ORT] +0.000% Value [IBKR] +53,282.81 Value ORT [ORT] +53,282.81 Value Underlying [ORT] +53,282.81 Net Liq Value [ORT] +52,989.00 Cost Basis [ORT] +54,811.58 PnL [IBKR] +0.00 PnL Unrealized [ORT] -1,528.77 PnL Underlying [ORT] +0.00 PnL Prev Close [ORT] +0.00 PnL Prev Close Delta [IBKR] +0.00 PnL Prev Close Delta ORT [ORT] +0.00 Greeks / Options Fields [ORT] None (underlying-only position) PnL Scenario Matrix [ORT] None (underlying-only position) Theta2 ORT Scenario Matrix [ORT] None (underlying-only position) --- POSITIONS --- +-- LNG 51 645913AA2 7.425 02/15/29 ------------------- ConID 62256494 Symbol 645913AA2 7.425 02/15/29 Underlying 645913AA2 7.425 02/15/29 Is Underlying Yes (STK/BOND/FUT/CASH) Security Type BOND Instrument Type BOND Position +51 Position Type LONG Multiplier 10 Bid / Ask +103.90 x +104.50 (sizes: 230 x 144) Last +104.48 Close (Prev) +104.48 Change / Change Pct 0 / 0.00% Volume 0 Bid/Ask/Last Yield 5.88% / 5.65% / 0% Notional 0 Value [IBKR] / [ORT] +53.3K / +53.3K Net Liq Value / Price +53.0K / +103.90 Revaluation (implied px) +104.48 Avg Price +107.47 Cost Basis +54.8K PnL [IBKR] 0 PnL Unrealized -1.5K PnL Prev Close [ORT] 0 PnL Prev Close Delta [IBKR] 0 PnL Prev Close Delta ORT 0 +-- JPM PRL ------------------------------------------------- Security Type [IBKR] STK Last [IBKR] 19.15 Change [ORT] -0.01 Change Pct [ORT] -0.031% Delta [IBKR] +11,114.00 Delta ORT [ORT] +11,114.00 Delta Dlrs [IBKR] +212,777.55 Delta Dlrs ORT [ORT] +212,777.55 Value [IBKR] +212,777.54 Value ORT [ORT] +212,777.55 Value Underlying [ORT] +212,777.54 Net Liq Value [ORT] +212,721.98 Cost Basis [ORT] +214,015.97 PnL [IBKR] -65.57 PnL Unrealized [ORT] -1,238.43 PnL Underlying [ORT] -65.57 PnL Prev Close [ORT] -65.57 PnL Prev Close Delta [IBKR] -65.57 PnL Prev Close Delta ORT [ORT] -65.57 Greeks / Options Fields [ORT] None (underlying-only position) PnL Scenario Matrix [ORT] None (underlying-only position) Theta2 ORT Scenario Matrix [ORT] None (underlying-only position) --- POSITIONS --- +-- LNG 11,114 JPM PRL -------------------------------- ConID 491399296 Symbol JPM PRL Underlying JPM PRL Is Underlying Yes (STK/BOND/FUT/CASH) Security Type STK Instrument Type STK Position +11114 Position Type LONG Multiplier 1 Bid / Ask +19.14 x +19.15 (sizes: 1800 x 600) Last +19.15 Close (Prev) +19.15 Change / Change Pct -0.01 / -0.03% Volume 53822 Last Timestamp 2026-05-04T15:42:38.000Z Notional 0 Value [IBKR] / [ORT] +212.8K / +212.8K Net Liq Value / Price +212.7K / +19.14 Revaluation (implied px) +19.15 Avg Price +19.26 Cost Basis +214.0K PnL [IBKR] -65.57 PnL Unrealized -1.2K PnL Prev Close [ORT] -65.57 PnL Prev Close Delta [IBKR] -65.57 PnL Prev Close Delta ORT -65.57 +-- JPM ----------------------------------------------------- Security Type [IBKR] STK Last [IBKR] 307.15 Change [ORT] -5.32 Change Pct [ORT] -1.703% Delta [IBKR] +0.78 Delta ORT [ORT] +0.61 Delta Dlrs [IBKR] +264.94 Delta Dlrs ORT [ORT] +188.61 Gamma [IBKR] -0.04 Gamma ORT [ORT] -0.03 Gamma Dlrs [IBKR] -11.47 Gamma Dlrs ORT [ORT] -8.43 Theta [IBKR] +2.70 Theta ORT [ORT] +2.15 Theta2 [IBKR] +1.87 Theta2 ORT <- PRIMARY [ORT] +1.87 Theta Linear [ORT] +1.87 Theta Call [ORT] +2.70 Theta Put [ORT] 0.00 Theta Bump ORT [ORT] +2.14 Theta Bump2 ORT [ORT] +1.87 Vega [IBKR] -3.55 Vega ORT [ORT] -2.06 Rho [ORT] -40.44 Extrinsic Value [ORT] -140.00 Extrinsic Call [ORT] -140.00 Extrinsic Put [ORT] 0.00 Intrinsic Value [ORT] -10,715.00 Value [IBKR] +19,855.11 Value ORT [ORT] +19,867.82 Value Underlying [ORT] +30,715.00 Value Call Long [ORT] 0.00 Value Call Short [ORT] -10,859.89 Value Put Long [ORT] 0.00 Value Put Short [ORT] 0.00 Net Liq Value [ORT] +19,662.00 Cost Basis [ORT] +22,448.17 PnL [IBKR] +52.51 PnL Unrealized [ORT] -2,593.06 PnL Realized [ORT] 0.00 PnL Underlying [ORT] -532.00 PnL Call [ORT] +584.51 PnL Put [ORT] 0.00 PnL Prev Close [ORT] -2.91 PnL Prev Close Delta [IBKR] -4.13 PnL Prev Close Delta ORT [ORT] -3.27 Notional Call [ORT] -20,000.00 Notional Put [ORT] 0.00 Notional Call Long [ORT] 0.00 Notional Call Short [ORT] -20,000.00 Notional Put Long [ORT] 0.00 Notional Put Short [ORT] 0.00 PnL Scenario Matrix [ORT] -20% -10% -5% 0% +5% +10% +20% MKT IV -210.12 -41.73 -13.68 0 +6.90 +10.73 +15.15 IV+25% -26.23 +4.86 +7.51 +9.25 +10.81 +12.35 +15.41 IV+50% -463.41 -164.15 -92.39 -48.73 -22.39 -6.48 +9.50 IV+75% -1.2K -687.04 -515.05 -383.90 -284.30 -208.86 -108.60 Theta2 ORT Scenario Matrix [ORT] -20% -10% -5% 0% +5% +10% +20% MKT IV +4.56 +2.32 +1.94 +1.76 +1.67 +1.62 +1.56 IV+25% +2.11 +1.70 +1.66 +1.64 +1.61 +1.59 +1.55 IV+50% +7.94 +3.95 +2.99 +2.41 +2.06 +1.85 +1.64 IV+75% +17.30 +10.92 +8.63 +6.88 +5.55 +4.55 +3.21 --- POSITIONS --- +-- LNG 100 JPM --------------------------------------- ConID 1520593 Symbol JPM Underlying JPM Is Underlying Yes (STK/BOND/FUT/CASH) Security Type STK Instrument Type STK Position +100 Position Type LONG Multiplier 1 Bid / Ask +307.12 x +307.28 (sizes: 200 x 40) Last +307.15 Close (Prev) +312.47 Change / Change Pct -5.32 / -1.70% Volume 2165607 Last Timestamp 2026-05-04T15:44:30.000Z Notional 0 Value [IBKR] / [ORT] +30.7K / +30.7K Net Liq Value / Price +30.7K / +307.12 Revaluation (implied px) +307.15 Avg Price +310.75 Cost Basis +31.1K PnL [IBKR] -532.00 PnL Unrealized -360.47 PnL Prev Close [ORT] -532.00 PnL Prev Close Delta [IBKR] -532.00 PnL Prev Close Delta ORT -532.00 +-- SHRT 1 JPM Jul17'26 200 CALL ---------------------- ConID 827923514 Symbol JPM 260717C00200000 Underlying JPM Is Underlying No (Option/Derivative) Security Type OPT Instrument Type CALL Position -1 Position Type SHORT Multiplier 100 Strike 200.00 Expiration Date 20260717 DTE 74 Moneyness (ITM+/OTM-) 53.58% Bid / Ask +106.60 x +110.50 (sizes: 5 x 8) Last +114.44 Close (Prev) +114.44 Change / Change Pct 0 / 0% Volume 0 Underlying Last +307.15 Underlying Change / Pct -5.32 / -1.70% IV [IBKR] / IV [ORT] 42.9% / 38.8% Delta ORT -99.3859 Delta Dlrs [IBKR] / [ORT] -30.5K / -30.5K Gamma ORT -0.0274 Gamma Dlrs ORT -8.43 Theta ORT (analytical) +2.15 Theta2 ORT (conservative) +1.87 Theta Linear +1.87 Theta Bump ORT +2.14 Theta Bump2 ORT +1.87 Vega [IBKR] / [ORT] -3.55 / -2.06 Rho ORT -40.44 Notional -20.0K Value [IBKR] / [ORT] -10.9K / -10.8K Net Liq Value / Price -11.1K / +110.50 Revaluation (implied px) +108.60 Avg Price +86.27 Cost Basis -8.6K PnL [IBKR] +584.51 PnL Unrealized -2.2K PnL Prev Close [ORT] +529.09 PnL Prev Close Delta [IBKR] +527.88 PnL Prev Close Delta ORT +528.73 Intrinsic Value -10.7K Extrinsic Value -140.00 Time Value Pct (annualized) 3.47% Dividend PV / Yield +1.49 / 0.49% Risk Free Rate 3.75% PnL Stress Envelope: IV+50% -20%: +5.7K -10%: +2.9K +10%: -3.1K +20%: -6.1K IV+75% -20%: +4.9K -10%: +2.4K +10%: -3.3K +20%: -6.3K