Price/Risk Interactive AnalyticsSM
IB's Price/Risk Interactive Analytics (IA) is a suite of mathematical profit-measuring and risk-assessment tools that uses a combination of market data and parametric values to:
Assess the risk of your entire portfolio across asset classes, look at the risk of "what-if" scenarios and evaluate worst case risk scenarios using Value at Risk calculations (Portfolio Analytics).
Risk-assess individual option classes (Option Analytics).
Calculate option model prices based on live market data including the volatility smile (Option Modeler).
The Index Arbitrage Meter illustrates the extent of the premium (or discount) of the lead month futures price above (or below) its fair future value with respect to the index price (Index Arbitrage Meter).
IA valid for US stocks, stock options and index options.
Portfolio Analytics
Portfolio Analytics shows your portfolio risk across multiple asset classes, and allows you to create hypothetical "what-if" risk scenarios by adding, removing and modifying contract positions. Six tabbed pages show specific slices of your portfolio risk sorted by position, underlying, Greek risk dimension and Value at Risk. The bottom half of the Portfolio Analytics window displays portfolio- and sub-portfolio value plots, which show the contribution that each contract in your portfolio or sub-portfolio makes to the slope and curvature of the plot.
For details on using Portfolio Analytics including the Value at Risk, see the Portfolio Analytics topics. For instructions on creating "what-if" scenarios, see Create What-if Portfolio Scenarios.
Option Analytics
Option Analytics is accessed through the Option Trader window, and includes the following tools:
The main Option Trader window which can be configured to display the real-time model prices, implied volatilities and the Greek risk measures.
The Option Analytics window which shows theoretical prices over a range of underlying prices (updated on a daily basis).
Option Modeler
The Option Modeler is accessed through the Option Trader window, and allows you to view and change the model pricing assumptions.
Index Arbitrage Meter
The Index Arbitrage Meter illustrates the extent of the premium (or discount) of the lead month futures price above (or below) its fair future value with respect to the index price. This tool opens by default if you have market data for indices on your trading page.
For details on how to use and configure these tools, see the Option Trader for IA, Option Analytics, and Option Modeler topics. For more information on margining, visit the Margin Overview page on the IB website.