Exposure Chart

The Exposure bar chart shows the selected metric’s value for every underlying in the portfolio.

Available metrics:

• Cost Basis
• Delta
• Delta Dollars
• Extrinsic Value
• Gamma
• Intrinsic Value
• Notional Call
• Notional Put
• PnL
• PnL Unrealized
• Theta
• Value
• Vega

Underlying Price Scenarios

When viewing an Implied Volatility Scenario, you can further adjust individual underlyings by a percentage price move to model combined volatility and price shocks.

Right-click on the percentage label below any bar (on the X-axis) to select a price change from -20% to +20%. The chart updates to show the projected metric value under both the IV scenario and the price move.

Available price changes: -20%, -10%, -5%, -1%, 0%, +1%, +5%, +10%, +20%

Price scenario settings are saved per underlying and persist across sessions.

Display Settings

In the upper right corner of the Exposure Chart is a gear icon for settings.

Display

• Font Size: Font size for axis labels
• Sort Ascending: Show bars in ascending order when checked, descending when unchecked
• Show Values: Show each bar’s value on top of the bar

Control Panel

In the upper left corner of the Exposure Chart, next to its label, is a chevron which can be clicked to toggle the visibility of an additional control panel. The control panel contains:

• Pareto: Overlays a curve with metric values mapped to accumulating percentages of the total
• IBKR: View current IBKR metric values
• Implied Volatility Scenarios: What-if scenario analysis using an analytical model applying different implied volatilities (Market, 10%, 25%, 50%, 75%)

Examples