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Vol Scenario Chart

The Vol Scenario Chart shows how a selected metric changes as the underlying price moves, across different implied volatility scenarios. Each curve represents one volatility scenario selected from the scenario buttons, showing how portfolio Greeks and values respond to combined price and volatility shifts. Values aggregate across the accounts selected in the account selector.

The X-axis shows underlying price moves from -20% to +20%. Markers along each curve indicate the available scenario steps.

Vol Scenario Chart

Toolbar

Section titled “Toolbar”
  • View selector: switch between named configurations
  • Save Vol Scenario View: save the current configuration
  • View Actions (hamburger menu): Reload, Save As, Rename, and Delete the current view (Rename and Delete are unavailable for the Default view)
  • Metric: select from available metrics including PnL, Theta, Delta, Delta$, Gamma, Gamma$, Vega, Value, Extrinsic Value, and PnL Unrealized
  • Underlying: choose which underlying to analyze
  • Scenario buttons: select which volatility curves to plot. -5%, -2%, +2%, and +5% add or subtract 2 or 5 percentage points to the implied volatility solved for across all options; MktIV uses current market implied volatility; IV10%, IV25%, IV50%, and IV75% use scenario implied volatility levels. The buttons are independent and any combination can be shown, but at least one must be selected.
  • Legend On: toggle visibility of the implied volatility legend
  • Filter: toggle the Position Filter panel on the right side of the component

Position Filter

Section titled “Position Filter”

Because the Vol Scenario Chart covers one underlying at a time, it has no filter selector. Positions can still be selected manually in the Position Filter panel on the right.

IBKR Reference Marker

Section titled “IBKR Reference Marker”

A small triangular pointer on the left Y-axis indicates the actual value reported by Interactive Brokers for the selected metric. It provides a real-world reference point to validate model calculations against live IBKR data.

Clicking a data point on a curve displays the model value alongside the IBKR-reported value in the chart header for comparison.

Chart Interaction

Section titled “Chart Interaction”
  • Mousewheel: zoom in and out
  • Left-click drag: draw a zoom rectangle, release to zoom to that area
  • Right-click drag: pan the chart
  • Double-click: revert to default view
  • Reset button (upper right of chart): revert to default view