Vol Sweep Chart

The Vol Sweep chart shows how a selected metric changes as implied volatility is swept across a range, for an underlying’s aggregated position. The chart draws one curve for every combination of underlying move and date you select, so you can compare the volatility response at several price levels and dates at once. Values are summed across the accounts you have selected.

The horizontal axis shows implied volatility, swept from 5% to 75% and evaluated at 1% intervals. The vertical axis shows the selected metric. A marker on each curve sits at the current market implied volatility, so you can see the metric at today’s volatility and read off how it changes as volatility rises or falls. The chart header displays the selected underlying, its price and percent change, the selected metric, the current implied volatility, and the value at the reference move.

Where the Vol Scenario chart sweeps price at fixed volatility levels, the Vol Sweep chart sweeps volatility at fixed price moves. Its Dates and multi-move behavior mirror Vol Scenario Custom mode.

Toolbar

• View selector: switch between saved configurations
• Save Vol Sweep View: save the current setup
• View Actions (hamburger menu): Reload, Save As, Rename, and Delete the current view. Rename and Delete are not available for the Default view.
• Underlying: pick which underlying to display
• Metric: pick the metric to chart. The choices are Delta Dlrs ORT, Delta ORT, Extrinsic Value, Gamma Dlrs ORT, Gamma ORT, PnL, PnL Unrealized, Theta Linear, Theta ORT, Theta2 ORT, Value ORT, and Vega ORT.
• Filter: show or hide the Position Filter panel on the right
• Reset Zoom: return the chart to its default range
• Labels: toggle value labels on the curves
• Hover: toggle the hover readout
• Dates: pick which dates to evaluate

Underlying move

The Underlying Move chips choose which price moves to plot: -30%, -20%, -10%, -5%, -2%, -1%, 0%, +1%, +2%, +5%, +10%, +20%, and +30%. A Custom chip adds a move you type in. These are multi-select, not radio buttons: pick any number of them, and each selected move draws its own curve at every selected date.

Dates

The Dates control lists dates from today through the earliest expiration among the options in your filter. You can select one or more, and each date draws its own set of move curves, so the chart shows how the volatility response changes as time passes.

Two of the date choices are special:

• Expiry: the expiration date, priced as if one day is left, so some time value remains.
• EOD (settle): the end of the expiration date, with no time value left, which removes all extrinsic value.

This is the same Dates control used in Vol Scenario Custom mode.

Position Filter

This chart covers one underlying at a time. Positions can be selected in the Position Filter panel on the right, toggled with the Filter button in the toolbar.

Side Panel

The left panel shows the details for the selected point: the scenario date, the underlying move, the scenario price, the implied volatility, and the value of the metric. Below that it lists each position with its contribution to the metric.

Reading a curve

To read exact values from a curve, click a point on it to lock the readout. The left panel and the header update to show the date, underlying move, scenario price, implied volatility, and metric value at that point.

Chart Interaction

• Mousewheel: zoom in and out
• Left-click drag: pan
• Shift + left-click drag: draw a box to zoom into that range
• Right-click: open the menu
• Double-click: return to the default view
• Reset Zoom button (in the toolbar): return to the default view