Field Reference

Field Reference

Overview

OptionsRealTime organizes data into four tables, one for each connected account:

• System Table: Connection status and system-level monitoring
• Portfolio Table: Account-level aggregated data, margin, and P&L
• Position Table: Individual position data
• Underlying Table: Aggregated data by underlying

Field IDs are the canonical identifiers used across all OptionsRealTime interfaces including Excel RTD functions, future Python API, and any other data access methods.

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System Table

System-level monitoring fields for connection status and data throughput.

Field ID	Display Name	Source	Description
ACCOUNT_ID	Account ID	ORT	IBKR account identifier (e.g., U1234567 for live, DU1234567 for paper).
ACCOUNT_IDS	Account IDs	ORT	Vector of all connected account identifiers for multi-account setups.
ACCOUNT_NAME	Account Name	ORT	User-assigned name for the account, set in Rover (e.g., IRA_1). Shown in the account selector and used by the “My Account” (name) account-display mode.
BYTES_PER_SEC_PORTFOLIO	Bytes Per Sec Portfolio	ORT	Transmission rate for portfolio table updates (bytes per second).
BYTES_PER_SEC_POSITION	Bytes Per Sec Position	ORT	Transmission rate for position table updates (bytes per second).
BYTES_PER_SEC_SYSTEM	Bytes Per Sec System	ORT	Transmission rate for system table updates (bytes per second).
BYTES_PER_SEC_UNDERLYING	Bytes Per Sec Underlying	ORT	Transmission rate for underlying table updates (bytes per second).
BYTES_PORTFOLIO	Bytes Portfolio	ORT	Size of most recent portfolio table NATS message in bytes. Instantaneous snapshot.
BYTES_POSITION	Bytes Position	ORT	Size of most recent position table NATS message in bytes. Instantaneous snapshot.
BYTES_SYSTEM	Bytes System	ORT	Size of most recent system table NATS message in bytes. Instantaneous snapshot.
BYTES_UNDERLYING	Bytes Underlying	ORT	Size of most recent underlying table NATS message in bytes. Instantaneous snapshot.
CLIENT_ID	Client ID	ORT	TWS API client connection ID for this account’s analyzer. Assigned automatically by Rover. TWS allows up to 32 client connections per instance.
DURATION_DISCONNECTED	Duration Disconnected	Client	Seconds elapsed since last data received. Calculated client-side. Each client tracks time since last update.
REQ_CONTRACT_DETAILS_PCT	Req Contract Details Pct	ORT	Startup progress for contract detail requests, from 0 to 100 percent.
REQ_MARKET_DATA_PCT	Req Market Data Pct	ORT	Startup progress for market data subscriptions, from 0 to 100 percent.
SECURITY_ROWS_PUBLISHED	Security Rows Published	ORT	The publisher sends the number of Position table rows for this account. The count covers positions, their underlyings, and watch-list contracts. The field is blank until the last contract detail arrives from IBKR. The browser counts the rows it has received. The browser opens a saved view when the two numbers are equal. If they are not equal, the browser opens the view after eight seconds.
SYSTEM_STATUS	System Status	ORT	Backend state machine status as integer. States include REQ_POSITIONS, REQ_CONTRACTS, REQ_MKT_DATA, etc.

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Portfolio Table

Account-level aggregated data including net liquidation, margin, P&L, and portfolio-wide Greeks.

Most Portfolio fields report one value per currency held in the account. A USD-base account holding both USD and CAD stock reports a USD value and a CAD value for each of those fields. Each value is in the currency of the positions it covers. The application shows one currency at a time, selected in the currency dropdown.

Some fields have only one value for the whole account. IBKR delivers net liquidation, margin, and account-level P&L at the account level in the base currency, and does not break them out by currency. These fields show the same value no matter which currency is selected.

Display names do not say which of the two a field is. Two fields can share a display name, such as the per-currency “Theta” and the base-currency “Theta”. The currency tag above each column and metric tile tells them apart: a per-currency field is tagged with the selected currency, and a base-currency field is tagged with the base currency followed by the word BASE, with a blue stripe. The Field ID column in the tables below is the unambiguous name, and it is also the name used in Excel.

Fields ending in _BASE are multi-currency aggregates expressed in the account’s base currency (REAL_CURRENCY). In the same USD-base account, STOCK_MARKET_VALUE reports per-currency values while STOCK_MARKET_VALUE_BASE reports the combined value in USD. Some _BASE fields come from the IBKR ledger directly; others, such as THETA_BASE, are computed by OptionsRealTime by converting each position with the ledger exchange rate for its currency.

Field ID	Display Name	Source	Description
ACCOUNT_OR_GROUP	Account Or Group	IBKR	Account identifier or advisor group name.
ACCOUNT_TYPE	Account Type	IBKR	Account classification: Individual, Joint, IRA, LLC, Trust, etc.
ACCRUED_CASH	Accrued Cash	IBKR	Interest and dividends accrued but not yet paid.
ACCRUED_CASH_BASE	Accrued Cash	IBKR	Interest and dividends accrued but not yet paid, aggregated across all currency holdings and expressed in the account’s base currency. Multi-currency variant of ACCRUED_CASH.
AVAILABLE_FUNDS	Available Funds	IBKR	Funds available to open new positions. For securities: Equity With Loan Value minus Initial Margin. For commodities: Net Liquidation Value minus Initial Margin. A negative value means the account cannot open new positions.
BUYING_POWER	Buying Power	IBKR	Largest value of marginable securities the account can buy. Margin accounts during the day: take the smaller of the current and previous-day Equity With Loan Value, subtract Initial Margin, and multiply by four. Cash accounts: the same without the multiply by four.
BUYING_POWER_UTIL_PCT	Buying Power Util Pct	ORT	Percentage of Net Liquidation that is not free buying power. 100 × (NET_LIQUIDATION - AVAILABLE_FUNDS) / NET_LIQUIDATION. A high value means most of the capital is in use. 0 when Net Liquidation is zero or missing. Across several accounts the ratio is the sum of the numerators divided by the sum of the denominators, not an average of the per-account percentages.
CASH_BALANCE	Cash Balance	IBKR	Settled cash in base currency.
CASH_BALANCE_BASE	Cash Balance	IBKR	Settled cash aggregated across all currency holdings and expressed in the account’s base currency. Multi-currency variant of CASH_BALANCE.
CONID_UNDERLYING_FUT_STK	ConID Underlying Fut Stk	ORT	Vector of {conId, symbol} pairs mapping underlying contract IDs to symbols for futures and stocks only.
CONID_UNDERLYING_SYMBOLS	ConID Underlying Symbols	ORT	Vector of {conId, symbol} pairs mapping underlying contract IDs to symbols.
CONTRACTS_CALL	Contracts Call	ORT	Sum of signed call option positions across portfolio. Positive = long, negative = short.
CONTRACTS_CALL_LONG	Contracts Call Long	ORT	Total long call option contracts across portfolio.
CONTRACTS_CALL_SHORT	Contracts Call Short	ORT	Total short call option contracts across portfolio.
CONTRACTS_PUT	Contracts Put	ORT	Sum of signed put option positions across portfolio. Positive = long, negative = short.
CONTRACTS_PUT_LONG	Contracts Put Long	ORT	Total long put option contracts across portfolio.
CONTRACTS_PUT_SHORT	Contracts Put Short	ORT	Total short put option contracts across portfolio.
CORPORATE_BOND_VALUE	Corporate Bond Value	IBKR	Market value of corporate bond positions.
CORPORATE_BOND_VALUE_BASE	Corporate Bond Value	IBKR	Market value of corporate bond positions aggregated across all currency holdings and expressed in the account’s base currency. Multi-currency variant of CORPORATE_BOND_VALUE.
COST_BASIS	Cost Basis	ORT	Sum of cost basis across all securities.
COST_BASIS_CALL_LONG	Cost Basis Call Long	ORT	Sum of cost basis across all long call positions in the portfolio. Positive value representing total dollars paid.
COST_BASIS_CALL_SHORT	Cost Basis Call Short	ORT	Sum of cost basis across all short call positions in the portfolio. Negative value representing premium collected.
COST_BASIS_PUT_LONG	Cost Basis Put Long	ORT	Sum of cost basis across all long put positions in the portfolio. Positive value representing total dollars paid.
COST_BASIS_PUT_SHORT	Cost Basis Put Short	ORT	Sum of cost basis across all short put positions in the portfolio. Negative value representing premium collected.
CRYPTOCURRENCY	Cryptocurrency	IBKR	Market value of cryptocurrency positions (TWS v10.10+).
CRYPTOCURRENCY_BASE	Cryptocurrency	IBKR	Market value of cryptocurrency positions aggregated across all currency holdings and expressed in the account’s base currency. Multi-currency variant of CRYPTOCURRENCY.
CURRENCY	Currency	IBKR	Base currency for account (USD, EUR, etc.).
CUSHION	Cushion	IBKR	Excess Liquidity divided by Net Liquidation. A value near 0 means the account is close to liquidation. A healthy value is between 0.3 and 1.0.
DATA_DELAYED	Data Delayed	ORT	True when at least one held position in this currency has delayed or frozen market data instead of live data. At the account level, true when any held position in the account has delayed data. Watch-list quotes with no position do not set this flag. Prices and greeks for a delayed position are real values about fifteen minutes old.
DAY_TRADES_REMAINING	Day Trades Remaining	IBKR	Day trades left before the pattern day trader rule applies. -1 means unlimited. 0 to 3 means the account is restricted.
DELTA_DLRS	Delta Dlrs	ORT	Sum of dollar delta across all securities. Portfolio total dollar delta exposure.
DELTA_DLRS_ORT	Delta Dlrs ORT	ORT	Sum of ORT-calculated dollar delta across all securities.
EQUITY_WITH_LOAN_VALUE	Equity With Loan Value	IBKR	Equity with loan value. Basis for margin calculations. Must exceed Maintenance Margin to avoid liquidation.
EXCESS_LIQUIDITY	Excess Liquidity	IBKR	Margin cushion before IBKR liquidates positions. For securities: Equity With Loan Value minus Maintenance Margin. For commodities: Net Liquidation Value minus Maintenance Margin. A negative value means a margin violation, and liquidation is imminent.
EXCHANGE_RATE	Exchange Rate	IBKR	Foreign exchange rate used for currency conversion.
EXPIRATION_DATES	Expiration Dates	ORT	Vector of unique option expiration dates in portfolio as YYYYMMDD integers.
EXTRINSIC_CALL	Extrinsic Call	ORT	Sum of call extrinsic value across portfolio.
EXTRINSIC_PUT	Extrinsic Put	ORT	Sum of put extrinsic value across portfolio.
EXTRINSIC_VALUE	Extrinsic Value	ORT	Sum of extrinsic value across all option positions. Time value component.
FULL_AVAILABLE_FUNDS	Full Available Funds	IBKR	Available funds calculated with full overnight margin requirements.
FULL_EXCESS_LIQUIDITY	Full Excess Liquidity	IBKR	Excess liquidity calculated with full overnight margin requirements.
FULL_INIT_MARGIN_REQ	Full Init Margin Req	IBKR	Initial margin requirement including overnight calculations.
FULL_MAINT_MARGIN_REQ	Full Maint Margin Req	IBKR	Maintenance margin requirement including overnight calculations.
FUND_VALUE	Fund Value	IBKR	Total market value of fund positions.
FUND_VALUE_BASE	Fund Value	IBKR	Total market value of fund positions aggregated across all currency holdings and expressed in the account’s base currency. Multi-currency variant of FUND_VALUE.
FUTURES_PNL	Futures PnL	IBKR	Profit and loss from futures positions.
FUTURES_PNL_BASE	Futures PnL	IBKR	Profit and loss from futures positions aggregated across all currency holdings and expressed in the account’s base currency. Multi-currency variant of FUTURES_PNL.
FUTURE_OPTION_VALUE	Future Option Value	IBKR	Total market value of futures option positions.
FUTURE_OPTION_VALUE_BASE	Future Option Value	IBKR	Total market value of futures option positions aggregated across all currency holdings and expressed in the account’s base currency. Multi-currency variant of FUTURE_OPTION_VALUE.
FX_CASH_BALANCE	FX Cash Balance	IBKR	Foreign exchange cash balance in non-base currencies.
FX_CASH_BALANCE_BASE	FX Cash Balance	IBKR	Cash balance across all currency holdings (both base and foreign), expressed in the account’s base currency. Multi-currency variant of FX_CASH_BALANCE.
GROSS_POSITION_VALUE	Gross Position Value	IBKR	Sum of absolute values of all positions: |Long Stock| + |Short Stock| + |Long Options| + |Short Options| + |Long SSF Notional| + |Short SSF Notional| + |Fund Value|.
INIT_MARGIN_REQ	Init Margin Req	IBKR	Current initial margin requirement.
INSTRUMENT_TYPES	Instrument Types	ORT	Vector of instrument types present in portfolio (CALL, PUT, STK, FUT, etc.).
INTRINSIC_CALL	Intrinsic Call	ORT	Sum of call intrinsic value across portfolio.
INTRINSIC_PUT	Intrinsic Put	ORT	Sum of put intrinsic value across portfolio.
INTRINSIC_VALUE	Intrinsic Value	ORT	Sum of intrinsic value across all option positions. In-the-money amount.
IN_MONEY_POSITION	In Money Position	ORT	Sum of in-the-money option contract counts across portfolio.
IN_MONEY_POSITION_CALL	In Money Position Call	ORT	Total in-the-money call option contracts across portfolio.
IN_MONEY_POSITION_PUT	In Money Position Put	ORT	Total in-the-money put option contracts across portfolio.
ISSUER_OPTION_VALUE	Issuer Option Value	IBKR	Market value of issuer option positions.
ISSUER_OPTION_VALUE_BASE	Issuer Option Value	IBKR	Market value of issuer option positions aggregated across all currency holdings and expressed in the account’s base currency. Multi-currency variant of ISSUER_OPTION_VALUE.
LATENCY	Latency	Client	Age of the account’s data in seconds. The browser computes it once per second as its own clock time minus the account’s TIME field. Shows 0 for a negative result. Blank until the first TIME arrives. Above 5 the navigation bar shows the account as stale. A browser clock running ahead of real time makes the value too large.
LOOKAHEAD_AVAILABLE_FUNDS	Lookahead Available Funds	IBKR	Available funds at the next margin change time. Equity With Loan Value minus LookAhead Initial Margin.
LOOKAHEAD_EXCESS_LIQUIDITY	Lookahead Excess Liquidity	IBKR	Excess liquidity at the next margin change time. For securities: Equity With Loan Value minus LookAhead Maintenance Margin. For commodities: Net Liquidation Value minus LookAhead Maintenance Margin.
LOOKAHEAD_INIT_MARGIN_REQ	Lookahead Init Margin Req	IBKR	Projected initial margin requirement at next margin change time.
LOOKAHEAD_MAINT_MARGIN_REQ	Lookahead Maint Margin Req	IBKR	Projected maintenance margin requirement at next margin change time.
LOOKAHEAD_NEXT_CHANGE	Lookahead Next Change	IBKR	Unix timestamp when margin requirements will next change (e.g., market open/close, expiration). 0 = no scheduled change.
LOOKAHEAD_NEXT_CHANGE_EXCEL	Lookahead Next Change Excel	ORT	Margin change time as Excel serial date. Format cell as date/time in Excel.
MAINT_MARGIN_REQ	Maint Margin Req	IBKR	Current maintenance margin requirement. If ELV drops below this value, margin call triggers.
MARGIN_USAGE_PCT	Margin Usage Pct	ORT	Percentage of Net Liquidation that maintenance margin uses. 100 × MAINT_MARGIN_REQ / NET_LIQUIDATION. A value near 100 means the account is close to a margin call. 0 when Net Liquidation is zero or missing. Across several accounts the ratio is the sum of the numerators divided by the sum of the denominators, not an average of the per-account percentages.
MONEY_MARKET_FUND_VALUE	Money Market Fund Value	IBKR	Market value of money market fund positions.
MONEY_MARKET_FUND_VALUE_BASE	Money Market Fund Value	IBKR	Market value of money market fund positions aggregated across all currency holdings and expressed in the account’s base currency. Multi-currency variant of MONEY_MARKET_FUND_VALUE.
MUTUAL_FUND_VALUE	Mutual Fund Value	IBKR	Market value of mutual fund positions.
MUTUAL_FUND_VALUE_BASE	Mutual Fund Value	IBKR	Market value of mutual fund positions aggregated across all currency holdings and expressed in the account’s base currency. Multi-currency variant of MUTUAL_FUND_VALUE.
NET_DIVIDEND	Net Dividend	IBKR	Net dividend value.
NET_DIVIDEND_BASE	Net Dividend	IBKR	Net dividend value aggregated across all currency holdings and expressed in the account’s base currency. Multi-currency variant of NET_DIVIDEND.
NET_LIQ	Net Liq	ORT	Net liquidation value cached from IBKR updates.
NET_LIQUIDATION	Net Liquidation	IBKR	Total account value if all positions were liquidated. Securities: Cash + Stock + Options + Bonds + Funds. Commodities: Cash (including futures P&L) + Options. Crypto: Cash + Cryptocurrency.
NET_LIQ_BY_CURRENCY	Net Liq By Currency	IBKR	Net liquidation value broken out by currency.
NET_LIQ_BY_CURRENCY_BASE	Net Liq By Currency	IBKR	Net liquidation value aggregated across all currency holdings and expressed in the account’s base currency. Multi-currency variant of NET_LIQ_BY_CURRENCY.
NET_LIQ_CALC	Net Liq Calc	ORT	Real-time estimate of net liquidation. NET_LIQ plus the change in daily P&L since the last IBKR net liquidation update. It moves with every tick between IBKR updates.
NET_LIQ_DELTA	Net Liq Delta	ORT	Delta between current daily P&L and P&L when IBKR last sent net liquidation update.
NET_LIQ_PCT_CHANGE	Net Liq Pct Change	ORT	Daily percentage change in net liquidation. 100 × daily P&L / (net liquidation - daily P&L).
NET_LIQ_READY	Net Liq Ready	ORT	Boolean indicating whether net liquidation data has been received and validated.
NET_LIQ_UPDATE_TIME	Net Liq Update Time	ORT	Unix timestamp when IBKR last sent net liquidation update.
NET_LIQ_UPDATE_TIME_EXCEL	Net Liq Update Time Excel	ORT	Net liquidation update time as Excel serial date. Format cell as date/time in Excel.
NET_LIQ_VALUE	Net Liq Value	ORT	Sum of net liquidation values across all securities.
NOTIONAL_CALL	Notional Call	ORT	Sum of call notional values across portfolio.
NOTIONAL_CALL_LONG	Notional Call Long	ORT	Sum of long call notional values across portfolio.
NOTIONAL_CALL_SHORT	Notional Call Short	ORT	Sum of short call notional values across portfolio.
NOTIONAL_PUT	Notional Put	ORT	Sum of put notional values across portfolio.
NOTIONAL_PUT_LONG	Notional Put Long	ORT	Sum of long put notional values across portfolio.
NOTIONAL_PUT_SHORT	Notional Put Short	ORT	Sum of short put notional values across portfolio.
OPTION_MARKET_VALUE	Option Market Value	IBKR	Total market value of equity option positions.
OPTION_MARKET_VALUE_BASE	Option Market Value	IBKR	Total market value of equity option positions aggregated across all currency holdings and expressed in the account’s base currency. Multi-currency variant of OPTION_MARKET_VALUE.
OUT_MONEY_POSITION	Out Money Position	ORT	Sum of out-of-the-money option contract counts across portfolio.
OUT_MONEY_POSITION_CALL	Out Money Position Call	ORT	Total out-of-the-money call option contracts across portfolio.
OUT_MONEY_POSITION_PUT	Out Money Position Put	ORT	Total out-of-the-money put option contracts across portfolio.
OVERNIGHT_MARGIN_PCT	Overnight Margin Pct	ORT	Percentage of Net Liquidation that the projected overnight maintenance margin uses. 100 × LOOKAHEAD_MAINT_MARGIN_REQ / NET_LIQUIDATION. It usually equals MARGIN_USAGE_PCT during regular trading hours. It differs near the close, near expirations, and whenever IBKR projects a change in overnight margin. 0 when Net Liquidation is zero or missing. Across several accounts the ratio is the sum of the numerators divided by the sum of the denominators, not an average of the per-account percentages.
PNL	PnL Daily	IBKR	Daily profit and loss for the whole account, in the base currency, from IBKR’s pnl callback. IBKR does not split this value by currency. Shown as “PnL Daily” with the BASE currency tag. PNL_POSITIONS gives the per-currency figure. PNL_POSITIONS_BASE gives the position-based total in the base currency.
PNL_CALL	PnL Call	ORT	Sum of daily P&L for all call positions in the portfolio.
PNL_CALL_LONG	PnL Call Long	ORT	Sum of daily P&L for all long call positions in the portfolio.
PNL_CALL_SHORT	PnL Call Short	ORT	Sum of daily P&L for all short call positions in the portfolio.
PNL_PCT	PnL Pct	ORT	Unrealized P&L as a percentage of the capital in all positions. 100 × PNL_UNREALIZED / |COST_BASIS|. Positive is a gain and negative is a loss, for long positions, short positions, and spreads alike. A long position cannot go below -100 percent. A short position or a credit spread can go below -100 percent when the loss exceeds the premium collected. 0 when cost basis is zero. Across several accounts the ratio is the sum of the numerators divided by the sum of the denominators, not an average of the per-account percentages.
PNL_POSITIONS	PnL	ORT	Sum of daily P&L across the positions in one currency, in that currency. Shown as “PnL” with that currency’s tag. PNL covers the whole account in the base currency. The two also differ on a day with closed positions, because a closed position leaves this sum but stays in IBKR’s account figure.
PNL_POSITIONS_BASE	PnL	ORT	Sum of daily P&L across all positions, converted to the base currency. Each position’s P&L is multiplied by the IBKR ledger exchange rate for its currency before the sum. One value for the whole account, the same for every currency selection. It equals PNL on a day with no closed positions and no cash or currency movement. A position with no ledger rate yet is left out until the rate arrives.
PNL_PREV_CLOSE	PnL Prev Close	ORT	Sum of P&L from previous close across all positions in the portfolio.
PNL_PREV_CLOSE_DELTA	PnL Prev Close Delta	ORT	Sum of delta approximation P&L from previous close in the portfolio. DELTA × underlying change across all positions.
PNL_PREV_CLOSE_DELTA_ORT	PnL Prev Close Delta ORT	ORT	Sum of ORT delta approximation P&L from previous close in the portfolio. DELTA_ORT × underlying change across all positions.
PNL_PUT	PnL Put	ORT	Sum of daily P&L for all put positions in the portfolio.
PNL_PUT_LONG	PnL Put Long	ORT	Sum of daily P&L for all long put positions in the portfolio.
PNL_PUT_SHORT	PnL Put Short	ORT	Sum of daily P&L for all short put positions in the portfolio.
PNL_REALIZED	PnL Realized	IBKR	Sum of realized P&L across all positions.
PNL_UNDERLYING	PnL Underlying	ORT	Sum of daily P&L for all underlying positions in the portfolio.
PNL_UNDERLYING_LONG	PnL Underlying Long	ORT	Sum of daily P&L for all long underlying positions in the portfolio.
PNL_UNDERLYING_SHORT	PnL Underlying Short	ORT	Sum of daily P&L for all short underlying positions in the portfolio.
PNL_UNREALIZED	PnL Unrealized	IBKR	Sum of unrealized P&L across all positions.
POSITION_TYPES	Position Types	ORT	Vector of position directions present in portfolio: combinations of LONG, SHORT, FLAT.
REALIZED_PNL	Realized PnL	IBKR	Realized profit and loss from account summary.
REALIZED_PNL_BASE	Realized PnL	IBKR	Realized profit and loss aggregated across all currency holdings and expressed in the account’s base currency. Multi-currency variant of REALIZED_PNL.
REAL_CURRENCY	Real Currency	IBKR	Actual currency of returned values.
RETURN_ON_MARGIN_PCT	Return On Margin Pct	ORT	Daily P&L as a percentage of maintenance margin. 100 × PNL / MAINT_MARGIN_REQ. It shows what the margin capital earned or lost today. The numerator is daily P&L, not unrealized P&L, so both sides cover one day. 0 when MAINT_MARGIN_REQ is zero, as in an all-cash account. Across several accounts the ratio is the sum of the numerators divided by the sum of the denominators, not an average of the per-account percentages.
RHO	Rho	ORT	Sum of rho across all option positions. Portfolio sensitivity to interest rate changes.
SPX_FAM_DELTA	SPX Family Delta	ORT	Sum of SPX-equivalent delta across all positions. Each position’s delta is multiplied by a fixed ratio: SPX 1.0, XSP 0.1, SPY 0.1, ES 1.0, MES 1.0, including their weekly variants and futures options. Every other underlying contributes zero, including VOO, IVV, SPLG, NQ, MNQ, RTY, and YM. The result is one delta number comparable to the SPX delta in IBKR mobile.
STOCK_MARKET_VALUE	Stock Market Value	IBKR	Total market value of stock positions.
STOCK_MARKET_VALUE_BASE	Stock Market Value	IBKR	Market value of stock positions aggregated across all currency holdings and expressed in the account’s base currency. Multi-currency variant of STOCK_MARKET_VALUE.
THETA	Theta	IBKR	Sum of IBKR theta across all option positions. Portfolio daily time decay.
THETA2	Theta2	ORT	Sum of conservative IBKR theta across all option positions. Uses analytical model theta unless its absolute value exceeds linear theta, in which case linear theta is used.
THETA2_ORT	Theta2 ORT	ORT	Sum of conservative ORT theta across all option positions. Uses analytical model theta unless its absolute value exceeds linear theta, in which case linear theta is used.
THETA2_ORT_BASE	Theta2 ORT	ORT	Sum of THETA2_ORT across all positions, converted to the base currency with the IBKR ledger exchange rate for each position’s currency. One value for the whole account, the same for every currency selection.
THETA_BASE	Theta	ORT	Sum of IBKR theta across all option positions, converted to the base currency. Each position’s theta is multiplied by the IBKR ledger exchange rate for its currency. The base currency rate is 1.00. One value for the whole account, the same for every currency selection. A position with no ledger rate yet is left out until the rate arrives.
THETA_BUMP2_ORT	Theta Bump2 ORT	ORT	Sum of conservative bumped theta across all option positions. Uses finite-difference theta unless its absolute value exceeds linear theta, in which case linear theta is used.
THETA_BUMP_ORT	Theta Bump ORT	ORT	Sum of finite-difference theta across all option positions. Reprices option with one less day to expiration.
THETA_CALL	Theta Call	ORT	Sum of call theta across portfolio.
THETA_LINEAR	Theta Linear	ORT	Sum of linear theta across all option positions. Simple straight-line time decay: −Extrinsic Value / Expiration Days.
THETA_ORT	Theta ORT	ORT	Sum of ORT theta across all option positions using QuantLib models.
THETA_ORT_BASE	Theta ORT	ORT	Sum of THETA_ORT across all positions, converted to the base currency with the IBKR ledger exchange rate for each position’s currency. One value for the whole account, the same for every currency selection.
THETA_PUT	Theta Put	ORT	Sum of put theta across portfolio.
TIME	Time	IBKR	Current server time as Unix timestamp (seconds since 1970-01-01 UTC).
TIME_EXCEL	Time Excel	ORT	Current server time as Excel serial date. Format cell as date/time in Excel.
TOTAL_CASH_BALANCE	Total Cash Balance	IBKR	Cash balance summed across all currencies, converted to base currency.
TOTAL_CASH_BALANCE_BASE	Total Cash Balance	IBKR	Cash balance aggregated across all currency holdings and expressed in the account’s base currency. Multi-currency variant of TOTAL_CASH_BALANCE.
TOTAL_CASH_VALUE	Total Cash Value	IBKR	Total cash including unsettled funds and futures P&L.
TOTAL_NET_LIQ_VALUE	Total Net Liq Value	IBKR	Combined net liquidation and total cash value for display.
TREASURY_BILL_VALUE	Treasury Bill Value	IBKR	Market value of Treasury bill positions.
TREASURY_BILL_VALUE_BASE	Treasury Bill Value	IBKR	Market value of Treasury bill positions aggregated across all currency holdings and expressed in the account’s base currency. Multi-currency variant of TREASURY_BILL_VALUE.
TREASURY_BOND_VALUE	Treasury Bond Value	IBKR	Market value of Treasury bond positions.
TREASURY_BOND_VALUE_BASE	Treasury Bond Value	IBKR	Market value of Treasury bond positions aggregated across all currency holdings and expressed in the account’s base currency. Multi-currency variant of TREASURY_BOND_VALUE.
UNDERLYING_LONG	Underlying Long	ORT	Total long underlying (stock/future) contracts across portfolio.
UNDERLYING_SHORT	Underlying Short	ORT	Total short underlying (stock/future) contracts across portfolio.
UNDERLYING_SYMBOLS	Underlying Symbols	ORT	Vector of unique underlying symbols in portfolio (e.g., [“SPY”, “AAPL”, “QQQ”]).
UNREALIZED_PNL	Unrealized PnL	IBKR	Unrealized profit and loss from account summary.
UNREALIZED_PNL_BASE	Unrealized PnL	IBKR	Unrealized profit and loss aggregated across all currency holdings and expressed in the account’s base currency. Multi-currency variant of UNREALIZED_PNL.
VALUE	Value	IBKR	Sum of IBKR position values across all securities.
VALUE_CALL	Value Call	ORT	Sum of position values for all call positions in the portfolio.
VALUE_CALL_LONG	Value Call Long	ORT	Sum of position values for all long call positions in the portfolio.
VALUE_CALL_SHORT	Value Call Short	ORT	Sum of position values for all short call positions in the portfolio.
VALUE_ORT	Value ORT	ORT	Sum of ORT-calculated position values across all securities.
VALUE_PUT	Value Put	ORT	Sum of position values for all put positions in the portfolio.
VALUE_PUT_LONG	Value Put Long	ORT	Sum of position values for all long put positions in the portfolio.
VALUE_PUT_SHORT	Value Put Short	ORT	Sum of position values for all short put positions in the portfolio.
VALUE_UNDERLYING	Value Underlying	ORT	Sum of position values for all underlying (stock/future) positions in the portfolio.
VALUE_UNDERLYING_LONG	Value Underlying Long	ORT	Sum of position values for all long underlying positions in the portfolio.
VALUE_UNDERLYING_SHORT	Value Underlying Short	ORT	Sum of position values for all short underlying positions in the portfolio.
VEGA	Vega	IBKR	Sum of IBKR vega across all option positions. Portfolio sensitivity to volatility changes.
VEGA_BASE	Vega	ORT	Sum of IBKR vega across all option positions, converted to the base currency with the IBKR ledger exchange rate for each position’s currency. One value for the whole account, the same for every currency selection.
VEGA_ORT	Vega ORT	ORT	Sum of ORT vega across all option positions using QuantLib models.
VEGA_ORT_BASE	Vega ORT	ORT	Sum of VEGA_ORT across all positions, converted to the base currency with the IBKR ledger exchange rate for each position’s currency. One value for the whole account, the same for every currency selection.
WARRANT_VALUE	Warrant Value	IBKR	Market value of warrant positions.
WARRANT_VALUE_BASE	Warrant Value	IBKR	Market value of warrant positions aggregated across all currency holdings and expressed in the account’s base currency. Multi-currency variant of WARRANT_VALUE.

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Position Table

Individual position data. One row per position in the portfolio.

Field ID	Display Name	Source	Description
ACCOUNT_ID	Account ID	ORT	IBKR account that holds this position. Identifies which of the multiple connected accounts owns this row.
ACCOUNT_NAME	Account Name	ORT	User-assigned name of the account that holds this position, set in Rover.
ASK	Ask	IBKR	Current best ask price.
ASK_SIZE	Ask Size	IBKR	Size available at ask price.
ASK_YIELD	Ask Yield	IBKR	Yield at ask price for bonds.
AVG_COST_CALL_LONG	Avg Cost Call Long	ORT	Cost basis per contract if this is a long call position, 0 otherwise. Cost basis divided by number of contracts. Positive value representing the average dollar amount paid per contract.
AVG_COST_CALL_SHORT	Avg Cost Call Short	ORT	Cost basis per contract if this is a short call position, 0 otherwise. Cost basis divided by number of contracts. Negative value representing premium collected per contract.
AVG_COST_PUT_LONG	Avg Cost Put Long	ORT	Cost basis per contract if this is a long put position, 0 otherwise. Cost basis divided by number of contracts. Positive value representing the average dollar amount paid per contract.
AVG_COST_PUT_SHORT	Avg Cost Put Short	ORT	Cost basis per contract if this is a short put position, 0 otherwise. Cost basis divided by number of contracts. Negative value representing premium collected per contract.
AVG_PRICE	Avg Price	IBKR	Average cost per unit. For bonds: avgCost / 10 (IBKR reports bonds in tenths).
AVG_STRIKE_CALL_LONG	Avg Strike Call Long	ORT	Strike price if this is a long call position, 0 otherwise. At the position level this is simply the contract’s strike. Primarily a building block for the underlying-level weighted-average strike.
AVG_STRIKE_CALL_SHORT	Avg Strike Call Short	ORT	Strike price if this is a short call position, 0 otherwise. At the position level this is simply the contract’s strike. Primarily a building block for the underlying-level weighted-average strike.
AVG_STRIKE_PUT_LONG	Avg Strike Put Long	ORT	Strike price if this is a long put position, 0 otherwise. At the position level this is simply the contract’s strike. Primarily a building block for the underlying-level weighted-average strike.
AVG_STRIKE_PUT_SHORT	Avg Strike Put Short	ORT	Strike price if this is a short put position, 0 otherwise. At the position level this is simply the contract’s strike. Primarily a building block for the underlying-level weighted-average strike.
BID	Bid	IBKR	Current best bid price.
BID_ASK	Bid Ask	ORT	HTML formatted bid/ask with sizes as subscripts.
BID_SIZE	Bid Size	IBKR	Size available at bid price.
BID_YIELD	Bid Yield	IBKR	Yield at bid price for bonds.
BOND_DESCRIPTION	Bond Description	ORT	Bond description constructed from trading class and contract ID.
CHANGE	Change	ORT	Price change from the previous close. LAST - CLOSE. Set only when both values exist.
CHANGE_PCT	Change Pct	ORT	Percentage price change from the previous close. 100 × (LAST - CLOSE) / CLOSE.
CLOSE	Close	IBKR	Previous session closing price.
CONTRACTS_CALL	Contracts Call	ORT	Signed position if this is a call option, 0 otherwise. Positive = long, negative = short.
CONTRACTS_CALL_LONG	Contracts Call Long	ORT	Position value if this is a long call, 0 otherwise.
CONTRACTS_CALL_SHORT	Contracts Call Short	ORT	Position value (negative) if this is a short call, 0 otherwise.
CONTRACTS_PUT	Contracts Put	ORT	Signed position if this is a put option, 0 otherwise. Positive = long, negative = short.
CONTRACTS_PUT_LONG	Contracts Put Long	ORT	Position value if this is a long put, 0 otherwise.
CONTRACTS_PUT_SHORT	Contracts Put Short	ORT	Position value (negative) if this is a short put, 0 otherwise.
CONTRACT_CURRENCY	Contract Currency	IBKR	Currency the contract trades and settles in (e.g., USD, CAD, EUR, GBP). From IBKR contract details. May be blank for some bond contracts due to IBKR data restrictions.
CON_ID	ConID	IBKR	IBKR contract identifier. Globally unique integer.
COST_BASIS	Cost Basis	ORT	Total cost basis for this position. POSITION × average cost. Positive for longs, negative for shorts (premium collected).
COST_BASIS_CALL_LONG	Cost Basis Call Long	ORT	COST_BASIS if this is a long call, 0 otherwise. Positive value representing total dollars paid for this position.
COST_BASIS_CALL_SHORT	Cost Basis Call Short	ORT	COST_BASIS if this is a short call, 0 otherwise. Negative value representing premium collected for this position.
COST_BASIS_PUT_LONG	Cost Basis Put Long	ORT	COST_BASIS if this is a long put, 0 otherwise. Positive value representing total dollars paid for this position.
COST_BASIS_PUT_SHORT	Cost Basis Put Short	ORT	COST_BASIS if this is a short put, 0 otherwise. Negative value representing premium collected for this position.
DATA_DELAYED	Data Delayed	ORT	True when IBKR sends delayed or frozen market data for this contract instead of live data. The row’s prices and greeks are real values about fifteen minutes old.
DELTA	Delta	IBKR	Delta from IBKR option model. Position-weighted: raw delta × position × multiplier.
DELTA_DLRS	Delta Dlrs	ORT	Dollar delta exposure. Options: DELTA × underlying price. Stocks: position × multiplier × price.
DELTA_DLRS_METRICS	Delta Dlrs Metrics	ORT	Vector of delta dlrs values at different price and volatility scenarios. See Metrics Vector Structure section.
DELTA_DLRS_ORT	Delta Dlrs ORT	ORT	Dollar delta using ORT-calculated delta. DELTA_ORT × underlying price.
DELTA_METRICS	Delta Metrics	ORT	Vector of delta values at different price and volatility scenarios. See Metrics Vector Structure section.
DELTA_ORT	Delta ORT	ORT	Delta calculated by ORT using QuantLib models. Position-weighted.
DIVIDEND_PV	Dividend PV	IBKR	Present value of expected dividends.
DIVIDEND_YIELD	Dividend Yield	ORT	Dividend yield used in option pricing.
DTE	Days To Expiry	ORT	Days to expiration (0 on expiry day). Industry standard DTE.
EXPIRATION_DATE	Expiration Date	IBKR	Expiration date as a YYYYMMDD integer. Options and futures options carry the expiration date. Futures carry the last trading day. Bonds carry the maturity date.
EXPIRATION_DAYS	Expiration Days	ORT	Calendar days until expiration (minimum 1). See DTE for industry convention.
EXTRINSIC_CALL	Extrinsic Call	ORT	Extrinsic if this is a call, 0 otherwise.
EXTRINSIC_PUT	Extrinsic Put	ORT	Extrinsic if this is a put, 0 otherwise.
EXTRINSIC_VALUE	Extrinsic Value	ORT	Time value of the position. VALUE - INTRINSIC_VALUE. Falls to zero at expiration.
EXTRINSIC_VALUE_1X	Extrinsic Value 1x	ORT	Per-contract extrinsic value. EXTRINSIC_VALUE / (position × multiplier).
EXTRINSIC_VAL_METRICS	Extrinsic Val Metrics	ORT	Vector of extrinsic val values at different price and volatility scenarios. See Metrics Vector Structure section.
FINANCIAL_INSTRUMENT	Financial Instrument	ORT	Full instrument identifier from local symbol.
FINANCIAL_INSTRUMENT_2	Financial Instrument 2	ORT	Secondary display format for instrument identifier.
GAMMA	Gamma	IBKR	Gamma from IBKR option model. Position-weighted. Rate of delta change per $1 underlying move.
GAMMA_DLRS	Gamma Dlrs	ORT	Dollar gamma. Options: GAMMA × underlying price. Stocks: 0.
GAMMA_DLRS_METRICS	Gamma Dlrs Metrics	ORT	Vector of gamma dlrs values at different price and volatility scenarios. See Metrics Vector Structure section.
GAMMA_DLRS_ORT	Gamma Dlrs ORT	ORT	Dollar gamma using ORT-calculated gamma.
GAMMA_METRICS	Gamma Metrics	ORT	Vector of gamma values at different price and volatility scenarios. See Metrics Vector Structure section.
GAMMA_ORT	Gamma ORT	ORT	Gamma calculated by ORT using QuantLib models. Position-weighted.
HIGH	High	IBKR	Session high price.
IMPLIED_VOL	Implied Vol	IBKR	Implied volatility from IBKR option model. Stored as percentage (25.5 = 25.5% IV).
IMPLIED_VOL_ORT	Implied Vol ORT	ORT	Implied volatility calculated by ORT. Stored as percentage. Falls back to IMPLIED_VOL on calculation failure.
INSTRUMENT_TYPE	Instrument Type	ORT	Instrument type as integer enum: CALL, PUT, STK, FUT, BOND, BILL, CASH, etc.
INTRINSIC_CALL	Intrinsic Call	ORT	Intrinsic if this is a call, 0 otherwise.
INTRINSIC_PUT	Intrinsic Put	ORT	Intrinsic if this is a put, 0 otherwise.
INTRINSIC_VALUE	Intrinsic Value	ORT	Intrinsic value for entire position. Intrinsic value per contract × position × multiplier.
INTRINSIC_VALUE_1X	Intrinsic Value 1x	ORT	Intrinsic value for one contract. Calls in the money: underlying - strike. Puts in the money: strike - underlying. 0 when out of the money.
IN_MONEY	In Money	ORT	In-the-money amount per share. Calls: underlying - strike. Puts: strike - underlying. 0 when out of the money.
IN_MONEY_PCT	In Money Pct	ORT	In-the-money percentage. 100 × IN_MONEY / strike.
IN_MONEY_POSITION	In Money Position	ORT	Absolute position count if option is in-the-money, 0 otherwise.
IN_MONEY_POSITION_CALL	In Money Position Call	ORT	Absolute position count if this is an in-the-money call, 0 otherwise.
IN_MONEY_POSITION_PUT	In Money Position Put	ORT	Absolute position count if this is an in-the-money put, 0 otherwise.
IN_OUT_MONEY	In Out Money	ORT	Signed moneyness. Positive when in the money and equal to IN_MONEY. Negative when out of the money and equal to minus OUT_MONEY.
IN_OUT_MONEY_PCT	In Out Money Pct	ORT	Signed moneyness percentage. 100 × IN_OUT_MONEY / strike. Positive for ITM, negative for OTM.
IS_UNDERLYING	Is Underlying	ORT	Boolean. True if this row IS an underlying (STK, FUT, BOND, BILL, CASH), false for derivatives (OPT, FOP).
LAST	Last	IBKR	Last traded price.
LAST_SIZE	Last Size	IBKR	Size of last trade.
LAST_TIMESTAMP	Last Timestamp	IBKR	Unix timestamp of last trade.
LAST_TIMESTAMP_EXCEL	Last Timestamp Excel	ORT	Last trade timestamp as Excel serial date. Format cell as date/time in Excel.
LAST_YIELD	Last Yield	IBKR	Yield at last price for bonds.
LOW	Low	IBKR	Session low price.
MIN_TICK	Min Tick	IBKR	Minimum price increment for this security.
MULTIPLIER	Multiplier	IBKR	Contract multiplier. 100 for standard equity options.
NET_LIQ_PRICE	Net Liq Price	ORT	Price used for liquidation value. Bid for long positions, ask for short positions.
NET_LIQ_VALUE	Net Liq Value	ORT	Liquidation value. Longs: bid × position × multiplier. Shorts: ask × position × multiplier.
NOTIONAL	Notional	ORT	Notional value for options. POSITION × strike × multiplier × price quotation. Represents controlled underlying value.
NOTIONAL_CALL	Notional Call	ORT	NOTIONAL if this is a call, 0 otherwise.
NOTIONAL_CALL_LONG	Notional Call Long	ORT	NOTIONAL if this is a long call, 0 otherwise.
NOTIONAL_CALL_SHORT	Notional Call Short	ORT	NOTIONAL if this is a short call, 0 otherwise.
NOTIONAL_PUT	Notional Put	ORT	NOTIONAL if this is a put, 0 otherwise.
NOTIONAL_PUT_LONG	Notional Put Long	ORT	NOTIONAL if this is a long put, 0 otherwise.
NOTIONAL_PUT_SHORT	Notional Put Short	ORT	NOTIONAL if this is a short put, 0 otherwise.
OPEN	Open	IBKR	Session opening price.
OPT_PRICING_MODEL	Option Pricing Model	ORT	Pricing model used to calibrate implied volatility for this contract. ORT picks the model from the underlying security type. BSM_AMERICAN: Barone-Adesi-Whaley American exercise, for stocks and ETFs, with the IBKR dividend yield when available. BSM_EUROPEAN: Black-Scholes European exercise, for cash-settled index options such as SPX, XSP, and NDX, with the IBKR dividend yield when available. BLACK76_AMERICAN: Black-76 with American exercise, for futures options, with the dividend yield set equal to the risk-free rate. NONE for positions that are not options.
OUT_MONEY	Out Money	ORT	Out-of-the-money amount per share. Calls: strike - underlying. Puts: underlying - strike. 0 when in the money.
OUT_MONEY_PCT	Out Money Pct	ORT	Out-of-the-money percentage. 100 × OUT_MONEY / strike.
OUT_MONEY_POSITION	Out Money Position	ORT	Absolute position count if option is out-of-the-money, 0 otherwise.
OUT_MONEY_POSITION_CALL	Out Money Position Call	ORT	Absolute position count if this is an out-of-the-money call, 0 otherwise.
OUT_MONEY_POSITION_PUT	Out Money Position Put	ORT	Absolute position count if this is an out-of-the-money put, 0 otherwise.
PNL	PnL Daily	IBKR	Daily profit and loss for this position, in the contract currency, from IBKR’s pnlSingle callback. 0 if position is 0.
PNL_POSITIONS_BASE	PnL	ORT	PNL converted to the base currency. PNL × the IBKR ledger exchange rate for the position’s currency. Equals PNL for a position in the base currency. Blank until the ledger sends the rate.
PNL_CALL	PnL Call	ORT	PNL if this is a call, 0 otherwise.
PNL_CALL_LONG	PnL Call Long	ORT	PNL if this is a long call, 0 otherwise.
PNL_CALL_SHORT	PnL Call Short	ORT	PNL if this is a short call, 0 otherwise.
PNL_METRICS	PnL Metrics	ORT	Vector of pnl values at different price and volatility scenarios. See Metrics Vector Structure section.
PNL_PCT	PnL Pct	ORT	Unrealized P&L as a percentage of the capital in this position. 100 × PNL_UNREALIZED / |COST_BASIS|. Positive is a gain and negative is a loss, for long and short positions alike. A long position cannot go below -100 percent. A short position can go below -100 percent when the loss exceeds the premium collected. 0 when cost basis is zero.
PNL_PREV_CLOSE	PnL Prev Close	ORT	P&L change from previous close. Options: NPV change from underlying move. Stocks/bonds: same as daily P&L.
PNL_PREV_CLOSE_DELTA	PnL Prev Close Delta	ORT	Delta approximation of P&L from previous close. DELTA (IBKR) × underlying change. First-order estimate.
PNL_PREV_CLOSE_DELTA_ORT	PnL Prev Close Delta ORT	ORT	Delta approximation using ORT delta. DELTA_ORT × underlying change.
PNL_PUT	PnL Put	ORT	PNL if this is a put, 0 otherwise.
PNL_PUT_LONG	PnL Put Long	ORT	PNL if this is a long put, 0 otherwise.
PNL_PUT_SHORT	PnL Put Short	ORT	PNL if this is a short put, 0 otherwise.
PNL_REALIZED	PnL Realized	IBKR	Realized profit and loss for this position.
PNL_UNDERLYING	PnL Underlying	ORT	PNL if this is an underlying (stock/future), 0 otherwise.
PNL_UNDERLYING_LONG	PnL Underlying Long	ORT	PNL if this is a long underlying, 0 otherwise.
PNL_UNDERLYING_SHORT	PnL Underlying Short	ORT	PNL if this is a short underlying, 0 otherwise.
PNL_UNREALIZED	PnL Unrealized	IBKR	Unrealized profit and loss for this position.
PNL_UNREALIZED_METRICS	PnL Unrealized Metrics	ORT	Vector of pnl unrealized values at different price and volatility scenarios. See Metrics Vector Structure section.
POSITION	Position	IBKR	Signed position quantity. Positive = long, negative = short.
POSITION_DETAIL	Position Detail	ORT	Formatted position description: “LONG X instrument” or “SHRT X instrument” or “0 instrument”.
POSITION_TYPE	Position Type	ORT	Position direction as integer enum. LONG (position > 0), SHORT (position < 0), FLAT (position == 0).
PRICE_QUOTE	Price Quote	ORT	Price quotation multiplier. 1 / priceMagnifier. Handles non-standard price quotation.
REVALUATION	Revaluation	ORT	Back-calculated price from IBKR value. VALUE / (position × multiplier), rounded to minimum tick. Shows implied price from IBKR’s position value.
RHO	Rho	ORT	Rho calculated by ORT using QuantLib models. Position-weighted. Sensitivity to interest rate changes.
RISK_FREE_RATE	Risk Free Rate	ORT	Risk-free interest rate used in ORT option pricing calculations.
ROW_INDEX	Row Index	ORT	Incrementing counter for table row ordering.
SECURITY_TYPE	Security Type	IBKR	Security type as integer enum: STK, OPT, FUT, FOP, BOND, BILL, CASH, IND.
SPX_FAM_DELTA	SPX Family Delta	ORT	SPX-equivalent delta for this position. Delta × a fixed ratio: SPX 1.0, XSP 0.1, SPY 0.1, ES 1.0, MES 1.0, including their weekly variants and futures options. Zero for every other underlying, including VOO, IVV, SPLG, NQ, MNQ, RTY, and YM.
STRIKE	Strike	IBKR	Option strike price.
STRIKE_POS_CALL_LONG	Strike Pos Call Long	ORT	Strike × position for a long call, 0 otherwise. Sum this field over any group and divide by the sum of CONTRACTS_CALL_LONG to get the weighted-average long-call strike for that group. AVG_STRIKE_CALL_LONG already shows that average at every level.
STRIKE_POS_CALL_SHORT	Strike Pos Call Short	ORT	Strike × position for a short call, 0 otherwise. The value is negative because a short position is negative. Sum this field over any group and divide by the sum of CONTRACTS_CALL_SHORT to get the weighted-average short-call strike for that group. AVG_STRIKE_CALL_SHORT already shows that average at every level.
STRIKE_POS_PUT_LONG	Strike Pos Put Long	ORT	Strike × position for a long put, 0 otherwise. Sum this field over any group and divide by the sum of CONTRACTS_PUT_LONG to get the weighted-average long-put strike for that group. AVG_STRIKE_PUT_LONG already shows that average at every level.
STRIKE_POS_PUT_SHORT	Strike Pos Put Short	ORT	Strike × position for a short put, 0 otherwise. The value is negative because a short position is negative. Sum this field over any group and divide by the sum of CONTRACTS_PUT_SHORT to get the weighted-average short-put strike for that group. AVG_STRIKE_PUT_SHORT already shows that average at every level.
SYMBOL	Symbol	IBKR	Local symbol. Options: “SPY 250117C00600000”. Stocks: “AAPL”.
TAG	Tag	ORT	User-assigned name that groups the positions of one strategy, for example NVDA_COVERED_CALL. Set from the row menu in the position table and in the reports. One tag per contract per account. Stored in Tags.json next to the Rover program, so a tag survives a restart and a close. A roll creates a new contract, which the user tags again. Used by the Position Filter and the Tag report.
THETA	Theta	IBKR	Theta from IBKR option model. Position-weighted. Daily time decay. Negative for long options.
THETA2	Theta2	ORT	Conservative IBKR theta. Uses analytical model theta unless its absolute value exceeds linear theta, in which case linear theta is used.
THETA2_ORT	Theta2 ORT	ORT	Conservative ORT theta. Uses analytical model theta unless its absolute value exceeds linear theta, in which case linear theta is used.
THETA2_ORT_BASE	Theta2 ORT	ORT	THETA2_ORT × the IBKR ledger exchange rate for the position’s contract currency. Equals THETA2_ORT for positions denominated in the base currency. Empty until the ledger delivers the currency’s exchange rate.
THETA2_ORT_METRICS	Theta2 ORT Metrics	ORT	Vector of theta2 ort values at different price and volatility scenarios. See Metrics Vector Structure section.
THETA_BASE	Theta	ORT	THETA converted to the base currency. THETA × the IBKR ledger exchange rate for the position’s currency. Equals THETA for a position in the base currency. Blank until the ledger sends the rate.
THETA_BUMP2_ORT	Theta Bump2 ORT	ORT	Conservative bumped theta. Uses finite-difference theta unless its absolute value exceeds linear theta, in which case linear theta is used.
THETA_BUMP_ORT	Theta Bump ORT	ORT	Finite-difference theta. Reprices option with one less day to expiration and calculates daily decay.
THETA_CALL	Theta Call	ORT	Theta value if this is a call, 0 otherwise.
THETA_LINEAR	Theta Linear	ORT	Linear time decay. -Extrinsic Value / Expiration Days. Simple straight-line assumption.
THETA_LIN_METRICS	Theta Linear Metrics	ORT	Vector of theta linear values at different price and volatility scenarios. See Metrics Vector Structure section.
THETA_METRICS	Theta Metrics	ORT	Vector of theta values at different price and volatility scenarios. See Metrics Vector Structure section.
THETA_ORT	Theta ORT	ORT	Theta calculated by ORT using QuantLib models. Position-weighted.
THETA_ORT_BASE	Theta ORT	ORT	THETA_ORT × the IBKR ledger exchange rate for the position’s contract currency. Equals THETA_ORT for positions denominated in the base currency. Empty until the ledger delivers the currency’s exchange rate.
THETA_PUT	Theta Put	ORT	Theta value if this is a put, 0 otherwise.
TIME_VALUE_PCT	Time Value Pct	ORT	Annualized yield from extrinsic value. 100 × ((1 + extrinsic / strike / DTE)^365 - 1). This is a return figure, not the extrinsic value itself.
TM_VAL_METRICS	Time Value Metrics	ORT	Vector of time value values at different price and volatility scenarios. See Metrics Vector Structure section.
UNDERLYING	Underlying	ORT	Underlying symbol. For derivatives: the underlying’s symbol. For stocks: same as SYMBOL.
UNDERLYING_1	Underlying 1	ORT	Formatted underlying display: “symbol price”.
UNDERLYING_2	Underlying 2	ORT	Formatted underlying display: “symbol price change changePct”.
UNDERLYING_ASK	Underlying Ask	ORT	Ask price of the underlying security.
UNDERLYING_ASK_SIZE	Underlying Ask Size	ORT	Ask size of the underlying security.
UNDERLYING_BID	Underlying Bid	ORT	Bid price of the underlying security.
UNDERLYING_BID_ASK	Underlying Bid Ask	ORT	HTML formatted bid/ask for underlying security.
UNDERLYING_BID_SIZE	Underlying Bid Size	ORT	Bid size of the underlying security.
UNDERLYING_CHANGE	Underlying Change	ORT	Price change of the underlying security from previous close.
UNDERLYING_CHANGE_PCT	Underlying Change Pct	ORT	Percentage price change of the underlying security.
UNDERLYING_CON_ID	Underlying ConID	IBKR	Contract ID of the underlying security. For underlyings, equals CON_ID.
UNDERLYING_LAST	Underlying Last	ORT	Last price of the underlying security.
UNDERLYING_LAST_SIZE	Underlying Last Size	ORT	Last trade size of the underlying security.
UNDERLYING_LONG	Underlying Long	ORT	Position value if this is a long underlying position, 0 otherwise.
UNDERLYING_QUOTE	Underlying Quote	ORT	HTML formatted quote for underlying: “change^last_size^changePct”.
UNDERLYING_SHORT	Underlying Short	ORT	Position value (negative) if this is a short underlying position, 0 otherwise.
VALUE	Value	IBKR	Position value from IBKR. 0 if IBKR returns invalid value.
VALUE_CALL	Value Call	ORT	VALUE if this is a call, 0 otherwise.
VALUE_CALL_LONG	Value Call Long	ORT	VALUE if this is a long call, 0 otherwise.
VALUE_CALL_SHORT	Value Call Short	ORT	VALUE if this is a short call, 0 otherwise.
VALUE_METRICS	Value Metrics	ORT	Vector of value values at different price and volatility scenarios. See Metrics Vector Structure section.
VALUE_ORT	Value ORT	ORT	ORT-calculated position value. Options: NPV × position × multiplier from QuantLib. Stocks: mid-price based.
VALUE_PUT	Value Put	ORT	VALUE if this is a put, 0 otherwise.
VALUE_PUT_LONG	Value Put Long	ORT	VALUE if this is a long put, 0 otherwise.
VALUE_PUT_SHORT	Value Put Short	ORT	VALUE if this is a short put, 0 otherwise.
VALUE_UNDERLYING	Value Underlying	ORT	VALUE if this is an underlying position, 0 otherwise.
VALUE_UNDERLYING_LONG	Value Underlying Long	ORT	VALUE if this is a long underlying, 0 otherwise.
VALUE_UNDERLYING_SHORT	Value Underlying Short	ORT	VALUE if this is a short underlying, 0 otherwise.
VEGA	Vega	IBKR	Vega from IBKR option model. Position-weighted. Sensitivity to 1% IV change.
VEGA_BASE	Vega	ORT	VEGA × the IBKR ledger exchange rate for the position’s contract currency. Equals VEGA for positions denominated in the base currency. Empty until the ledger delivers the currency’s exchange rate.
VEGA_METRICS	Vega Metrics	ORT	Vector of vega values at different price and volatility scenarios. See Metrics Vector Structure section.
VEGA_ORT	Vega ORT	ORT	Vega calculated by ORT using QuantLib models. Position-weighted.
VEGA_ORT_BASE	Vega ORT	ORT	VEGA_ORT × the IBKR ledger exchange rate for the position’s contract currency. Equals VEGA_ORT for positions denominated in the base currency. Empty until the ledger delivers the currency’s exchange rate.
VOLUME	Volume	IBKR	Trading volume.

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Underlying Table

Aggregated data by underlying. Each row represents all positions (options and stock) for an underlying.

Field ID	Display Name	Source	Description
ASK	Ask	IBKR	Ask price of the underlying security.
ASK_SIZE	Ask Size	IBKR	Ask size of the underlying security.
AVG_COST_CALL_LONG	Avg Cost Call Long	ORT	Average cost per contract across the long calls for this underlying. Sum of long call cost basis divided by sum of long call contracts. Positive, the average amount paid per contract. 0 when there are no long calls.
AVG_COST_CALL_SHORT	Avg Cost Call Short	ORT	Average cost per contract across the short calls for this underlying. Sum of short call cost basis divided by sum of short call contracts. Negative, the average premium collected per contract. 0 when there are no short calls.
AVG_COST_PUT_LONG	Avg Cost Put Long	ORT	Average cost per contract across the long puts for this underlying. Sum of long put cost basis divided by sum of long put contracts. Positive, the average amount paid per contract. 0 when there are no long puts.
AVG_COST_PUT_SHORT	Avg Cost Put Short	ORT	Average cost per contract across the short puts for this underlying. Sum of short put cost basis divided by sum of short put contracts. Negative, the average premium collected per contract. 0 when there are no short puts.
AVG_STRIKE_CALL_LONG	Avg Strike Call Long	ORT	Weighted-average strike across all long call positions for this underlying. SUM(STRIKE_POS_CALL_LONG) / SUM(CONTRACTS_CALL_LONG). 0 if no long calls held. Represents the effective strike of the aggregated long-call position.
AVG_STRIKE_CALL_SHORT	Avg Strike Call Short	ORT	Weighted-average strike across all short call positions for this underlying. SUM(STRIKE_POS_CALL_SHORT) / SUM(CONTRACTS_CALL_SHORT). 0 if no short calls held. Represents the effective strike of the aggregated short-call position.
AVG_STRIKE_PUT_LONG	Avg Strike Put Long	ORT	Weighted-average strike across all long put positions for this underlying. SUM(STRIKE_POS_PUT_LONG) / SUM(CONTRACTS_PUT_LONG). 0 if no long puts held. Represents the effective strike of the aggregated long-put position.
AVG_STRIKE_PUT_SHORT	Avg Strike Put Short	ORT	Weighted-average strike across all short put positions for this underlying. SUM(STRIKE_POS_PUT_SHORT) / SUM(CONTRACTS_PUT_SHORT). 0 if no short puts held. Represents the effective strike of the aggregated short-put position.
BID	Bid	IBKR	Bid price of the underlying security.
BID_ASK	Bid Ask	ORT	HTML formatted bid/ask for underlying security.
BID_SIZE	Bid Size	IBKR	Bid size of the underlying security.
CHANGE	Change	ORT	Price change of underlying from previous close.
CHANGE_PCT	Change Pct	ORT	Percentage price change of underlying.
CONTRACTS_CALL	Contracts Call	ORT	Sum of signed call option positions for this underlying. Positive = long, negative = short.
CONTRACTS_CALL_LONG	Contracts Call Long	ORT	Total long call option contracts for this underlying.
CONTRACTS_CALL_SHORT	Contracts Call Short	ORT	Total short call option contracts for this underlying.
CONTRACTS_PUT	Contracts Put	ORT	Sum of signed put option positions for this underlying. Positive = long, negative = short.
CONTRACTS_PUT_LONG	Contracts Put Long	ORT	Total long put option contracts for this underlying.
CONTRACTS_PUT_SHORT	Contracts Put Short	ORT	Total short put option contracts for this underlying.
CONTRACT_CURRENCY	Contract Currency	IBKR	Currency the underlying trades and settles in. From IBKR contract details.
CON_ID	ConID	IBKR	Contract ID of the underlying security.
COST_BASIS	Cost Basis	ORT	Sum of cost basis across all positions for this underlying.
COST_BASIS_CALL_LONG	Cost Basis Call Long	ORT	Sum of cost basis across all long call positions for this underlying. Positive value representing total dollars paid.
COST_BASIS_CALL_SHORT	Cost Basis Call Short	ORT	Sum of cost basis across all short call positions for this underlying. Negative value representing premium collected.
COST_BASIS_PUT_LONG	Cost Basis Put Long	ORT	Sum of cost basis across all long put positions for this underlying. Positive value representing total dollars paid.
COST_BASIS_PUT_SHORT	Cost Basis Put Short	ORT	Sum of cost basis across all short put positions for this underlying. Negative value representing premium collected.
DATA_DELAYED	Data Delayed	ORT	True when at least one held position for this underlying runs on market data that is not live (IBKR delayed or frozen data).
DELTA	Delta	IBKR	Sum of IBKR delta across all positions for this underlying. Net delta exposure.
DELTA_DLRS	Delta Dlrs	ORT	Sum of dollar delta across all positions for this underlying.
DELTA_DLRS_METRICS	Delta Dlrs Metrics	ORT	Sum of delta dlrs metric vectors across all positions for this underlying. See Metrics Vector Structure section.
DELTA_DLRS_ORT	Delta Dlrs ORT	ORT	Sum of ORT dollar delta across all positions for this underlying.
DELTA_METRICS	Delta Metrics	ORT	Sum of delta metric vectors across all positions for this underlying. See Metrics Vector Structure section.
DELTA_ORT	Delta ORT	ORT	Sum of ORT delta across all positions for this underlying.
EXTRINSIC_CALL	Extrinsic Call	ORT	Sum of call extrinsic value for this underlying.
EXTRINSIC_PUT	Extrinsic Put	ORT	Sum of put extrinsic value for this underlying.
EXTRINSIC_VALUE	Extrinsic Value	ORT	Sum of extrinsic value across all option positions for this underlying.
EXTRINSIC_VAL_METRICS	Extrinsic Val Metrics	ORT	Sum of extrinsic val metric vectors across all positions for this underlying. See Metrics Vector Structure section.
GAMMA	Gamma	IBKR	Sum of IBKR gamma across all positions for this underlying.
GAMMA_DLRS	Gamma Dlrs	ORT	Sum of dollar gamma across all positions for this underlying.
GAMMA_DLRS_METRICS	Gamma Dlrs Metrics	ORT	Sum of gamma dlrs metric vectors across all positions for this underlying. See Metrics Vector Structure section.
GAMMA_DLRS_ORT	Gamma Dlrs ORT	ORT	Sum of ORT dollar gamma across all positions for this underlying.
GAMMA_METRICS	Gamma Metrics	ORT	Sum of gamma metric vectors across all positions for this underlying. See Metrics Vector Structure section.
GAMMA_ORT	Gamma ORT	ORT	Sum of ORT gamma across all positions for this underlying.
INTRINSIC_CALL	Intrinsic Call	ORT	Sum of call intrinsic value for this underlying.
INTRINSIC_PUT	Intrinsic Put	ORT	Sum of put intrinsic value for this underlying.
INTRINSIC_VALUE	Intrinsic Value	ORT	Sum of intrinsic value across all option positions for this underlying.
IN_MONEY_POSITION	In Money Position	ORT	Sum of in-the-money option contract counts for this underlying.
IN_MONEY_POSITION_CALL	In Money Position Call	ORT	Total in-the-money call option contracts for this underlying.
IN_MONEY_POSITION_PUT	In Money Position Put	ORT	Total in-the-money put option contracts for this underlying.
LAST	Last	IBKR	Last price of the underlying security.
LAST_SIZE	Last Size	IBKR	Last trade size of the underlying security.
MIN_TICK	Min Tick	IBKR	Minimum tick size of the underlying security.
NET_LIQ_VALUE	Net Liq Value	ORT	Sum of liquidation values across all positions for this underlying.
NOTIONAL_CALL	Notional Call	ORT	Sum of call notional values for this underlying.
NOTIONAL_CALL_LONG	Notional Call Long	ORT	Sum of long call notional values for this underlying.
NOTIONAL_CALL_SHORT	Notional Call Short	ORT	Sum of short call notional values for this underlying.
NOTIONAL_PUT	Notional Put	ORT	Sum of put notional values for this underlying.
NOTIONAL_PUT_LONG	Notional Put Long	ORT	Sum of long put notional values for this underlying.
NOTIONAL_PUT_SHORT	Notional Put Short	ORT	Sum of short put notional values for this underlying.
OUT_MONEY_POSITION	Out Money Position	ORT	Sum of out-of-the-money option contract counts for this underlying.
OUT_MONEY_POSITION_CALL	Out Money Position Call	ORT	Total out-of-the-money call option contracts for this underlying.
OUT_MONEY_POSITION_PUT	Out Money Position Put	ORT	Total out-of-the-money put option contracts for this underlying.
PNL	PnL Daily	IBKR	Sum of daily P&L across all positions for this underlying, in the underlying’s currency.
PNL_POSITIONS_BASE	PnL	ORT	Sum of PNL across all positions for this underlying, converted to the base currency. An underlying trades in one currency, so the sum uses that currency’s single ledger rate. Equals PNL for an underlying in the base currency.
PNL_CALL	PnL Call	ORT	Sum of daily P&L for all call positions for this underlying.
PNL_CALL_LONG	PnL Call Long	ORT	Sum of daily P&L for all long call positions for this underlying.
PNL_CALL_SHORT	PnL Call Short	ORT	Sum of daily P&L for all short call positions for this underlying.
PNL_METRICS	PnL Metrics	ORT	Sum of pnl metric vectors across all positions for this underlying. See Metrics Vector Structure section.
PNL_PCT	PnL Pct	ORT	Unrealized P&L as a percentage of the capital in all positions for this underlying. 100 × SUM(PNL_UNREALIZED) / |SUM(COST_BASIS)|. Positive is a gain and negative is a loss. Same formula and meaning as the Position and Portfolio levels. 0 when cost basis is zero. Across several accounts the ratio is the sum of the numerators divided by the sum of the denominators, not an average of the per-account percentages.
PNL_PREV_CLOSE	PnL Prev Close	ORT	Sum of P&L from previous close across all positions for this underlying.
PNL_PREV_CLOSE_DELTA	PnL Prev Close Delta	ORT	Sum of delta approximation P&L from previous close for this underlying. DELTA × underlying change across all positions.
PNL_PREV_CLOSE_DELTA_ORT	PnL Prev Close Delta ORT	ORT	Sum of ORT delta approximation P&L from previous close for this underlying. DELTA_ORT × underlying change across all positions.
PNL_PUT	PnL Put	ORT	Sum of daily P&L for all put positions for this underlying.
PNL_PUT_LONG	PnL Put Long	ORT	Sum of daily P&L for all long put positions for this underlying.
PNL_PUT_SHORT	PnL Put Short	ORT	Sum of daily P&L for all short put positions for this underlying.
PNL_REALIZED	PnL Realized	IBKR	Sum of realized P&L across all positions for this underlying.
PNL_UNDERLYING	PnL Underlying	ORT	Sum of daily P&L for all underlying positions for this underlying.
PNL_UNDERLYING_LONG	PnL Underlying Long	ORT	Sum of daily P&L for all long underlying positions for this underlying.
PNL_UNDERLYING_SHORT	PnL Underlying Short	ORT	Sum of daily P&L for all short underlying positions for this underlying.
PNL_UNREALIZED	PnL Unrealized	IBKR	Sum of unrealized P&L across all positions for this underlying.
PNL_UNREALIZED_METRICS	PnL Unrealized Metrics	ORT	Sum of pnl unrealized metric vectors across all positions for this underlying. See Metrics Vector Structure section.
RHO	Rho	ORT	Sum of ORT rho across all positions for this underlying.
ROW_INDEX	Row Index	ORT	Incrementing counter for table row ordering.
SECURITY_TYPE	Security Type	IBKR	Type of underlying security: STK, FUT, IND, etc.
SPX_FAM_DELTA	SPX Family Delta	ORT	Sum of SPX-equivalent delta across all positions for this underlying. Non-zero only for SPX, XSP, SPY, ES, and MES, including their weekly variants and futures options. Zero for every other underlying, including VOO, IVV, SPLG, NQ, MNQ, RTY, and YM.
STRIKE_POS_CALL_LONG	Strike Pos Call Long	ORT	Sum of strike × position across the long calls for this underlying. Divide by SUM(CONTRACTS_CALL_LONG) to get AVG_STRIKE_CALL_LONG. Useful for custom groups that span several underlyings.
STRIKE_POS_CALL_SHORT	Strike Pos Call Short	ORT	Sum of strike × position across the short calls for this underlying. Negative because short positions are negative. Divide by SUM(CONTRACTS_CALL_SHORT) to get AVG_STRIKE_CALL_SHORT. Useful for custom groups that span several underlyings.
STRIKE_POS_PUT_LONG	Strike Pos Put Long	ORT	Sum of strike × position across the long puts for this underlying. Divide by SUM(CONTRACTS_PUT_LONG) to get AVG_STRIKE_PUT_LONG. Useful for custom groups that span several underlyings.
STRIKE_POS_PUT_SHORT	Strike Pos Put Short	ORT	Sum of strike × position across the short puts for this underlying. Negative because short positions are negative. Divide by SUM(CONTRACTS_PUT_SHORT) to get AVG_STRIKE_PUT_SHORT. Useful for custom groups that span several underlyings.
STRIP_CON_IDS	Strip ConIDs	ORT	Vector of contract IDs for all options on this underlying.
THETA	Theta	IBKR	Sum of IBKR theta across all positions for this underlying.
THETA2	Theta2	ORT	Sum of conservative IBKR theta across all positions for this underlying.
THETA2_ORT	Theta2 ORT	ORT	Sum of conservative ORT theta across all positions for this underlying.
THETA2_ORT_BASE	Theta2 ORT	ORT	Sum of THETA2_ORT across all positions for this underlying, converted to the account’s base currency with the underlying currency’s single ledger exchange rate.
THETA2_ORT_METRICS	Theta2 ORT Metrics	ORT	Sum of theta2 ort metric vectors across all positions for this underlying. See Metrics Vector Structure section.
THETA_BASE	Theta	ORT	Sum of IBKR theta across all positions for this underlying, converted to the base currency. An underlying trades in one currency, so the sum uses that currency’s single ledger rate. Equals THETA for an underlying in the base currency.
THETA_BUMP2_ORT	Theta Bump2 ORT	ORT	Sum of conservative bumped theta across all positions for this underlying.
THETA_BUMP_ORT	Theta Bump ORT	ORT	Sum of finite-difference theta across all positions for this underlying.
THETA_CALL	Theta Call	ORT	Sum of call theta for this underlying.
THETA_LINEAR	Theta Linear	ORT	Sum of linear theta across all positions for this underlying.
THETA_LIN_METRICS	Theta Linear Metrics	ORT	Sum of theta linear metric vectors across all positions for this underlying. See Metrics Vector Structure section.
THETA_METRICS	Theta Metrics	ORT	Sum of theta metric vectors across all positions for this underlying. See Metrics Vector Structure section.
THETA_ORT	Theta ORT	ORT	Sum of ORT theta across all positions for this underlying.
THETA_ORT_BASE	Theta ORT	ORT	Sum of THETA_ORT across all positions for this underlying, converted to the account’s base currency with the underlying currency’s single ledger exchange rate.
THETA_PUT	Theta Put	ORT	Sum of put theta for this underlying.
UNDERLYING	Underlying	ORT	Underlying symbol.
UNDERLYING_1	Underlying 1	ORT	Formatted display: “symbol price”.
UNDERLYING_2	Underlying 2	ORT	Formatted display: “symbol price change changePct”.
UNDERLYING_BID_ASK	Underlying Bid Ask	ORT	HTML formatted bid/ask for underlying.
UNDERLYING_LONG	Underlying Long	ORT	Total long underlying contracts for this underlying.
UNDERLYING_QUOTE	Underlying Quote	ORT	HTML formatted quote for underlying.
UNDERLYING_SHORT	Underlying Short	ORT	Total short underlying contracts for this underlying.
VALUE	Value	IBKR	Sum of IBKR values across all positions for this underlying.
VALUE_CALL	Value Call	ORT	Sum of position values for all call positions for this underlying.
VALUE_CALL_LONG	Value Call Long	ORT	Sum of position values for all long call positions for this underlying.
VALUE_CALL_SHORT	Value Call Short	ORT	Sum of position values for all short call positions for this underlying.
VALUE_METRICS	Value Metrics	ORT	Sum of value metric vectors across all positions for this underlying. See Metrics Vector Structure section.
VALUE_ORT	Value ORT	ORT	Sum of ORT values across all positions for this underlying.
VALUE_PUT	Value Put	ORT	Sum of position values for all put positions for this underlying.
VALUE_PUT_LONG	Value Put Long	ORT	Sum of position values for all long put positions for this underlying.
VALUE_PUT_SHORT	Value Put Short	ORT	Sum of position values for all short put positions for this underlying.
VALUE_UNDERLYING	Value Underlying	ORT	Sum of position values for all underlying (stock/future) positions for this underlying.
VALUE_UNDERLYING_LONG	Value Underlying Long	ORT	Sum of position values for all long underlying positions for this underlying.
VALUE_UNDERLYING_SHORT	Value Underlying Short	ORT	Sum of position values for all short underlying positions for this underlying.
VEGA	Vega	IBKR	Sum of IBKR vega across all positions for this underlying.
VEGA_BASE	Vega	ORT	Sum of IBKR vega across all positions for this underlying, converted to the account’s base currency with the underlying currency’s single ledger exchange rate.
VEGA_METRICS	Vega Metrics	ORT	Sum of vega metric vectors across all positions for this underlying. See Metrics Vector Structure section.
VEGA_ORT	Vega ORT	ORT	Sum of ORT vega across all positions for this underlying.
VEGA_ORT_BASE	Vega ORT	ORT	Sum of VEGA_ORT across all positions for this underlying, converted to the account’s base currency with the underlying currency’s single ledger exchange rate.

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Metrics Vector Structure

All fields ending in _METRICS contain 81-element vectors representing scenario analysis across different underlying prices and implied volatilities. The 81 elements are organized as a 9×9 grid:

9 IV Scenarios (rows):

• MKT: Current market implied volatility
• IV10: Market IV + 10%
• IV25: Market IV + 25%
• IV50: Market IV + 50%
• IV75: Market IV + 75%
• MKT-5: Each position’s IV minus 5 percentage points (floored at 2%)
• MKT-2: Each position’s IV minus 2 percentage points (floored at 2%)
• MKT+2: Each position’s IV plus 2 percentage points
• MKT+5: Each position’s IV plus 5 percentage points

9 Price Move Scenarios (columns):

• -20%: Underlying down 20%
• -10%: Underlying down 10%
• -5%: Underlying down 5%
• -1%: Underlying down 1%
• 0%: Current underlying price
• +1%: Underlying up 1%
• +5%: Underlying up 5%
• +10%: Underlying up 10%
• +20%: Underlying up 20%

Element Indexing

Elements are indexed starting at 0. The layout is row-major order (all price moves for first IV scenario, then all price moves for second IV scenario, etc.).

Excel Access: Excel functions ort_position_metric and ort_underlying_metric accept IV and move labels directly rather than numeric indices. See Excel Function Reference for details.

Element	IV Scenario	Price Move	Description
0	MKT	-20%	Market IV, underlying down 20%
1	MKT	-10%	Market IV, underlying down 10%
2	MKT	-5%	Market IV, underlying down 5%
3	MKT	-1%	Market IV, underlying down 1%
4	MKT	0%	Market IV, current underlying price
5	MKT	+1%	Market IV, underlying up 1%
6	MKT	+5%	Market IV, underlying up 5%
7	MKT	+10%	Market IV, underlying up 10%
8	MKT	+20%	Market IV, underlying up 20%
9	IV10	-20%	Market IV + 10%, underlying down 20%
10	IV10	-10%	Market IV + 10%, underlying down 10%
11	IV10	-5%	Market IV + 10%, underlying down 5%
12	IV10	-1%	Market IV + 10%, underlying down 1%
13	IV10	0%	Market IV + 10%, current underlying price
14	IV10	+1%	Market IV + 10%, underlying up 1%
15	IV10	+5%	Market IV + 10%, underlying up 5%
16	IV10	+10%	Market IV + 10%, underlying up 10%
17	IV10	+20%	Market IV + 10%, underlying up 20%
18	IV25	-20%	Market IV + 25%, underlying down 20%
19	IV25	-10%	Market IV + 25%, underlying down 10%
20	IV25	-5%	Market IV + 25%, underlying down 5%
21	IV25	-1%	Market IV + 25%, underlying down 1%
22	IV25	0%	Market IV + 25%, current underlying price
23	IV25	+1%	Market IV + 25%, underlying up 1%
24	IV25	+5%	Market IV + 25%, underlying up 5%
25	IV25	+10%	Market IV + 25%, underlying up 10%
26	IV25	+20%	Market IV + 25%, underlying up 20%
27	IV50	-20%	Market IV + 50%, underlying down 20%
28	IV50	-10%	Market IV + 50%, underlying down 10%
29	IV50	-5%	Market IV + 50%, underlying down 5%
30	IV50	-1%	Market IV + 50%, underlying down 1%
31	IV50	0%	Market IV + 50%, current underlying price
32	IV50	+1%	Market IV + 50%, underlying up 1%
33	IV50	+5%	Market IV + 50%, underlying up 5%
34	IV50	+10%	Market IV + 50%, underlying up 10%
35	IV50	+20%	Market IV + 50%, underlying up 20%
36	IV75	-20%	Market IV + 75%, underlying down 20%
37	IV75	-10%	Market IV + 75%, underlying down 10%
38	IV75	-5%	Market IV + 75%, underlying down 5%
39	IV75	-1%	Market IV + 75%, underlying down 1%
40	IV75	0%	Market IV + 75%, current underlying price
41	IV75	+1%	Market IV + 75%, underlying up 1%
42	IV75	+5%	Market IV + 75%, underlying up 5%
43	IV75	+10%	Market IV + 75%, underlying up 10%
44	IV75	+20%	Market IV + 75%, underlying up 20%
45	MKT-5	-20%	Market IV - 5 pts (floor 2%), underlying down 20%
46	MKT-5	-10%	Market IV - 5 pts (floor 2%), underlying down 10%
47	MKT-5	-5%	Market IV - 5 pts (floor 2%), underlying down 5%
48	MKT-5	-1%	Market IV - 5 pts (floor 2%), underlying down 1%
49	MKT-5	0%	Market IV - 5 pts (floor 2%), current underlying price
50	MKT-5	+1%	Market IV - 5 pts (floor 2%), underlying up 1%
51	MKT-5	+5%	Market IV - 5 pts (floor 2%), underlying up 5%
52	MKT-5	+10%	Market IV - 5 pts (floor 2%), underlying up 10%
53	MKT-5	+20%	Market IV - 5 pts (floor 2%), underlying up 20%
54	MKT-2	-20%	Market IV - 2 pts (floor 2%), underlying down 20%
55	MKT-2	-10%	Market IV - 2 pts (floor 2%), underlying down 10%
56	MKT-2	-5%	Market IV - 2 pts (floor 2%), underlying down 5%
57	MKT-2	-1%	Market IV - 2 pts (floor 2%), underlying down 1%
58	MKT-2	0%	Market IV - 2 pts (floor 2%), current underlying price
59	MKT-2	+1%	Market IV - 2 pts (floor 2%), underlying up 1%
60	MKT-2	+5%	Market IV - 2 pts (floor 2%), underlying up 5%
61	MKT-2	+10%	Market IV - 2 pts (floor 2%), underlying up 10%
62	MKT-2	+20%	Market IV - 2 pts (floor 2%), underlying up 20%
63	MKT+2	-20%	Market IV + 2 pts, underlying down 20%
64	MKT+2	-10%	Market IV + 2 pts, underlying down 10%
65	MKT+2	-5%	Market IV + 2 pts, underlying down 5%
66	MKT+2	-1%	Market IV + 2 pts, underlying down 1%
67	MKT+2	0%	Market IV + 2 pts, current underlying price
68	MKT+2	+1%	Market IV + 2 pts, underlying up 1%
69	MKT+2	+5%	Market IV + 2 pts, underlying up 5%
70	MKT+2	+10%	Market IV + 2 pts, underlying up 10%
71	MKT+2	+20%	Market IV + 2 pts, underlying up 20%
72	MKT+5	-20%	Market IV + 5 pts, underlying down 20%
73	MKT+5	-10%	Market IV + 5 pts, underlying down 10%
74	MKT+5	-5%	Market IV + 5 pts, underlying down 5%
75	MKT+5	-1%	Market IV + 5 pts, underlying down 1%
76	MKT+5	0%	Market IV + 5 pts, current underlying price
77	MKT+5	+1%	Market IV + 5 pts, underlying up 1%
78	MKT+5	+5%	Market IV + 5 pts, underlying up 5%
79	MKT+5	+10%	Market IV + 5 pts, underlying up 10%
80	MKT+5	+20%	Market IV + 5 pts, underlying up 20%

Available Metrics

The following field names support metrics vectors:

• DELTA_METRICS - Delta at each scenario
• DELTA_DLRS_METRICS - Dollar delta at each scenario
• EXTRINSIC_VAL_METRICS - Extrinsic value at each scenario
• GAMMA_METRICS - Gamma at each scenario
• GAMMA_DLRS_METRICS - Dollar gamma at each scenario
• PNL_METRICS - Profit/loss at each scenario
• PNL_UNREALIZED_METRICS - Unrealized P&L at each scenario
• THETA_METRICS - Theta at each scenario
• THETA2_ORT_METRICS - Conservative ORT theta at each scenario
• THETA_LIN_METRICS - Linear theta at each scenario
• TM_VAL_METRICS - Annualized time value yield at each scenario (position table only)
• VALUE_METRICS - Position value at each scenario
• VEGA_METRICS - Vega at each scenario