Risk Dashboard — bpleone / trade

Net Liq

$148,420

+$2,840 (+1.95%) Today

Net Exposure

$94,820

63.9% gross · 42.1% net

VaR (1-day, 95%)

-$3,842

2.59% of equity

Portfolio Beta

1.42

SPY-adjusted, 90d

🧮 Aggregate Portfolio Greeks

Net Delta

+842

≈ $59k long exposure

Net Gamma

+18.4

$1 move ↑ adds 18Δ

Net Theta

-$148

Daily decay

Net Vega

+$284

+1 IV pt = +$284

Net Rho

+$42

+1 rate pt = +$42

Charm (Δ-decay)

-12.4

Δ drift per day

📋 Open Positions

Symbol	Type	Qty	Avg Cost	Mark	P/L	P/L %	Delta	Theta	Vega	DTE
NVDA	Stock	100	$132.40	$138.27	+$587	+4.43%	100	$0	$0	—
NVDA 6/20 145C	CALL	5	$3.20	$3.85	+$325	+20.31%	190	-$40	$71	38
SPY	Stock	50	$558.40	$562.18	+$189	+0.68%	50	$0	$0	—
SPY 5/16 555P	PUT	-2	$1.80	$0.40	+$280	+77.78%	14	+$28	-$12	3
AMD 6/20 170C	CALL	3	$3.40	$4.20	+$240	+23.53%	120	-$30	$48	38
TSLA 5/23 250P	PUT	2	$5.20	$6.40	+$240	+23.08%	-92	-$24	$42	10
META 6/20 580/600 Call Spread	SPREAD	4	$8.20	$10.40	+$880	+26.83%	148	-$28	$84	38
QQQ 6/20 475P	PUT	-2	$4.40	$3.20	+$240	+27.27%	56	+$22	-$32	38
SMCI Stock	Stock	200	$42.80	$48.21	+$1,082	+12.64%	200	$0	$0	—

📉 P/L Histogram (1-day, Monte Carlo · 10k paths)

VaR 95%

-$3,842

VaR 99%

-$6,920

CVaR 99%

-$8,420

⚡ Scenario Analysis — SPY Shock

Scenario	SPY Move	VIX Shift	P/L	P/L %
Black Swan (-10%)	-10.00%	+18.0	-$14,820	-9.98%
Sharp Selloff (-5%)	-5.00%	+8.0	-$7,420	-5.00%
Pullback (-2%)	-2.00%	+2.5	-$2,860	-1.93%
Flat (0%)	0.00%	0.0	-$148	-0.10%
Drift Up (+2%)	+2.00%	-1.5	+$2,580	+1.74%
Rally (+5%)	+5.00%	-3.5	+$6,840	+4.61%
Melt-up (+10%)	+10.00%	-6.0	+$13,620	+9.18%
IV Crush (-20% IV)	0.00%	-3.0	-$852	-0.57%
IV Spike (+30% IV)	0.00%	+4.5	+$1,278	+0.86%
Earnings Move (+15% NVDA)	+0.5%	0.0	+$2,840	+1.91%

🎯 Position Concentration

⚠ Concentration Risk: NVDA-related exposure (stock + calls) = 24.8% of net liq. Consider trimming or hedging with downside puts if conviction declines.

🕸️ Correlation Matrix (60-day rolling)

	NVDA	SPY	AMD	META	TSLA	SMCI
NVDA	1.00	0.74	0.82	0.68	0.48	0.88
SPY	0.74	1.00	0.72	0.78	0.52	0.58
AMD	0.82	0.72	1.00	0.66	0.54	0.78
META	0.68	0.78	0.66	1.00	0.46	0.62
TSLA	0.48	0.52	0.54	0.46	1.00	0.42
SMCI	0.88	0.58	0.78	0.62	0.42	1.00

Read: NVDA–SMCI = 0.88 — they're effectively the same trade. If you size both, dollar-risk doubles. NVDA–TSLA = 0.48 — meaningful diversification.

📈 Equity Curve & Drawdown

YTD Return

+42.8%

Max Drawdown

-8.4%

Sharpe Ratio

2.18

Calmar Ratio

5.10