| Symbol | Spot | Session | IV30 | IV chg | 30d straddle | Contracts | Last 12 ticks |
|---|
| Δ | Bid | Ask | Strike | IV | Bid | Ask | Δ |
|---|
Calls left, puts right. Mid from the surface with a spread that widens in the wings.
Prices, Greeks and margin are computed here by options.js and
perp.js.
One unit is one vega, delta exactly zero. Constant 30 day tenor, so nothing decays.
Collateral value comes from the stress grid, not a flat haircut.
| Instrument | Qty | Entry | Mark | Value | P&L | Δ | Vega |
|---|