Scenario Analysis
Estimated portfolio impact under hypothetical market moves. Based on current positions and Greeks. Not a forecast.
Portfolio P&L Impact
-30%$-18.42M
-20%$-11.68M
-10%$-5.42M
+10%$4.89M
+20%$8.96M
+30%$12.18M
| Market Move | Portfolio P&L | Delta Change | Gamma Change | Vega Change | Margin Impact |
|---|---|---|---|---|---|
| -30% | $-18.42M | 125,000 | -2,800 | 42,000 | $8.50M |
| -20% | $-11.68M | 82,000 | -1,200 | 28,000 | $5.20M |
| -10% | $-5.42M | 38,000 | 400 | 14,000 | $2.10M |
| +10% | $4.89M | -32,000 | -600 | -12,000 | $-1.80M |
| +20% | $8.96M | -58,000 | -1,800 | -22,000 | $-3.20M |
| +30% | $12.18M | -78,000 | -3,200 | -30,000 | $-4.50M |