Price Risk Analytics Software Highlights
| Quick Glance |
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| For specific information on how to use the Price/Risk Analytics tools, see our TWS Users' Guide. |
IB's Price/Risk Analytics is a comprehensive suite of sophisticated mathematical risk-assessment and price-measuring tools. Price/Risk Analytics is offered to IB customers at no additional cost, as part of the Trader Workstation platform, and it includes: IB Risk Navigator, Option Analytics, and the Index Arbitrage Meter.
The IB Risk Navigator is a real-time market risk management platform that unifies exposure across multiple asset classes around the globe. It helps you to easily identify overexposure to risk by starting at the portfolio level and drilling down into successively greater detail within multiple report views. Report data is presented using an intuitive, spread-sheet like interface that's customizable, easy to read and simple to navigate.
For more information, see the IB Risk Navigator highlights page.
Option Analytics includes the Option Analytics window, the Model Navigator , and the OptionTrader order management module, which are briefly described below.
The Option Analytics window allows you to view the risk of your options portfolio by class, using the industry standard Greeks, delta, gamma, vega and theta. The price plot for each contract shows how the contract price could change based on a change in the underlying.
The Model Navigator uses current market data along with interest and dividend values to calculate implied volatilities and option model prices. Add your pricing assumptions and recalculate option prices based on your inputs. Model prices are displayed in a range of colors for a quick glance indication of where they fall in relation to the current bid and ask prices.
The OptionTrader displays market data for the underlying, allows you to create and manage options orders, and provides the most complete view of available option chains, all in a single screen. The Analytics button on the toolbar provides quick access to the IB Risk Navigator, the Option Analytics window and the Option Modeler.
The Index Arbitrage Meter illustrates the extent of the premium (or discount) of the lead month futures price above (or below) its fair future value with respect to the index price.
