Portfolio Hedge & Risk Dashboard

Our analysis engine evaluates market conditions and volatility to determine optimal hedge parameters. A protective put gives you the right (but not the obligation) to sell your portfolio at a fixed price, limiting downside while preserving upside potential. Higher risk scores recommend shorter-dated, deeper out-of-the-money puts to reduce premium costs.

Delta: Measures how much the option price changes for a $1 move in the stock (0 to -1 for puts).
Gamma: Measures how fast delta changes — it's the acceleration of your hedge effectiveness.
Theta: Measures daily time decay — your hedge loses value every day as expiration approaches.
Vega: Measures sensitivity to volatility changes — higher volatility increases option value.
Rho: Measures sensitivity to interest rate changes (less important for short-dated options).

This Monte Carlo analysis runs 500 simulated 30-day forward paths using historical daily returns from the last 6 months of market data. The spaghetti plot shows the distribution of possible outcomes, with percentile bands marking probable ranges. This helps you understand downside tail risk and the benefit of hedging.