A new selector in the Scenarios blade of the Performance Profile window lets you choose between displaying the "Instrument Greeks" that show the traditional contract Greeks, and the "Position Greeks" calculated using ( Greek value x position). "Position Greeks" are identified in the Scenarios panel with a "P" prefix, for example P.Delta etc. For strategies that use different underlyings, "Instrument Greeks" are not available and the selector is disabled.
To use the Performance Portfolio analysis tool, click the "Profile" button below a strategy in the Strategy Builder. From your Watchlist or Portfolio, right-click a strategy and from the menu select Analytical Tools and then Performance Profile.
For more information on the Performance Profile tool, see the TWS Users' Guide.
We now offer a simple-to-use grid interface for comparing and creating option spreads, accessible from the Option Chain page. Find a similar layout in the IBKR Mobile Spread Template. This grid interface allows you to easily compare prices, spread tightness, Delta, and Gamma across a range of similar strategies and quickly populate the Strategy Builder with the one you want.
To use the grid interface, from the Option Chain page use the drop-down in the blade (to the right of the symbol) to choose a strategy (Horizontal, Vertical or Diagonal spread). The grid layout appears with the view centered near the current strike price. You can toggle the first leg between calls and puts using the Calls | Puts selector in the upper right corner. Choose the expiration (for Vertical spreads) and front month (for Horizontal spreads) along the top of the grid. For Diagonal spreads, use the Front/Back drop-down arrow to select a front and back month.
Once the spread parameters are defined, use the bottom and side scroll bars to scan and compare. Click a box within the grid to populate the Strategy Builder.
The Accumulate/Distribute Algo window has been modified to require a user to specify the order side (BUY or SELL) instead of offering a default order side.
To find out more about the Accumulate/Distribute algo, see the TWS Users' Guide