COMMODITY PRESET
FORWARD CURVE
fT(t) = S(t) · e(r − (y₁ − c)) · (T−t)
SPOT PRICE (S)
CONVENIENCE YIELD y (%)
STORAGE COST c (%)
FUNDING RATE r (%)
COMPUTED FORWARD (F)
75.00
PORTFOLIO LEGS
0
No positions
OPTION STRATEGIES
NEW POSITION
TYPE
POSITION
STRIKE (K)
QUANTITY
PAYOFF DIAGRAM
P&L AT EXPIRY // UNDERLYING F
GREEKS ANALYTICS
SENSITIVITIES // UNDERLYING F
3D GREEK SURFACE
METRIC × SPOT × VARIABLE
GREEK
2ND AXIS
THETA DECAY
PORTFOLIO VALUE × TIME TO EXPIRY
PARAMETERS
FUTURES PRICE (F)
EXPIRY T (YEARS)
VOLATILITY σ (%)
RATE r (%)
SPOT MIN
SPOT MAX
PARAMETER SWEEP
ANIMATE VARIABLE
FROM
TO
STEPS
ACTIVE METRICS