The portfolio desk

Your whole book, seen the way a desk sees it.

Your broker shows you positions. It never shows you risk — and never across your other accounts. GradientView consolidates everything into one book, measures how it can actually hurt you, and lets you test changes before you make them. Three layers, each building on the last.

Layer 1 · Aggregate

See what you actually hold.

Am I really market-neutral — or does it just feel that way?

A long call on one name, shares of another, a short put on a third — position by position, you can't see the bet they add up to. Layer 1 consolidates every account into one book and computes your true net exposure as single numbers.

  • Net Greeks — delta, gamma, theta, vega — summed across every position and broker
  • True directional exposure, in dollars and beta-weighted to the market
  • The cross-broker view your brokers structurally can't offer
Net exposure — all accounts · 3 brokersΔΘV
Net Delta (SPX-wt)+$42,180long bias
Net Gamma−$2,940
Net Theta+$186/day
Net Vega−$1,240short vol
ReadYou think you're balanced. You're net long $42k of delta and short volatility — a VIX spike hits you twice.
Layer 2 · Measure

Find the bet you didn't know you'd made.

How bad can this actually get?

Two portfolios with identical positions can carry wildly different risk depending on how they move together. Layer 2 measures interaction, not just individual positions — and names the hidden bet driving most of your risk.

  • VaR & CVaR — the loss you'd expect on a bad day, and the average of the worst ones
  • Correlation matrix and concentration scoring
  • The hidden-bets detector — factor decomposition in one sentence
  • Stress tests and historical replays: SPX −10%, VIX ×2, March 2020, the 2022 rate shock
Risk decompositionhist · 95%
Short vol
71%
Tech beta
18%
Rates
7%
Idiosyncratic
4%
SPX −10% −$18.4k VIX ×2 −$9.2k Rates +100bp +$1.1k
Read71% of your risk is one bet — short volatility. You hold 8 names but you're really making a single wager.
Layer 3 · Simulate

Test the change before you make it.

What happens to my risk if I do this?

Adjust positions in a sandbox and watch every metric recompute instantly — before you touch your broker. The sandbox holds equity and option legs together, so options traders and the underlying live in one scenario.

  • Resize, add, or remove any position — Greeks, VaR, and stress results update live
  • Mixed legs: "buy 100 shares + sell the 30-delta call," "add a SPY put hedge"
  • Strategy templates: covered call, collar, cash-secured-put wheel entry
  • Save scenarios and compare them side by side. Nothing touches your real account.
What-if sandboxscenario vs current
Actionhalve NVDA calls + add SPY put
VaR 95% 1-day−$3,860−$2,650
Net Vega−$1,240−$180
Net Theta+$186 → +$140/day
ReadThis cuts your VaR 31% and nearly neutralizes vol exposure, giving up $46/day of theta. Then you execute it on your own broker.
Beyond the three layers

Built for how traders actually work.

Free forever

Wheel tracker

Cash-secured put → assignment → covered call, auto-detected from your trade history. Adjusted cost basis and annualized return per cycle. Retire the spreadsheet.

Retention

Performance attribution

Where your returns actually came from — theta versus direction versus vol. Often the uncomfortable truth: your gains were premium, your directional calls lost.

Awareness

Portfolio-aware alerts

"Your net vega just doubled." "Earnings in 3 days and it's 40% of your gamma." "Your VaR crossed the limit you set." About your book — not the market.

Where the two wings meet

The desks read the market. This reads you.

The gamma flip that matters is the one under your short strikes. The variance premium that matters is the one your book is short. GradientView overlays the options desks onto your positions — that's the whole point of the name.

Explore the options desks →   Request access →