Know your risk in dollars and dates.

Net portfolio greeks

Delta, gamma, theta, vega, and beta-weighted SPY delta aggregated across every broker and every account, IRA to margin: one honest number per greek, with per-account drill-down.

Stress grids: price × vol × time

Your whole book repriced across market moves, volatility shifts, and days forward: a P&L curve, a scenario heatmap, and historical crash replays, with the worst cell sized against your margin headroom.

full-book reprice, beta-weighted per name, not a delta estimate

Overnight-gap exposure

See what an unhedged gap does to your book after the close, so a surprise open isn't the first time you find out.

sized from each name's historical gap distribution

Wheel campaign ledger

Your broker resets your cost basis at assignment. We never do. Every wheel is threaded from first put through assignment, covered calls, and called away as one campaign, with a live true breakeven and per-cycle returns.

economic basis shown beside your broker's number

Morning management queue

One ranked list of what needs attention today: positions at 50% of max profit, inside 21 DTE, short strikes breached, and whether a roll for credit is even there, checked against live chains.

Assignment radar & triage

Flags short options at risk of early exercise before ex-dividend or expiry, and when assignment does happen, a triage card explains the settlement math before the scary balance does.

Premium richness vs your book

Probability of profit and P50 on every spread, plus a watchlist fit board: where implied vol is rich by that name's own history, joined against the exposure you already carry.

Sector-rotation read

Groups your book by sector and reads the tilt (defensive, cyclical, or growth), so you see where exposure is concentrated.

weighted by delta exposure, not position count

P&L attribution by greek

Multi-day breakdown of what actually made and lost money (direction, decay, or vol) instead of one blended line.

Event radar

Earnings, ex-dividend, OPEX, and expirations for your tickers, with collision warnings when they land on the same day.

Exit & hedge costs

Exit-liquidity cost, a hedge-cost menu, and a pre-trade impact check: the price of getting out, priced before you need it.

Guardrails

Your own survival rules, watched 24/5: max per ticker, max buying power deployed, no undefined risk, no new positions into earnings. You set the limits; we report the moment a fact crosses one.