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

Liquidation horizon

How far a stressed move sits from a forced liquidation, before the morning it happens. Equity and the maintenance requirement are crossed together, because in a vol spike the cushion collapses from both sides at once.

requirement expansion modeled against your broker's own maintenance figure

What you actually own

Your funds unpacked into the companies inside them, added to the names you hold directly. Hold an index fund and sell puts on one of its largest constituents and you own that company twice, in the same direction, while your position list shows two unrelated lines.

SEC fund filings, public record; every weight carries the date it was reported

Portfolio margin, modeled

Risk-based margin estimated the way a clearing house does it: your whole position in one name revalued across a grid of price and volatility moves, charged at the worst outcome. Hedges reduce the number here, because they are valued in the same scenario as the risk they offset.

an estimate, not your broker's figure; groups are summed without offset, so it reads high rather than low

A second opinion on every mark

Your broker's price checked against an independent source and against our own pricing engine, with the gap shown in dollars on your actual size. Stale marks on thin contracts stop being invisible.

a leg with no genuinely independent source is reported as unverified, never as agreeing

Where the bad days start

Real trading days replayed through your current book, each name moving by what it actually did that day. You get the level where the worst days begin and, beside it, the average loss once you are past that level. The second number is the one worth reading.

historical replay, so correlations are inherited rather than assumed; withheld entirely when the sample is too thin to mean anything

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.

What-if & roll simulator

Models a roll or a new position before it is placed: net greeks before and after, margin impact, and payoff curves at expiry and at today's date, with true cost basis carried through the roll chain.

reprices the adjusted book, not just the leg you changed

Wash-sale radar

61-day windows tracked across every connected account, including the IRA case where the loss is permanently disallowed rather than deferred. Surfaced when a position is opened or closed, not in February when the 1099 lands.

cross-account and IRA aware, strict or conservative matching

Live tax ledger

Realized gains and losses bucketed as you trade: short and long term equity, equity options, and Section 1256 contracts with their 60/40 treatment. Assignments fold the option premium into the stock basis, so one trade is never counted twice.

FIFO lots with holding periods, wash-sale windows overlaid