Report delta-adjusted notional exposure across all IBKR accounts. Calculates option deltas using Black-Scholes and reports long/short exposure by account and underlying. Use when user asks about delta exposure, portfolio risk, or directional exposure.
Report delta-adjusted notional exposure across all IBKR accounts. Calculates option deltas using Black-Scholes and reports long/short exposure by account and underlying. Use when user asks about delta exposure, portfolio risk, or directional exposure.
Esta entrada no publica ningún paquete de npm, así que Forge no tiene un árbol de dependencias para ella. Es una carencia de cobertura, no una afirmación de que no tenga dependencias.