Symbols & the chain

One row per name you hold or watch, with what the whole book holds in it — and the option chain for whichever row you select directly underneath. Picking a name in the table is what the chain follows.

The Symbols table: one row per name with price, holdings and the four greeks columns, each row badged DELAYED. — One row per name, with what the whole book holds in it. The **DELAYED** badge is on every row for a reason — see below.

The greeks columns

These are the book's exposure in that name, summed across every account, not a single contract's greeks.

Column	Reads as	Useful because
Δ delta	Share-equivalents. Shares count 1 each; an option leg counts contracts × 100 × its delta.	It is the only honest answer to "how long am I in this name" when the exposure is part stock and part options.
Γ gamma	How much that delta itself moves per $1 of underlying.	A position can look flat and stop being flat after a two-dollar move. Gamma is how fast that happens.
Θ theta	Dollars of time value gained (+) or lost (−) per day.	It is the actual daily rent on a long position, and the actual daily income on a written one.
V vega	Dollars per point of implied volatility.	It tells you whether a quiet market or a panicking one is what hurts.

Delta in share-equivalents, not decimals A 0.45-delta call on 3 contracts shows as 135, not 0.45. That makes it addable: stock and options land in the same unit, so the column sums to something meaningful.

Reading the chain

The chain below the table is the contracts listed on the selected name, by expiry and strike. Two things about it are worth knowing before you trust a number.

Model price beside market price

Many strikes have no usable quote — nothing traded, or the bid and ask are far apart enough that the midpoint is fiction. Those are marked with the dashboard's own volatility model, built from realized volatility with skew and term structure, rather than from the options market's own implied volatility. Hovering a value shows the market's bid and ask beside it, which is how you tell a real price from a modelled one.

A contract with no model price is marked at intrinsic That means time value of exactly zero — a floor, not an estimate. It shows up on far strikes and thin expiries, and it is labelled where it happens.

The spot price and its freshness

The underlying price shown above the chain says where it came from and how old it is. This is deliberately literal: stock quotes are delayed 15–20 minutes, and an option chain is the previous close. A chain priced against a spot from twenty minutes ago is fine for studying structure and wrong for judging a fill.

Expiries thin out as they go further away

Near-dated expiries appear weekly; distant ones appear monthly or quarterly. Part of that is real — exchanges list weeklies only for the near term — and part is how much history has been collected for that name. A gap in the middle distance is usually the second thing rather than the first.

The watchlist

Names you do not hold can be watched, and they appear in the table with their price and chain like anything else, with the position columns empty. This is the right way to study a name before taking a position in it: the chain, the greeks it would produce and the structures available are all visible without pretending to own anything.