How do I analyse my Greeks exposure for a custom multi-leg structure?
When you create a strategy using the custom strategy builder, the strategy detail screen shows the combined Greeks for your entire structure inclduing Delta (directional sensitivity), Theta (time decay per day), Vega (sensitivity to implied volatility changes), and Gamma (rate of change of Delta).
This is the most important screen for advanced traders managing risk. A structure that looks profitable at expiry can still lose money before expiry if Vega or Theta move against you, checking combined Greeks before entry is essential.
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