[IB TWS] Grouping positions and group delta

[CactusWren]

Is there a way to group positions by underlying and calculate the total delta?

It would be a treat to have the ability to group micros w/adjusted deltas along with full sized contracts... but I have a feeling that's too much to hope for.

Thanks

 

[CactusWren]

I've been poking around again this morning and tried adding an "Options portfolio" window to the Mosaic and get this:

I was able to get the feature I want at TradeStation with the TT Options Risk widget: https://library.tradingtechnologies.com/trade/or-options-risk-display.html -- but was restricted from trading /CL after denying I was professional and not paying their data fees...

So, if IB TWS can't do a proper options portfolio for futures, where can I get this feature or am I going to have to write my own that plugs into the API, seems rediculous for such a basic thing.

 

[ET180]

I group my positions by underlying and then add 2 columns, one I think is called "position delta" and another is called "position theta". I think you can find it under "option greeks". It should give you the overall delta for the position by underlying. I'll post a screenshot next time I log on to TWS desktop.

 

[CactusWren]

I group my positions by underlying and then add 2 columns, one I think is called "position delta" and another is called "position theta". I think you can find it under "option greeks". It should give you the overall delta for the position by underlying. I'll post a screenshot next time I log on to TWS desktop.

Thanks, I'm still not sure how to group, right now I have ES(option), MES and CL(option), MCL positions -- I can use the 'filter' which makes it easier to add up deltas by hand, but still no group option (tried multi selecting by ctrl-click and right clicking, but nothing), and even then I still have to add manually, even with the PTF DELTA column.

 

[ET180]

Thanks, I'm still not sure how to group, right now I have ES(option), MES and CL(option), MCL positions -- I can use the 'filter' which makes it easier to add up deltas by hand, but still no group option (tried multi selecting by ctrl-click and right clicking, but nothing), and even then I still have to add manually, even with the PTF DELTA column.

I don't think there is a way to combine groups arbitrarily such as ES + MES or CL + CML.