Overall Position Delta in TWS and TWS Mobile

[ET180]

Is there a way to see the overall position delta (stock + derivatives net delta) in TWS and preferably TWS Mobile? I'm not talking about the overall portfolio delta.

 

[tommcginnis]

Is there a way to see the overall position delta (stock + derivatives net delta) in TWS and preferably TWS Mobile? I'm not talking about the overall portfolio delta.

There is a greek called Position Delta (along with theta, vega, gamma). They are, for each contract, "{greek} * position" (so, remember a vertical spread would be an additive sum of these). These are gems for risk management. Only out "recently" (w/in the last4-5 years?)... Big to IB for this one.

 

[ET180]

Thanks tom, I think it's actually called "Portfolio Delta" and it's an extra column that can be added under the Portfolio page. Strangely though, it won't sum up the delta for all positions. I see the position delta for every individual position and sometimes it adds up the sum to give the overall position delta and sometimes (for the case that I'm interested in) it doesn't. So guess I need to manually sum it.

 

[tommcginnis]

Thanks tom, I think it's actually called "Portfolio Delta" and it's an extra column that can be added under the Portfolio page. Strangely though, it won't sum up the delta for all positions. I see the position delta for every individual position and sometimes it adds up the sum to give the overall position delta and sometimes (for the case that I'm interested in) it doesn't. So guess I need to manually sum it.

Ooops. Your OP said that. My bad.
In any event, as long as the underlying is the same, they should add up.
I wonder if that Global Config/Display/"contract lines"{??} setting is fouling you? You might switch that on/off (with your monitor showing Portfolio page and the Portfolio Delta column -- OH! And your Portfolio page set to group by underlying...) Worth a shot.

 

[ET180]

They do add up...I was probably looking on the wrong line yesterday. Either that or moving the columns around somehow got it to work today. Most likely, I just didn't see it yesterday. Works great. Thanks for letting me know about that useful feature.

 

[ET180]

I have been using this feature for about a month now in TWS and I really like it. I wish to request the same feature in TWSMobile.

 

[dst]

I have been using this feature for about a month now in TWS and I really like it. I wish to request the same feature in TWSMobile.

Thank you for your suggestion, we will add. In future - please don't hesitate to request this via our IBKR Feature Poll Request. Thank you.

 

[ET180]

Thank you for your suggestion, we will add. In future - please don't hesitate to request this via our IBKR Feature Poll Request. Thank you.

Awesome! I did not know about that feature poll request page. I book marked it and will use it in the future.

 

[ET180]

By the way, I notice that portfolio (position) delta doesn't seem to take into account shares, only options. 100 shares should account for 100 long deltas...I could have sworn that it used to behave that way. For example, my GLD: