PING

Tranche DTE Action Short σ OTM % OTM Credit TA RM
Rationale
Tranche Short Long Expiry Entry Mark IV% Delta Vega Theta Vega BPS
Tranche ID Delta Vega Theta Unrealized P&L Realized P&L Total P&L Support
Spread Expiry DTE Qty Entry Mark P&L (bps) Vega (bps) Delta (bps)
Symbol Trade Price Mark IV% Delta Vega Theta Unrealized P&L Realized P&L Total P&L
Reconcile Tranches
This will sync the tranche database with broker positions and modifies stored data.