calculate_portfolio_greeks
Aggregate Delta, Gamma, Vega, Theta, and Rho across a book of trades to measure portfolio option sensitivities and support risk analysis.
Instructions
Aggregates first- and second-order derivatives sensitivities: Delta, Gamma, Vega, Theta, and Rho across a book of positions.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| trades | Yes |