Γ
Short Gammatoday's market
Clock
Spot
Implied
Realized
P&L

The market ten trading days, half-hour bars

spot your P&L if spot jumped there now your P&L

The tape one reverse sweep per position per bar

forward pass: record values →← reverse sweep: accumulate adjoints
Nodes on this tape0
Reverse sweeps0
Greeks produced0
Same by bumping0

The wire

    The phones

    Delta stock: $0.01 half-spread plus impact

    0shares of net delta
    stock 0 · costs $0

    The book

    PositionQtyValueΔ shVega
    Digital delta from
    Γ sh/$10
    Vega $/pt0
    Θ $/day0
    Book value0

    Today's board replayed, not trusted

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    An options desk on the aad-greeks engine

    You inherit a book that is short volatility: 40 at-the-money straddles, 25 downside puts and a $25,000 digital. Ten trading days to the close. Hedge it, work the phones, survive the news.

    Every Greek on your screen comes off a reverse-mode tape, the same engine as this repo, held to it at 1e-12 in CI. One of the numbers on the screen is wrong anyway. Finding it is part of the game.

    −40 × 100 straddleexpires at the day-10 close
    −25 × 95 put30 days, marked at the close
    −$25k digitalpays if spot finishes above 104
    ~8 clientssome of them know something

    Everyone gets the same market today. Scores are re-simulated from your trades before they rank.

    Space run / pauseF flattenB S buy / sell 100, Shift for 1,0001 2 3 quote tight / wide / passD digital method

    On the desk now

    Nobody else yet.

    Today's leaders

    No runs posted yet today.