QuantSentinel · Trader-first systematic risk

Open positions · live · all greeks

Net P&L +₹12,332

Symbol	Strat	Broker	Open	Lots	Entry	LTP	IV	ΔIV	Δ	Γ	Θ/d	Vega	OI	P&L	Stop
NIFTY 22500 CE	Credit spread	Zerodha	09:48	−2	182.40	126.80	18.4	+1.2	−0.42	+0.018	+1240	−312	24,800	+₹18,420	198.00
NIFTY 22600 PE	Credit spread	Zerodha	09:48	−2	94.20	132.10	19.2	+2.4	+0.38	+0.022	+1080	−298	18,200	−₹7,118	110.00
SENSEX 74000 CE	Theta capture	Dhan	10:02	−1	68.40	52.80	17.8	+0.8	−0.18	+0.010	+520	−104	6,200	+₹1,242	76.00
NIFTY 22700 CE	Wing hedge	Zerodha	09:50	+1	28.20	26.00	18.0	+0.6	+0.12	−0.008	−180	+82	11,600	−₹212	—

Portfolio Greeks · 1-day evolution

across 4 positions

Net Δ

−0.10

within +0.30 band

Net Γ

+0.042

expiry-day exposure

Net Θ / day

+₹2,660

theta is the trade

Net Vega

−632

short vol stance

Scenario matrix · spot × IV

end-of-day P&L

IV −10%

IV −5%

IV 0%

IV +5%

IV +10%

Spot +2%

+₹8,532

+₹6,632

+₹4,732

+₹2,832

+₹932

Spot +1%

+₹12,332

+₹10,432

+₹8,532

+₹6,632

+₹4,732

Spot 0%

+₹16,132

+₹14,232

+₹12,332

+₹10,432

+₹8,532

Spot −1%

+₹19,932

+₹18,032

+₹16,132

+₹14,232

+₹12,332

Spot −2%

+₹23,732

+₹21,832

+₹19,932

+₹18,032

+₹16,132

Current cell highlighted in prussian. Worst-case −2% / +10% IV: drawdown crosses kill-switch daily-loss threshold (−1.5%).