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Option Traders Daily SPY β Delta Adjustment Calculator

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    Spreadsheet to calculate the required SPY  β Delta Adjustment Required to neutralize the Vega risk in a portfolio

    *** Digital Download: Google Sheets ***

    This chart is ideal for investors that want to track a long term investment portfolio and the daily theta, delta and vega so that the portfolio can have a neutral outlook including an offset for the volatility risk created by holding short options.

    This spreadsheet tracks account value, contributions/withdrawals, Buying power reduction, SPY β Weighted Deltas, Vega and Theta to calculate:

    Daily Profit/(Loss)
    Daily % Account Change
    Margin Ratio %
    Daily Theta Decay %
    Theta:Vega Ratio
    Delta:Theta Ratio
    Delta:Vega Ratio
    Delta Neutral SPY β Adjustment
    All the result have coloured outputs based on customizable ideal ranges.

    It also tracks and charts:
    Monthly/Annual Summary
    Monthly $ Change
    Monthly % Change
    YTD Running P/L
    YTD Change
    Number of up and down days
    Daily Average $ Return
    Daily Average % Return

    The spreadsheet has 2 sheets:
     • Annual Daily Delta Adjustment - that compares the entire stock portfolio and gives 
     • Instructions - Detailed instructions on how to read and enter information.

    *** Enter Values into cells that have a WHITE background colour only ***


    Video demo not yet available: 

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