Option Traders Daily SPY β Delta Adjustment Calculator

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
Contributions/Withdrawals
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: