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 % Account Change
Margin Ratio %
Daily Theta Decay %
Delta Neutral SPY β Adjustment
All the result have coloured outputs based on customizable ideal ranges.
It also tracks and charts:
Monthly $ Change
Monthly % Change
YTD Running P/L
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: