The workstation tier for traders who run a book, not a hunch.

Net delta, gamma, theta and vega aggregated across every position and every book — so you know what your whole account is actually short or long before the market tells you.

Cross-position correlation across underlyings and sectors, so five 'different' trades that are all secretly the same short-vol bet get flagged as one concentration.

One screen with defined max risk, margin usage, expiration clustering and event exposure — the readout a risk officer would want, sized for a trader's morning.

Rank verticals, condors, flies and calendars on the same underlying by expected value, risk/reward and probability of profit — structure selection, not guesswork.

How setups like the one on your screen have resolved historically — base rates by structure, IV rank band and days to expiration. Historical, not predictive.

Position, risk and performance reports exported to PDF and CSV — clean enough to hand to a partner, an accountant or an allocator.

Alert on portfolio-level thresholds — net delta drift, vega concentration, IV rank crossings and defined-risk breaches — not just single-ticker price pings.

Size every trade from defined max risk and portfolio heat, with per-trade and per-underlying caps enforced before the ticket is written.

Shock the whole book — spot moves, vol shifts and time decay in combination — and see the P&L surface before the market runs the experiment for you.

Shared watchlists, shared setup notes and read-only book views for a partner or analyst — small-team workflow without emailing screenshots.