Financial Oil Trading


Introduction :-

When a highly successful privately-held trader wanted an expert’s view of risk management, they turned to Arya Risk. Our independent view of the traders’ policies, controls and risk oversight has provided a roadmap for ongoing improvements.

Challenge :-

Our Clients mostly Traders were looking for an automated customized application which can position daily PNL & provide the multiple auto updates regarding trades & prices like opening price, live price, etc. As most of the Traders nowadays faces challenge in positioning the daily PNL & even Options traders needed a way to measure the sensitivity of an option’s price to quantifiable factors. Arya Risk collectively gathered all the essential requirements of Traders & designed an application where they would get their automated required values on a single platform.

Solution :-

Arya Risk comes up with Automated Customized Application for traders to monitor, which is connected directly to market. It showed real time trades & prices mainly the opening price, live price & expiry date too as per product wise, quantity wise & date wise. Option Calculator is integrated with Application to calculate Greeks for the portfolio. Due to which Gamma, Theta, Vega & Delta values appeared for PNL generation which provided a way to measure the sensitivity of an option's price to quantifiable factors. As per requirement, Month to Date (MTD), Year to Date (YTD) PNL values generated & they can now see separate PNL list date wise with an auto updated trade detail. It can also be customize to fit individual company requirements.

Benefits :
Real time trades & prices.
Connected directly to market.
Calculate Greeks - Gamma, Theta, Vega & Delta values for the portfolio. Greeks are the risk measures associated with various positions in option trading. The common ones are Delta, Gamma, Theta and Vega. With the change in prices or volatility of the underlying stock, you need to know how your option pricing would be affected. Greeks in options help us understand how the various factors such as prices, time to expiry, volatility affect the option pricing.

  • Delta measures the sensitivity of an option’s price to a change in the price of the underlying stock.
  • Gamma measures the exposure of the option delta to the movement of the underlying stock price.
  • Theta measures the exposure of the option price to the passage of time.
  • Vega measures the exposure of the option price to changes in volatility of the underlying.

For more information, Please contact us.