Ib Report Delta Adjusted Notional Exposure

What it does

This skill allows an AI agent to retrieve and present detailed reports from Interactive Brokers (IB) regarding delta-adjusted notional exposure. It provides information on the adjusted notional amount, which accounts for options deltas, offering a more accurate view of portfolio risk than raw notional values. The report includes data necessary for sophisticated trading strategies and risk management.

When to use it

• Portfolio Risk Assessment: Generate reports to understand the delta-adjusted exposure across different asset classes within a brokerage account.
• Options Trading Strategy Analysis: Evaluate the impact of options positions on overall portfolio notional exposure.
• Regulatory Reporting: Prepare data for regulatory reporting requirements that necessitate adjusted notional calculations.
• Stress Testing: Use the report to analyze how changes in underlying asset prices would affect delta-adjusted notional exposure under various market conditions.

Key capabilities

• Retrieves IB account data
• Calculates delta-adjusted notional exposure
• Provides detailed reporting on adjusted positions
• Supports options and other financial instruments

Example prompts

• "Generate a report of my delta-adjusted notional exposure for all equity positions."
• "Show me the delta-adjusted notional exposure for my options portfolio, sorted by expiration date."
• “What is my total adjusted notional exposure across all accounts?”

Tips & gotchas

• Requires appropriate IB API credentials and permissions to access account data.
• The accuracy of the report depends on the correctness of underlying option pricing models and delta calculations within the IB system.