Daily option P&L sensitivity decomposition
Which risk factors explain the price change from yesterday to today?
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: Delta
- 0.92 HKD
- Lowest item: Gamma
- -1.36 HKD
- Average
- 0 HKD
- Number of items
- 5 items
Main chart: approximate option price change per share (USD), by risk source
Approximate option price change per share (USD) (Waterfall)
Supporting chart: delta, gamma, theta, vega and residual
Delta, gamma, theta, vega and residual (Bar)
Detail: data rows, observation dates and missing-value status for the daily option P&L sensitivity decomposition
Approximate option price change per share (USD) and Delta, gamma, theta, vega and residual (Table)
Sample data rows
| Risk source | Approximate option price change per share (USD) | Delta, gamma, theta, vega and residual | Data date (sample) |
|---|---|---|---|
| Delta | 0.92 | 0.512 | 2026-10-16 |
| Gamma | -1.36 | -0.615 | 2026-10-16 |
| Theta | 0.14 | 0.31 | 2026-10-16 |
| Vega | 0.39 | 0.94 | 2026-10-16 |
| Residual | -0.08 | 0.038 | 2026-10-16 |
| Total | 0.01 | 1.185 | 2026-10-16 |