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Overview

The AI Risk Analyzer is your intelligent trading assistant that evaluates every aspect of your strategy. It combines real-time Greek calculations, market context analysis, and LLM-powered strategic insights to help you make informed decisions.

Real-Time Greeks

Delta, Gamma, Theta, Vega calculated instantly for your entire position

Risk Scoring

Danger metric (1-10) based on Greek exposure and portfolio risk

AI Analysis

On-demand LLM evaluation with strategic recommendations

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Three Analysis Tabs

The terminal provides three specialized views:
  1. IA & Riesgo: Greeks, risk score, and AI strategic analysis
  2. Contexto: Fundamental data, analyst targets, and business metrics
  3. Sentimiento: News sentiment, insider activity, and market psychology

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IA & Riesgo Tab

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Net Greeks Dashboard

The Greeks panel displays four critical metrics for your entire position:

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Delta (Δ)

What it measures: Directional exposure 
Positive Delta: Bullish position (benefits from price increase)
Negative Delta: Bearish position (benefits from price decrease)
Near Zero: Delta-neutral position
Color coding:
  • Green: Positive delta (long exposure)
  • Red: Negative delta (short exposure)
Delta of +50 means your position moves roughly like 50 shares of stock. Each 1 move in the underlying changes your P&L by ~50.

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Gamma (Γ)

What it measures: Rate of delta change 
Positive Gamma: Delta increases as stock rises (accelerating profits)
Negative Gamma: Delta works against you (dangerous for short options)
Warning threshold:
  • Gamma < -10: Severe risk alert (expect rapid position changes)
Negative gamma means you’re short options. As the stock moves against you, your delta exposure accelerates in the wrong direction.

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Theta (Θ)

What it measures: Time decay per day 
Positive Theta: You earn money as time passes (credit strategies)
Negative Theta: You lose money as time passes (debit strategies)
Display format: +$15.50/dia or -$22.30/dia
Theta accelerates as expiration approaches. A theta of +15/daymeansyouearn15/day means you earn 15 each day, assuming price and volatility stay constant.

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Vega (V)

What it measures: Sensitivity to implied volatility changes 
Positive Vega: You benefit from IV increases (long options)
Negative Vega: You benefit from IV decreases (short options)
A vega of +200 means a 1% increase in IV adds $200 to your position value.

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Risk Score (Peligro Metric)

The danger metric is a 1-10 score calculated from your Greek exposure:
ScoreRisk LevelIndicators
1-3Low RiskBalanced Greeks, modest exposure
4-6Moderate RiskStandard directional or neutral strategies
7-8High RiskAggressive positioning, negative gamma
9-10Extreme RiskSevere gamma risk, extreme theta decay
Color coding:
  • Green badge (1-6): Position is within normal risk parameters
  • Red badge (7-10): Position has elevated risk characteristics
The score increases based on: |Delta| > 50, Theta < -20, Gamma < -10, and extreme Vega exposure.

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Preliminary Verdict (Quick Tips)

The system generates automatic warnings based on your Greeks: Theta Alerts: 
"ALERTA: Riesgo de Theta acelerado. Pierdes $22.50/dia."
→ You have negative theta over -20/day

"Ingresas $15.00/dia por primas desgastadas (Theta positiva)."
→ You're collecting time decay (credit strategy)
Delta Alerts: 
"Cartera apalancada: Alcista (Delta +75.20)."
→ High bullish exposure

"Cartera apalancada: Bajista (Delta -80.50)."
→ High bearish exposure
Gamma Alerts: 
"ALERTA: Gamma negativo severo (Riesgo agudo de volatilidad)."
→ You're short options with dangerous gamma exposure
Pay special attention to negative gamma warnings. These indicate you’re short options that can move against you quickly.

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AI Strategic Analysis

Click the ”🤖 Evaluacion Estrategica Global” button to request a comprehensive AI analysis. What the AI evaluates:
1

Position Structure

Analyzes leg composition, strikes, and expiration alignment
2

Greek Balance

Evaluates whether your Greeks match your intended risk profile
3

Market Context

Incorporates sentiment, fundamentals, and analyst targets (if available)
4

Risk/Reward Assessment

Calculates probability of profit and suggests adjustments
5

Strategic Recommendations

Provides actionable advice on position management and exits
Sample AI output: 
Your Iron Condor on AAPL shows balanced risk with +$450 credit 
and defined max loss of $1,050. The position has:

• Positive theta (+$12/day) favoring time decay
• Near-neutral delta (-5) as intended for a neutral strategy
• Negative gamma (-15) requires monitoring if price approaches short strikes
• Short vega (-80) will benefit from post-earnings IV crush

Recommendation: Position is well-structured for a neutral play. 
Consider taking profits at 50% of max gain ($225) or if the 
underlying approaches either break-even point ($95.50 or $104.50).
Use the AI analysis before entering trades to validate your setup, and after significant market moves to assess adjustments.

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Contexto Tab (Fundamental Analysis)

Displays key fundamental metrics for the underlying ticker:

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Business Summary

  • Company description (first 300 characters)
  • Industry and sector information

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Pricing Metrics

MetricDescription
SpotCurrent underlying price
Target MeanAverage analyst price target
Target MedianMedian analyst price target
RecommendationConsensus rating (buy, hold, sell, etc.)

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Valuation Ratios

RatioWhat It Means
P/E ForwardForward price-to-earnings (expected next 12 months)
P/E TrailingTrailing P/E (last 12 months)
Debt to EquityFinancial leverage ratio
Use analyst targets to inform your strike selection. If the target mean is 10% above current price, consider bullish strategies.

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Sentimiento Tab (Market Psychology)

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VADER Finviz Sentiment Score

The sentiment analyzer scrapes recent news headlines and calculates a composite score: Score range: -1.0 (very bearish) to +1.0 (very bullish)
Score RangeSentimentColor
+0.05 to +1.0BullishGreen
-0.05 to +0.05NeutralOrange
-1.0 to -0.05BearishRed
The score is displayed as a percentage (e.g., +15 = +0.15 compound score).
Sentiment is calculated from the last 5 days of news headlines using VADER (Valence Aware Dictionary and sEntiment Reasoner).

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Recent News Headlines

The panel displays the 4 most recent headlines scraped from Finviz. Examples: 
"Apple announces record quarterly earnings, beats estimates"
"Concerns over supply chain disruptions impact guidance"
"Analyst upgrades AAPL to Buy with $200 target"

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Insider Activity

Two key metrics show insider trading patterns: Insider Purchases (Green)
  • Number of purchase transactions in recent period
  • Bullish signal when insiders are buying
Insider Sales (Red)
  • Number of sale transactions in recent period
  • Context matters: Routine selling vs. unusual activity
Heavy insider buying is often a bullish signal. Heavy selling may indicate concerns, but executives also sell for personal financial planning.

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Top Insider Transactions

Displays the 3 most recent insider trades: 
Tim Cook (CEO)
+50,000 acciones

John Smith (CFO)
-25,000 acciones
  • Positive shares: Purchases (green)
  • Negative shares: Sales (red)

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How to Use the Three Tabs Together

1

Start with IA & Riesgo

Check your Greeks and risk score. Ensure your position matches your intended risk profile
2

Review Contexto

Look at analyst targets and fundamentals. Do they support your directional bias?
3

Check Sentimiento

Review recent news and insider activity. Are there upcoming catalysts?
4

Request AI Analysis

Return to IA & Riesgo and click the AI button for a comprehensive evaluation that incorporates all three data sources

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Best Practices

Monitor Greeks Daily

Greeks change as the stock moves and time passes. Check them daily for active positions

Use Sentiment as Confirmation

Don’t trade on sentiment alone, but use it to confirm or question your thesis

Watch for Earnings

Check fundamentals for upcoming earnings dates (high IV environments)

Respect High Risk Scores

If your risk score is 8+, seriously consider reducing position size or adjusting

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Advanced Tips

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Interpreting Greek Combinations

Positive Theta + Negative Gamma: 
Typical of: Iron Condors, Credit Spreads
Strategy: You collect time decay but need price to stay in range
Risk: Gamma works against you if price moves sharply
Negative Theta + Positive Gamma: 
Typical of: Long Straddles, Calendar Spreads
Strategy: You need price movement or volatility expansion
Risk: Time decay works against you daily
High |Delta| + High |Vega|: 
Typical of: Long or short single options
Strategy: Directional play with volatility exposure
Risk: Both price and IV can work against you

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When to Request AI Analysis

✅ Good times to use AI:
  • Before entering a new multi-leg strategy
  • After a significant price move in the underlying
  • When considering adjustments to a losing position
  • Before earnings or major news events
❌ Don’t spam the AI:
  • Avoid requesting analysis for every small tweak
  • The Greeks panel updates automatically - use it for quick checks
  • Save AI analysis for strategic decisions
AI analysis calls the LLM backend and may take 5-10 seconds. Use it strategically, not for every position change.

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Troubleshooting

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Greeks Show All Zeros

Cause: No legs added to the strategy Solution: Build a position in the Option Builder

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High Risk Score (9-10) on a Simple Spread

Cause: Check for extreme gamma or theta values Solution: Review your strikes. Very close-to-ATM short options can have high gamma risk

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Sentiment Shows “No News”

Cause: Finviz may not have recent headlines for that ticker Solution: This is common for low-volume tickers. Focus on fundamentals instead

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AI Analysis Returns Generic Response

Cause: The LLM needs more context (ticker, market data) Solution: Ensure you’ve loaded a ticker and market context is available

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Next Steps

Optimize Your Strategy

Find better strategies with the AI-powered recommender

Track Market Sentiment

Deep dive into sentiment analysis and news tracking

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