Portfolio Greeks

Portfolio ThetaΘ

Time decay per day

Portfolio DeltaΔ

Net probability sensitivity

Portfolio Vegaν

Volatility sensitivity

Avg Lambdaλ

Weighted avg leverage

Portfolio Rhoρ

Opportunity cost (locked capital)

Portfolio Kappaκ

Edge sensitivity p(1-p)

Per-Position Greeks

Import Positions

PlatformRe-importing replaces this platform’s positions (idempotent sync).

Paste the JSON array from GET data-api.polymarket.com/positions?user=0x<your-wallet> (the canonical Polymarket export — there is no native CSV).

Calculator output — imported positions feed Greeks, exposure, correlation and drawdown. No order placement, no keys, read-only.

Greek Definitions

Θ Theta

Time decay per day. Negative for long positions. Magnitude peaks at p=0.5 and increases as resolution nears. Formula: -contracts × p(1-p) / days.

Δ Delta

Probability sensitivity. Binary in prediction markets: +contracts for YES positions, -contracts for NO positions.

ν Vega

Volatility sensitivity. Peaks at p=0.5, decays at extremes, scales with sqrt(time). Formula: contracts × sqrt(p(1-p)) × sqrt(days/365.25).

ρ Rho

Opportunity cost. Always negative — measures capital locked in the position relative to the risk-free rate. Formula: -contracts × entry_price × (days/365.25) × rate.

λ Lambda

Leverage ratio. For fully collateralized prediction markets, equals 1/entry_price. Always ≥ 1.

κ Kappa

Edge sensitivity. Measures sensitivity to information/correlation changes. Formula: contracts × p(1-p). Peaks at p=0.5.