Pre-trade risk: margin, greeks and worst case before the order

This check publishes once a real position book and live option quotes are connected. What it will show, in one view: the change in portfolio margin, the net greeks (delta, gamma, theta, vega and rho — the book's sensitivity to price, to the rate of that price move, to time, to volatility and to interest rates), and the binding worst-case scenario — plus which leg drives the risk.