DEMO
Sample risk report built from fictional holdings to show what ai-monitor catches. Upload your positions to replace it with your real account.
Upload positions →
Risk Report
DEMO-U1234567 · 2026-04-26 · Sample data
Net Liquidation
$612,480
Unrealized P&L
+$18,230
+3.1% vs cost
Margin Cushion
14.0%
= $85,747 ÷ $612,480
-10% Market Stress
-$78,400
β×Δ estimate
Your account runs premium-selling income as the primary strategy — NLV $612K, unrealized +3.1%.
This week there are 3 items that need action: TSLA short put assignment risk in 5 days (ITM), SPY protective put expires in 18 days, and MSFT covered call has locked in 82% of max profit and can be closed early. Margin cushion at 14% is tight — a 6% portfolio drop triggers a margin call. Portfolio beta 1.62 amplifies market moves, and NVDA is 35% of NLV — consider trimming this month.
Today's Action List
TSLA Short Put $220 — DTE 5d, underlying $215 (ITM): roll to next month same strike, or prepare $44,000 cash for assignment
Margin Cushion 14% — just 4% from call: closing the TSLA naked put releases ~$18,000 of margin
SPY Protective Put $540 — DTE 18d: tail hedge expires soon, roll out to 60–90 days
ACT NOWⓘ
Red items need a decision today: margin alert, near-expiry assignment, deep-ITM naked shorts.
2× Short Put $220 · DTE 5d · Underlying $215.30 · ITM $4.70 · Δ -0.64
This short put expires in 5 days and is already in-the-money. Assignment probability ~72%. If assigned, you'll buy 200 shares of TSLA at $220 (current $215), taking an immediate ~$940 paper loss and tying up $44,000 in margin.
A. Take assignment (keep $44K cash ready)
B. Roll to next month $220 Put ★
C. Close now and take the loss
D. Roll down to $210 Put
REVIEW THIS WEEKⓘ
Yellow signals: tight margin, expiring insurance, profit-lock timing — address within the week.
3× Covered Call $440 · 82% of max profit captured · $0.84/share time value left
This covered call has captured 82% of its max profit. The remaining 18% takes ~14 more days to decay. Closing early frees up margin and eliminates the risk of shares being called away.
2× Long Put $540 · DTE 18d · Covers 32% of NLV
This tail hedge expires in 18 days. If you still want downside protection, roll to 60–90 day DTE to lock in a lower time-value cost.
1,200 shares · $214,200 · 35.0% of NLV · Beta 1.82
NVDA is 35% of your account — above the 20% warning line. With Beta 1.82, a 10% market pullback drags this position down by ~$39,000. Consider trimming below 20%, or add a collar hedge.
Cushion 14.0% · 4.0% from forced liquidation · Maint margin $526,733
Margin cushion is in the 10–25% warning band. A 6% drawdown or an IV spike could trigger a margin call. Reduce naked short positions or lower directional exposure.
3 positions reporting within 14 days · 48.2% of NLV combined
NVDA (Apr 28), MSFT (May 1), GOOG (May 4) all report within 14 days, totaling nearly half the portfolio. IV spikes around earnings and day-of moves of 5–10% are common. Add hedges or reduce exposure.
MONITORⓘ
No urgent action, but worth watching: directional exposure, data quality, correlations.
300 shares Tencent · HKD $25,680 · 4.2% of NLV · Unhedged
You hold 300 shares of a Hong Kong stock without HKD hedging. HKD moves affect USD-denominated returns. Current exposure is small, but consider a forward hedge if it grows past 10%.
5× Long Call $180 · DTE 25d · OTM 7.8% · Θ -$48/day
This speculative call is ~8% out of the money and expires in 25 days. Time value bleeds $48/day; if the stock doesn't break $180 it expires worthless (-$4,800).
Weighted beta 1.62 · Threshold 1.50
Portfolio beta of 1.62 amplifies market moves by 62%. You're exposed on drawdowns — trim high-beta names or add SPY short delta to lower it.
Positions by Intent
Income
3 strategies
P&L +$3,210
Daily Θ +$142/day
Short premium collecting time value, daily Theta +$142
Short 2× Put220 exp 2026-04-26
Δ per 1%-$1,378
Θ per day+$96
V per 1% IV-$218
Max Profit+$1,180
Max Loss-$42,820
+300 STK @ 418.50 | Short 3× Call440 exp 2026-05-05
Δ per 1%+$892
Θ per day+$38
V per 1% IV-$112
Max Profit+$7,850
Max Loss-$117,700
Hedge
1 strategy
P&L -$740
Daily Θ -$62/day
Insurance against downside risk
Long 2× Put540 exp 2026-05-09
Δ per 1%-$1,080
Θ per day-$62
V per 1% IV+$184
Max Profit+$108,000
Max Loss-$1,320
Directional
2 strategies
P&L +$15,820
Δ $ +$186,420
Long directional exposure
+1,200 STK @ 178.50
Δ per 1%+$2,142
Max ProfitNo Upper Limit
Max Loss-$214,200
+300 STK @ HK$668.00
Δ per 1%+$257
Max ProfitNo Upper Limit
Max Loss-$25,680
Speculation
1 strategy
P&L -$60
Daily Θ -$48/day
Max loss 0.8% of NLV
Long 5× Call180 exp 2026-05-16
Δ per 1%+$285
Θ per day-$48
V per 1% IV+$92
Max ProfitNo Upper Limit
Max Loss-$4,800