ib-report-delta-adjusted-notional-exposure

# IB Delta-Adjusted Notional Exposure Report Calculate and report delta-adjusted notional exposure across all Interactive Brokers accounts. ## Prerequisites User must have TWS or IB Gateway running locally with API enabled: - Paper trading: port 7497 - Live/Production trading: port 7496 ## Instructions ### Step 1: Gather Data ```bash uv run python scripts/delta_exposure.py [--port PORT] ``` The script returns JSON to stdout with all position deltas and summary data. ### Step 2: Format Report Read `templates/markdown-template.md` for formatting instructions. Generate a markdown report from the JSON data and save to `sandbox/`. **Filename**: `delta_exposure_report_{YYYYMMDD}_{HHMMSS}.md` ### Step 3: Report Results Present the summary table (total long, short, net) and top exposures to the user. Include the saved report path. ## Arguments - `--port` - IB port (default: 7496 for live trading, use 7497 for paper) ## JSON Output Returns delta-adjusted notional exposure with: - `connected` - Boolean - `accounts` - List of account IDs - `position_count` - Total positions - `positions` - Array of positions with symbol, delta, delta_notional, spot price - `summary` - Totals for long, short, and net delta notional - `by_account` - Long/short breakdown by account - `by_underlying` - Long/short/net breakdown by symbol ## Methodology - **Equity Options**: Delta calculated via Black-Scholes with estimated IV based on moneyness - **Futures**: Delta = 1.0 (full notional ...