Greeks
Describes the sensitivity of the value of an option or instrument to a change in a given underlying parameter.

Name Type Description Delta Decimal Shows the equivalent FX Spot exposure of a given position. This is the sensitivity of a position’s value with respect to the spot rate. Gamma Decimal This is the second derivative of the position value with respect to spot, i.e. it shows how much the delta changes when spot changes (i.e. how much will the delta change when spot moves up by one percentage point. InstrumentDelta Decimal Shows the equivalent FX Spot exposure of a given position. This is the sensitivity of a position’s value with respect to the spot rate. InstrumentGamma Decimal This is the second derivative of the position value with respect to spot, i.e. it shows how much the delta changes when spot changes (i.e. how much will the delta change when spot moves up by one percentage point. InstrumentTheta Decimal Also known as time decay. This shows by how much the position will increase or decrease in value from one day to the next. InstrumentThetaInAccountCurrency Decimal InstrumentTheta of the instrument in account currency. InstrumentVega Decimal Sensitivity of a position with respect to the implied volatility used to price FX Options. This shows how much money is made (positive number) or lost (negative number) when volatility goes up by one percentage point. MidVol Decimal The mid rate for the implied volatility used in pricing this option PositionThetaInAccountCurrency Decimal InstrumentTheta of the position in account currency. TheoreticalPrice Decimal The theoretical price. Theta Decimal Refers to the combined time decay of all the options in a particular trading position. I.e. the sum of the individual theta values for each option. Vega Decimal Sensitivity of a position with respect to the implied volatility used to price FX Options. This shows how much money is made (positive number) or lost (negative number) when volatility goes up by one percentage point.