In the Greeks tab, which can be found next to the Positions tab, you can see the Greeks according to the Black-Scholes model. Greeks, including cash delta and cash gamma, are shown per expiry, per underlying and as a total, thereby providing an intuitive risk management overview of your entire portfolio.

*Cash delta is a measurement which describes your directional USD based exposure in the respective underlying. This measurement allows for an easier calculation of the profit and losses based on an expected price-percentage move in the underlying.

**Cash gamma is defined as the change in cash delta for a price-percentage move in the underlying.