Dashboard
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The dashboard shows artifacts already saved on disk. Opening or refreshing the page does not retrieve new market data.
optiondesk dashboard --out-dir artifacts/tutorialOpen http://127.0.0.1:8787 on the same computer.
Select the underlying and expiry at the top of the page.
Keep the input source, date, and quality messages visible while interpreting a result.
After the first walkthrough and the two-expiry example, the page shows these sections in order: the pipeline, structure comparison, composite support, time spreads, positioning, volatility, term structure, volatility surface, structures, the ladder, condor search, and adding data. The forward ledger appears between the condor search and adding data once a paper position exists. Simulation, backtest, and variance risk premium stay absent until history-based artifacts exist.
| Panel | Question it answers | Read with it |
|---|---|---|
| The pipeline | Which calculations produced this page? | The artifact inputs and missing stages. |
| Structure comparison | How do the saved structures rank under this model? | The score definition, costs, and excluded cases. |
| Composite support | Where do the model, simulation, and backtest agree? | Component weights and disagreements. |
| Time spreads | What changes when legs use different expiries? | Surviving-leg valuation and scan boundaries. |
| Positioning | Where does assumed dealer gamma concentrate? | Open interest, missing contracts, and sign convention. |
| Volatility | How does IV vary by strike and expiry? | Data coverage and unavailable wings. |
| Term structure | How do at-the-money IV, risk reversal, butterfly, and expected move change across saved expiries? | The days to each expiry and whether both 25-delta wings carry a usable IV. |
| Volatility surface | How does IV vary across strike and expiry together? | At least two saved expiries for the same underlying. |
| Variance risk premium | How does implied volatility compare with the simulation's realised volatility? | The term structure and the simulation that supplied the realised figure. |
| Structures | What is the shape of this plan's payoff? | Leg quantities, breakevens, stock legs, and loss limits. |
| The ladder | How sensitive is each usable contract? | Units and skipped-contract counts. |
| Condor search | How do saved condors differ? | The selected strikes and the search coverage. |
| Simulation | What distribution does the fitted model produce? | Source history and convergence diagnostics. |
| Backtest | What happened in the modeled historical exercise? | Benchmark, overlap treatment, and cost omissions. |
| Forward ledger | Which paper positions are open or settled? | Entry mids, mark quality, and settlement notes. |
| Adding data | Which commands would fill the sections that are absent? | The selected underlying and expiry. |
Choose a structure in the selector. Read the leg table before the headline payoff. Inspect where the payoff crosses zero and whether any gain or loss is unbounded.
Gamma exposure is conditional on assumed dealer holdings. Open interest is an input to that calculation, not proof of who owns a position.
A missing wing value means the available data cannot establish that point. It does not mean that volatility is zero.
Read the convergence result before the predictive fan. The simulation uses history rather than the chain's implied volatility.
These public screenshots use synthetic history. Their outcomes do not measure a strategy's market performance. Capture provenance identifies the inputs and source revision.
An imported chain can support Greeks, positioning, and structures.
Simulation and backtest panels need their own saved results.
Time spreads need another expiry for the same underlying.
Term structure and volatility surface also need a second saved expiry.
The variance risk premium needs that term structure and a saved simulation.
The forward ledger appears after optiondesk forward open writes forward_ledger.json in the directory.
Use Examples to create the missing artifacts. Use Troubleshooting if existing files do not appear.
Next: Understand the result fields.