Calculate comprehensive risk metrics for one or more portfolios without requiring actual positions. This endpoint is ideal for "what-if" scenarios, risk analysis before trading, and portfolio planning.

Risk Metrics Calculated

For each portfolio, the system calculates:

Margin Requirements:

• initial_margin: Capital required to open these positions
• maintenance_margin: Minimum capital to avoid liquidation

Risk Components:

• matrix_risk: Worst-case loss under various market scenarios
• delta_risk: Additional margin for systemic market moves
• roll_risk: Extra margin required near option expiration

Portfolio Greeks:

• delta: Rate of change with underlying price
• gamma: Rate of change of delta
• vega: Sensitivity to volatility changes
• theta: Time decay per day
• rho: Interest rate sensitivity

Key Features

• No Account Required: Analyze risk without having positions
• Multiple Portfolios: Process multiple trading pairs in one request
• Hypothetical Analysis: Test strategies before executing trades
• Individual Results: Each portfolio succeeds/fails independently

Use Cases

1. Pre-Trade Analysis: Check margin requirements before placing orders
2. Strategy Testing: Evaluate risk of complex option strategies
3. Portfolio Planning: Compare risk across different position combinations
4. Education: Learn how different positions affect portfolio risk

Important Notes

• This endpoint does NOT calculate equity or P&L
• Risk calculations use current market prices (mark prices) only
• Each portfolio in the array is processed independently
• Failed portfolios return error details without affecting others
• All monetary values are in USDC with 6 decimal precision
• Designed for hypothetical analysis based on current market conditions