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IB Tools

Mathematical Analysis

Interactive Analytics®

IB's Interactive Analytics is a suite of mathematical risk-assessment tools that uses a combination of market data and parametric values to:

Interactive Analytics does not support pricing and risk analysis for futures options. Before you use IA, please review the Interactive Analytics Use Agreement and Disclaimer.


Portfolio Analytics

Portfolio Analytics shows your portfolio risk across multiple asset classes, and allows you to create hypothetical "what-if" risk scenarios by adding, removing and modifying contract positions. Five tabbed pages show specific slices of your portfolio risk sorted by position, underlying and Greek risk dimension. The bottom half of the Portfolio Analytics window displays portfolio- and sub-portfolio value plots, which show the contribution that each contract in your portfolio or sub-portfolio makes to the slope and curvature of the plot.


Option Analytics

Option Analytics is accessed through the Option Trader window, and includes the following tools:

For more information on IB's Interactive Analytics, see the TWS User's Guide.


TWS Arbitrage Meter

The Index Arbitrage Meter illustrates the extent of the premium (or discount) of the lead month futures price above (or below) its fair future value with respect to the index price. A green bar indicates that the lead month futures price is at a premium to (i.e. greater than) its fair future value. A red bar indicates that the lead month futures price is at a discount to its fair future value. This tool is available for Indices and Futures on Indices.

To see the Arbitrage meter, make sure "Show Arbitrage Meter" is selected under the "Settings" menu.

To display the Arbitrage Meter for an Index

  1. Click on the desired market data line to select the index.
  2. Right click and select Show Arbitrage Meter.

IB Marketwatch News

IB provides the latest Marketwatch news and research from the Trader Workstation. To access news, right click any market data line ticker and choose "Show News".


IB Bigcharts

IB provides 20 minute delayed Bigcharts over numerous time periods from the Trader Workstation. To access charts, right click any market data line ticker and choose "Show Graph".