Greeks

• 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.