Ib Report Delta Adjusted Notional Exposure

This calculates delta-adjusted notional exposure across your Interactive Brokers accounts, which is essential if you're trading options and need to know your actual directional risk. It pulls live position data via the TWS API, runs Black-Scholes to compute deltas for options (with IV estimates based on moneyness), and aggregates everything into long/short exposure by account and underlying. The output is structured JSON that gets formatted into a markdown report with summary tables. Works with both paper and live trading ports. The methodology is straightforward: futures and stocks get delta of 1.0, equity options use proper Greeks, and futures options assume 20% IV. If you're managing multi-leg option strategies or just want to know if you're actually long or short SPY after all those spreads, this gives you the answer.