Portfolio Analysis — live-active-by-symbol-2026-03-25_10-46

Theta · Vega · Delta · Gamma · Quality · Scorecard

Paste a spread row from the exported CSV. Press Enter or click Add. Each spread appears as a pill above and is highlighted in every table below.

Theta Concentration

Daily time decay accrual by underlying and expiration. Sorted by row total descending. Grand total = portfolio theta.

SymbolApr 17, 26Apr 24, 26May 1, 26Total
AMZN2.1441.228 3.372
WMT2.562 2.562
IWM2.271 2.271
WFC2.072 2.072
STZ2.041 2.041
MRNA2.027 2.027
HOOD1.867 1.867
AVGO1.770 1.770
NVDA1.692 1.692
NKE1.658 1.658
NFLX1.572 1.572
AMD1.538 1.538
C1.471 1.471
BABA1.426 1.426
AAPL1.358 1.358
COIN1.347 1.347
MSTR1.316 1.316
UNH1.279 1.279
ORCL1.247 1.247
FCX1.148 1.148
CRM1.060 1.060
GOOGL0.866 0.866
USO-0.278 -0.278
TOTAL9.6509.97417.060 36.683

Delta Concentration — Directional Exposure

Net directional exposure by underlying and expiration. Bull Put spreads are positive delta, Bear Call spreads are negative. Sorted most positive first.

SymbolApr 17, 26Apr 24, 26May 1, 26Total
FCX8.743 8.743
CRM8.402 8.402
MRNA8.114 8.114
AAPL5.539 5.539
ORCL5.271 5.271
C4.855 4.855
GOOGL4.511 4.511
NVDA4.188 4.188
COIN3.512 3.512
USO2.285 2.285
UNH-2.313 -2.313
AMZN-6.4574.076 -2.381
AVGO-2.893 -2.893
MSTR-3.709 -3.709
AMD-6.075 -6.075
STZ-6.716 -6.716
IWM-7.308 -7.308
BABA-9.270 -9.270
HOOD-9.542 -9.542
NFLX-9.606 -9.606
NKE-9.738 -9.738
WMT-17.269 -17.269
WFC-19.039 -19.039
TOTAL24.383-58.577-16.243 -50.437

Gamma Concentration — Convexity Risk

All values are negative (credit spreads are short gamma). More red = more exposure to large moves in either direction. Sorted by row total ascending (most exposed first).

SymbolApr 17, 26Apr 24, 26May 1, 26Total
NKE-1.945 -1.945
WMT-1.699 -1.699
WFC-1.431 -1.431
MRNA-1.132 -1.132
NFLX-1.132 -1.132
FCX-1.073 -1.073
USO-0.715 -0.715
AMZN-0.358-0.238 -0.596
C-0.477 -0.477
COIN-0.477 -0.477
HOOD-0.477 -0.477
ORCL-0.477 -0.477
STZ-0.477 -0.477
AAPL-0.358 -0.358
BABA-0.358 -0.358
IWM-0.358 -0.358
AVGO-0.238 -0.238
MSTR-0.238 -0.238
NVDA-0.238 -0.238
GOOGL0.000 0.000
UNH0.000 0.000
CRM0.477 0.477
AMD0.954 0.954
TOTAL-2.205-4.478-5.782 -12.465

Vega Concentration — Short Volatility Risk

All values are negative (short premium = short vega). Sorted by row total ascending (most exposed first). Grand total = how much the book loses per 1% rise in IV across all positions.

SymbolApr 17, 26Apr 24, 26May 1, 26Total
AMZN-4.285-2.526 -6.811
WMT-5.372 -5.372
IWM-5.328 -5.328
AAPL-3.221 -3.221
WFC-3.036 -3.036
NFLX-2.892 -2.892
AVGO-2.806 -2.806
STZ-2.585 -2.585
GOOGL-2.585 -2.585
BABA-2.527 -2.527
NVDA-2.322 -2.322
UNH-2.219 -2.219
HOOD-2.112 -2.112
ORCL-2.097 -2.097
NKE-2.092 -2.092
CRM-1.858 -1.858
FCX-1.816 -1.816
C-1.786 -1.786
COIN-1.613 -1.613
MRNA-1.458 -1.458
MSTR-1.413 -1.413
AMD-1.340 -1.340
USO-0.878 -0.878
TOTAL-13.231-16.124-30.811 -60.166

Theta / |Gamma| Quality

Daily time decay collected per unit of convexity risk. Higher = better compensated. Sorted best → worst.

SymbolExpiryPositionΘ / |Γ|
AVGO May 1, 26 AVGO May 1st 365/370 Bear Call Spread 7.426
NVDA Apr 17, 26 NVDA Apr 17th 155/160 Bull Put Spread 7.098
IWM May 1, 26 IWM May 1st 270/275 Bear Call Spread 6.350
AMZN Apr 24, 26 AMZN Apr 24th 230/235 Bear Call Spread 5.994
MSTR May 1, 26 MSTR May 1st 170/175 Bear Call Spread 5.520
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 5.150
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 4.281
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread 3.986
HOOD May 1, 26 HOOD May 1st 88/95 Bear Call Spread 3.916
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 3.796
C Apr 17, 26 C Apr 17th 95/100 Bull Put Spread 3.085
COIN May 1, 26 COIN May 1st 155/160 Bull Put Spread 2.825
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 2.615
CRM Apr 17, 26 CRM Apr 17th 170/175 Bull Put Spread 2.224
MRNA Apr 17, 26 MRNA Apr 17th 40/45 Bull Put Spread 1.790
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 1.613
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 1.508
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 1.448
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 1.388
FCX May 1, 26 FCX May 1st 44/49 Bull Put Spread 1.070
NKE Apr 24, 26 NKE Apr 24th 62/67 Bear Call Spread 0.853
USO May 1, 26 USO May 1st 85/90 Bull Put Spread -0.389
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread —
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread —

Theta / |Vega| Quality

Daily time decay collected per unit of volatility exposure. Higher = better compensated for a vol spike. Sorted best → worst.

SymbolExpiryPositionΘ / |V|
MRNA Apr 17, 26 MRNA Apr 17th 40/45 Bull Put Spread 1.390
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 1.148
MSTR May 1, 26 MSTR May 1st 170/175 Bear Call Spread 0.931
HOOD May 1, 26 HOOD May 1st 88/95 Bear Call Spread 0.884
COIN May 1, 26 COIN May 1st 155/160 Bull Put Spread 0.835
C Apr 17, 26 C Apr 17th 95/100 Bull Put Spread 0.823
NKE Apr 24, 26 NKE Apr 24th 62/67 Bear Call Spread 0.793
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 0.790
NVDA Apr 17, 26 NVDA Apr 17th 155/160 Bull Put Spread 0.729
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 0.682
FCX May 1, 26 FCX May 1st 44/49 Bull Put Spread 0.633
AVGO May 1, 26 AVGO May 1st 365/370 Bear Call Spread 0.631
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 0.595
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 0.576
CRM Apr 17, 26 CRM Apr 17th 170/175 Bull Put Spread 0.571
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread 0.564
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 0.544
AMZN Apr 24, 26 AMZN Apr 24th 230/235 Bear Call Spread 0.500
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 0.486
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 0.477
IWM May 1, 26 IWM May 1st 270/275 Bear Call Spread 0.426
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 0.421
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 0.335
USO May 1, 26 USO May 1st 85/90 Bull Put Spread -0.317

Position Scorecard

Each column normalized independently. Grouped by expiration, sorted by Theta within each group.

SymbolTypeExpiryChanceCreditMax ProfitMax LossEVΘ ThetaVegaΓ GammaIVΘ/|Γ|Θ/|V|Return
STZ Bear Call Apr 17, 26 86.4%$60$60$440-$82.041-2.585-0.476838.0%4.280.794.2%
MRNA Bull Put Apr 17, 26 88.1%$65$65$435$52.027-1.458-1.132576.8%1.791.3927.7%
NVDA Bull Put Apr 17, 26 86.0%$73$73$427$31.692-2.322-0.238444.1%7.100.7338.4%
C Bull Put Apr 17, 26 87.1%$72$72$428$81.471-1.786-0.476853.4%3.080.8247.2%
AAPL Bull Put Apr 17, 26 77.6%$61$61$439-$511.358-3.221-0.357631.9%3.800.42-10.7%
CRM Bull Put Apr 17, 26 63.2%$70$70$430-$1141.060-1.8580.476845.7%2.220.57-110.7%
WMT Bear Call Apr 24, 26 76.5%$66$66$534-$752.562-5.372-1.698725.0%1.510.48-60.6%
AMZN Bear Call Apr 24, 26 84.6%$72$72$428-$52.144-4.285-0.357626.9%5.990.509.0%
WFC Bear Call Apr 24, 26 70.8%$60$60$440-$862.072-3.036-1.430534.4%1.450.68-94.2%
NKE Bear Call Apr 24, 26 90.1%$65$65$436$151.658-2.092-1.944643.8%0.850.7946.5%
AMD Bear Call Apr 24, 26 64.9%$65$65$436-$1111.538-1.3400.953748.7%1.611.15-171.3%
IWM Bear Call May 1, 26 81.5%$78$78$423-$152.271-5.328-0.357624.6%6.350.43-34.2%
HOOD Bear Call May 1, 26 81.3%$74$74$626-$571.867-2.112-0.476863.4%3.920.88-16.9%
AVGO Bear Call May 1, 26 83.8%$75$75$425-$61.770-2.806-0.238441.0%7.430.63-6.0%
NFLX Bear Call May 1, 26 82.0%$64$64$436-$261.572-2.892-1.132537.1%1.390.54-1.6%
BABA Bear Call May 1, 26 74.5%$67$67$433-$611.426-2.527-0.357638.1%3.990.56-62.7%
COIN Bull Put May 1, 26 72.8%$70$70$430-$661.347-1.613-0.476878.0%2.820.84-82.1%
MSTR Bear Call May 1, 26 82.5%$63$63$437-$241.316-1.413-0.238467.2%5.520.93-11.1%
UNH Bear Call May 1, 26 88.1%$59$59$441-$11.279-2.2190.000042.7%—0.5819.5%
ORCL Bull Put May 1, 26 76.0%$84$84$416-$361.247-2.097-0.476858.2%2.610.59-21.4%
AMZN Bull Put May 1, 26 78.1%$81$81$420-$291.228-2.526-0.238447.6%5.150.49-9.9%
FCX Bull Put May 1, 26 81.5%$75$75$425-$181.148-1.816-1.072963.9%1.070.6320.7%
GOOGL Bull Put May 1, 26 68.7%$86$86$414-$700.866-2.5850.000039.0%—0.34-48.3%
USO Bull Put May 1, 26 82.6%$77$77$423-$10-0.278-0.878-0.715384.5%-0.39-0.3284.4%
TOTAL / AVG 79.5% avg$1680$1680$10620-$83836.683-60.166-12.464848.1% avg2.9415.45-444.1%
Column guide — EV & Greeks
EV
Binary-outcome expected value: Chance × Max Profit − (1 − Chance) × Max Loss. Treats the trade as either expiring fully worthless (max profit) or reaching max loss — nothing in between. Negative EV is normal and expected for credit spreads: max loss is typically 4–10× max profit, so even an 80% winner produces a negative number. Use EV as a relative ranking across positions, not as an absolute signal. A less-negative EV means the risk/reward ratio is better for a given probability.
Θ Theta
Daily time decay in dollars. Positive means the position earns money each day that passes with everything else held constant. Credit spreads are short premium, so theta is always positive — you are the one collecting the decay. The Theta Concentration section at the top of this page shows how this is distributed across underlyings and expirations.
Vega
Dollar change in position value per 1% rise in implied volatility (IV). Negative for all credit spreads — you sold premium, so a spike in IV increases the value of what you owe and hurts you. The magnitude tells you how exposed a position is to a volatility event. The Vega Concentration section shows this aggregated across the book.
Γ Gamma
Rate of change of delta per $1 move in the underlying. Negative for credit spreads — a large move in either direction increases your directional exposure in the wrong direction (losses accelerate as the underlying moves against you). Near-expiry, at-the-money positions carry the most gamma risk.
IV
Implied volatility of the underlying at the time the position was entered. Higher IV at entry means you collected more premium relative to the width of the spread — generally a more favourable entry environment for credit strategies. Not updated in real time; it reflects the entry conditions.
Θ / |Γ|
Quality ratio: how much daily theta you earn per unit of gamma risk. Higher is better — the position is well compensated for the convexity exposure it carries. Useful for comparing two positions with similar probability profiles but different risk/reward dynamics. Positions with gamma = 0 (deep in- or out-of-the-money, no convexity) are excluded from ranking.
Θ / |V|
How much daily theta you earn per dollar lost if implied volatility rises by 1%. Higher is better — the position is well compensated for its volatility exposure. Low values identify positions that are cheapest to close into a vol spike: you are earning little time decay relative to how much a sustained IV expansion would hurt you. Complements Θ/|Γ| — gamma risk is acute and move-driven, vega risk is broader and regime-driven. A position can score well on one and poorly on the other.
Return
Current mark-to-market return on the position as a percentage of max profit. 100% means the spread has expired worthless and you kept all the premium. Negative means the position is currently at a loss relative to entry. Colour is diverging: green for positive return, red for negative.