Portfolio Analysis — live-active-by-symbol-2026-03-25_13-38

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
AMZN2.1761.186 3.362
IWM3.348 3.348
WMT2.640 2.640
STZ2.302 2.302
WFC2.158 2.158
MRNA2.112 2.112
UNH1.774 1.774
NKE1.760 1.760
HOOD1.757 1.757
NVDA1.679 1.679
AVGO1.633 1.633
NFLX1.604 1.604
C1.534 1.534
BABA1.500 1.500
INTC1.469 1.469
MSTR1.397 1.397
USO1.341 1.341
AMD1.241 1.241
AAPL1.190 1.190
FCX1.110 1.110
ORCL1.035 1.035
COIN0.785 0.785
GOOGL0.772 0.772
TOTAL8.8169.97520.712 39.503

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
INTC10.897 10.897
MRNA9.171 9.171
FCX9.069 9.069
AAPL6.142 6.142
ORCL5.182 5.182
C4.922 4.922
GOOGL4.492 4.492
NVDA4.346 4.346
USO3.851 3.851
COIN3.364 3.364
AMZN-6.1734.193 -1.980
AVGO-2.583 -2.583
UNH-2.872 -2.872
IWM-2.953 -2.953
MSTR-3.722 -3.722
AMD-5.953 -5.953
STZ-7.596 -7.596
HOOD-8.790 -8.790
BABA-9.373 -9.373
NFLX-9.579 -9.579
NKE-10.253 -10.253
WMT-17.834 -17.834
WFC-20.786 -20.786
TOTAL16.985-61.0001.176 -42.838

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-2.034 -2.034
WMT-1.490 -1.490
WFC-1.371 -1.371
MRNA-1.281 -1.281
INTC-1.252 -1.252
AMZN-0.417-0.715 -1.132
FCX-1.073 -1.073
NFLX-0.894 -0.894
C-0.596 -0.596
HOOD-0.596 -0.596
STZ-0.536 -0.536
AAPL-0.477 -0.477
IWM-0.477 -0.477
MSTR-0.477 -0.477
NVDA-0.358 -0.358
USO-0.358 -0.358
AVGO-0.238 -0.238
ORCL-0.238 -0.238
BABA0.000 0.000
GOOGL0.000 0.000
UNH0.238 0.238
AMD0.477 0.477
COIN0.477 0.477
TOTAL-3.248-4.835-5.603 -13.687

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
IWM-8.549 -8.549
AMZN-4.180-2.475 -6.655
WMT-5.443 -5.443
AAPL-3.057 -3.057
WFC-3.043 -3.043
NFLX-2.883 -2.883
STZ-2.869 -2.869
UNH-2.696 -2.696
AVGO-2.625 -2.625
BABA-2.534 -2.534
GOOGL-2.393 -2.393
NVDA-2.341 -2.341
NKE-2.177 -2.177
HOOD-2.035 -2.035
ORCL-1.952 -1.952
FCX-1.835 -1.835
C-1.808 -1.808
INTC-1.799 -1.799
USO-1.572 -1.572
MRNA-1.558 -1.558
MSTR-1.468 -1.468
COIN-1.408 -1.408
AMD-1.044 -1.044
TOTAL-11.634-15.887-36.224 -63.745

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 7.440
AVGO May 1, 26 AVGO May 1st 365/370 Bear Call Spread 6.850
AMZN Apr 24, 26 AMZN Apr 24th 230/235 Bear Call Spread 5.216
IWM May 1, 26 IWM May 1st 270/275 Bear Call Spread 4.774
NVDA Apr 17, 26 NVDA Apr 17th 155/160 Bull Put Spread 4.695
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 4.342
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 4.291
USO May 1, 26 USO May 1st 85/90 Bull Put Spread 3.750
HOOD May 1, 26 HOOD May 1st 88/95 Bear Call Spread 2.948
MSTR May 1, 26 MSTR May 1st 170/175 Bear Call Spread 2.930
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 2.602
C Apr 17, 26 C Apr 17th 95/100 Bull Put Spread 2.573
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 2.495
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 1.794
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 1.772
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 1.658
MRNA Apr 17, 26 MRNA Apr 17th 40/45 Bull Put Spread 1.648
COIN May 1, 26 COIN May 1st 155/160 Bull Put Spread 1.646
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 1.574
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 1.174
FCX May 1, 26 FCX May 1st 44/49 Bull Put Spread 1.034
NKE Apr 24, 26 NKE Apr 24th 62/67 Bear Call Spread 0.865
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread —
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread —
IWM May 1, 26 IWM May 1st 225/230 Bull Put 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 1.355
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 1.188
MSTR May 1, 26 MSTR May 1st 170/175 Bear Call Spread 0.952
HOOD May 1, 26 HOOD May 1st 88/95 Bear Call Spread 0.864
USO May 1, 26 USO May 1st 85/90 Bull Put Spread 0.853
C Apr 17, 26 C Apr 17th 95/100 Bull Put Spread 0.848
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 0.817
NKE Apr 24, 26 NKE Apr 24th 62/67 Bear Call Spread 0.808
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 0.802
NVDA Apr 17, 26 NVDA Apr 17th 155/160 Bull Put Spread 0.717
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 0.709
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 0.658
AVGO May 1, 26 AVGO May 1st 365/370 Bear Call Spread 0.622
FCX May 1, 26 FCX May 1st 44/49 Bull Put Spread 0.605
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread 0.592
COIN May 1, 26 COIN May 1st 155/160 Bull Put Spread 0.558
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 0.556
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 0.530
AMZN Apr 24, 26 AMZN Apr 24th 230/235 Bear Call Spread 0.521
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 0.485
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 0.479
IWM May 1, 26 IWM May 1st 270/275 Bear Call Spread 0.418
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 0.389
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 0.346
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 0.323

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 84.0%$60$60$440-$202.302-2.869-0.536436.4%4.290.80-8.3%
MRNA Bull Put Apr 17, 26 85.7%$65$65$435-$72.112-1.558-1.281573.8%1.651.3620.8%
NVDA Bull Put Apr 17, 26 85.4%$73$73$427$01.679-2.341-0.357643.9%4.700.7236.3%
C Bull Put Apr 17, 26 86.8%$72$72$428$61.534-1.808-0.596053.6%2.570.8545.8%
AAPL Bull Put Apr 17, 26 74.0%$61$61$439-$691.190-3.057-0.476832.9%2.490.39-32.8%
WMT Bear Call Apr 24, 26 76.1%$66$66$534-$772.640-5.443-1.490125.0%1.770.49-68.2%
AMZN Bear Call Apr 24, 26 86.3%$72$72$428$32.176-4.180-0.417227.8%5.220.5211.8%
WFC Bear Call Apr 24, 26 68.0%$60$60$440-$1002.158-3.043-1.370933.6%1.570.71-120.8%
NKE Bear Call Apr 24, 26 89.1%$65$65$436$101.760-2.177-2.034043.9%0.870.8142.6%
AMD Bear Call Apr 24, 26 62.3%$65$65$436-$1241.241-1.0440.476849.9%2.601.19-182.9%
IWM Bear Call May 1, 26 82.7%$78$78$423-$92.276-5.452-0.476824.3%4.770.42-24.5%
UNH Bear Call May 1, 26 87.4%$59$59$441-$41.774-2.6960.238442.8%7.440.66-9.3%
HOOD Bear Call May 1, 26 83.4%$74$74$626-$421.757-2.035-0.596063.4%2.950.86-2.0%
AVGO Bear Call May 1, 26 86.5%$75$75$425$71.633-2.625-0.238441.8%6.850.629.3%
NFLX Bear Call May 1, 26 84.4%$64$64$436-$141.604-2.883-0.894137.6%1.790.56-2.3%
BABA Bear Call May 1, 26 74.0%$67$67$433-$631.500-2.5340.000038.5%—0.59-68.7%
INTC Bull Put May 1, 26 79.0%$72$72$428-$331.469-1.799-1.251772.4%1.170.82-6.3%
MSTR Bear Call May 1, 26 82.2%$63$63$437-$261.397-1.468-0.476866.7%2.930.95-9.5%
USO Bull Put May 1, 26 83.2%$77$77$423-$71.341-1.572-0.357681.5%3.750.859.7%
AMZN Bull Put May 1, 26 76.7%$81$81$420-$361.186-2.475-0.715348.0%1.660.48-14.9%
FCX Bull Put May 1, 26 79.3%$75$75$425-$291.110-1.835-1.072962.4%1.030.6020.7%
IWM Bull Put May 1, 26 87.3%$74$74$426$101.072-3.0980.000036.5%—0.35-4.0%
ORCL Bull Put May 1, 26 75.1%$84$84$416-$411.035-1.952-0.238459.4%4.340.53-17.9%
COIN Bull Put May 1, 26 70.9%$70$70$430-$750.785-1.4080.476879.3%1.650.56-57.1%
GOOGL Bull Put May 1, 26 67.3%$86$86$414-$770.772-2.3930.000040.3%—0.32-54.1%
TOTAL / AVG 79.9% avg$1756$1756$11044-$81639.503-63.745-13.686748.6% avg2.8917.00-486.7%
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.