Portfolio Analysis — live-active-by-symbol-2026-03-25_14-01

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
IWM3.414 3.414
AMZN2.2471.070 3.317
WMT2.699 2.699
WFC2.233 2.233
STZ2.188 2.188
MRNA1.854 1.854
NVDA1.689 1.689
NFLX1.611 1.611
NKE1.570 1.570
INTC1.538 1.538
C1.472 1.472
HOOD1.363 1.363
BABA1.308 1.308
FCX1.244 1.244
AAPL1.237 1.237
AMD1.236 1.236
ORCL1.222 1.222
USO1.205 1.205
MSTR1.122 1.122
UNH1.120 1.120
AVGO1.089 1.089
COIN0.974 0.974
GOOGL0.883 0.883
TOTAL8.4399.98619.163 37.587

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
INTC11.056 11.056
FCX9.333 9.333
MRNA8.340 8.340
AAPL6.000 6.000
ORCL5.302 5.302
C4.903 4.903
GOOGL4.485 4.485
NVDA4.290 4.290
USO3.668 3.668
COIN3.629 3.629
AVGO-2.176 -2.176
UNH-2.253 -2.253
AMZN-6.4373.991 -2.446
MSTR-3.364 -3.364
IWM-3.368 -3.368
AMD-5.960 -5.960
STZ-7.287 -7.287
HOOD-7.621 -7.621
BABA-8.918 -8.918
NKE-9.276 -9.276
NFLX-9.746 -9.746
WMT-18.004 -18.004
WFC-19.973 -19.973
TOTAL16.246-59.6514.018 -39.387

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-1.907 -1.907
WMT-1.818 -1.818
WFC-1.371 -1.371
FCX-1.252 -1.252
MRNA-1.252 -1.252
INTC-1.162 -1.162
NFLX-0.775 -0.775
HOOD-0.656 -0.656
AMZN-0.417-0.238 -0.656
IWM-0.596 -0.596
C-0.477 -0.477
GOOGL-0.477 -0.477
STZ-0.477 -0.477
AAPL-0.238 -0.238
AVGO-0.238 -0.238
BABA-0.238 -0.238
NVDA-0.238 -0.238
COIN0.000 0.000
MSTR0.000 0.000
ORCL0.000 0.000
UNH0.000 0.000
USO0.238 0.238
AMD0.954 0.954
TOTAL-2.682-4.560-5.394 -12.636

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-8.573 -8.573
AMZN-4.377-2.394 -6.771
WMT-5.566 -5.566
AAPL-3.115 -3.115
WFC-2.929 -2.929
NFLX-2.890 -2.890
STZ-2.748 -2.748
GOOGL-2.500 -2.500
BABA-2.404 -2.404
NVDA-2.331 -2.331
AVGO-2.150 -2.150
UNH-2.056 -2.056
ORCL-2.049 -2.049
NKE-1.991 -1.991
FCX-1.889 -1.889
INTC-1.859 -1.859
C-1.782 -1.782
HOOD-1.782 -1.782
USO-1.514 -1.514
COIN-1.465 -1.465
MRNA-1.395 -1.395
MSTR-1.319 -1.319
AMD-1.074 -1.074
TOTAL-11.371-15.937-34.844 -62.152

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
NVDA Apr 17, 26 NVDA Apr 17th 155/160 Bull Put Spread 7.086
IWM May 1, 26 IWM May 1st 270/275 Bear Call Spread 6.476
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread 5.486
AMZN Apr 24, 26 AMZN Apr 24th 230/235 Bear Call Spread 5.386
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 5.186
USO May 1, 26 USO May 1st 85/90 Bull Put Spread 5.053
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 4.606
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 4.588
AVGO May 1, 26 AVGO May 1st 365/370 Bear Call Spread 4.567
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 4.488
C Apr 17, 26 C Apr 17th 95/100 Bull Put Spread 3.086
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 2.079
HOOD May 1, 26 HOOD May 1st 88/95 Bear Call Spread 2.078
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 1.853
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 1.629
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 1.485
MRNA Apr 17, 26 MRNA Apr 17th 40/45 Bull Put Spread 1.481
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 1.323
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 1.296
FCX May 1, 26 FCX May 1st 44/49 Bull Put Spread 0.993
NKE Apr 24, 26 NKE Apr 24th 62/67 Bear Call Spread 0.823
COIN May 1, 26 COIN May 1st 155/160 Bull Put Spread —
MSTR May 1, 26 MSTR May 1st 170/175 Bear Call Spread —
ORCL May 1, 26 ORCL May 1st 125/130 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 1.329
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 1.151
MSTR May 1, 26 MSTR May 1st 170/175 Bear Call Spread 0.851
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 0.827
C Apr 17, 26 C Apr 17th 95/100 Bull Put Spread 0.826
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 0.796
USO May 1, 26 USO May 1st 85/90 Bull Put Spread 0.796
NKE Apr 24, 26 NKE Apr 24th 62/67 Bear Call Spread 0.789
HOOD May 1, 26 HOOD May 1st 88/95 Bear Call Spread 0.765
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 0.762
NVDA Apr 17, 26 NVDA Apr 17th 155/160 Bull Put Spread 0.725
COIN May 1, 26 COIN May 1st 155/160 Bull Put Spread 0.665
FCX May 1, 26 FCX May 1st 44/49 Bull Put Spread 0.658
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 0.596
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 0.557
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 0.545
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread 0.544
AMZN Apr 24, 26 AMZN Apr 24th 230/235 Bear Call Spread 0.513
AVGO May 1, 26 AVGO May 1st 365/370 Bear Call Spread 0.507
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 0.447
IWM May 1, 26 IWM May 1st 270/275 Bear Call Spread 0.425
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 0.397
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 0.353
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 0.352

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 85.0%$60$60$440-$152.188-2.748-0.476837.0%4.590.80-4.2%
MRNA Bull Put Apr 17, 26 87.1%$65$65$435$01.854-1.395-1.251779.3%1.481.3324.6%
NVDA Bull Put Apr 17, 26 85.6%$73$73$427$11.689-2.331-0.238444.0%7.090.7237.0%
C Bull Put Apr 17, 26 86.1%$72$72$428$21.472-1.782-0.476853.7%3.090.8346.5%
AAPL Bull Put Apr 17, 26 75.4%$61$61$439-$621.237-3.115-0.238432.5%5.190.40-26.2%
WMT Bear Call Apr 24, 26 76.3%$66$66$534-$762.699-5.566-1.817924.7%1.480.48-68.2%
AMZN Bear Call Apr 24, 26 85.6%$72$72$428-$02.247-4.377-0.417227.0%5.390.519.7%
WFC Bear Call Apr 24, 26 69.6%$60$60$440-$922.233-2.929-1.370935.5%1.630.76-124.2%
NKE Bear Call Apr 24, 26 90.9%$65$65$436$191.570-1.991-1.907344.1%0.820.7949.6%
AMD Bear Call Apr 24, 26 62.6%$65$65$436-$1231.236-1.0740.953749.6%1.301.15-179.1%
IWM Bear Call May 1, 26 81.8%$78$78$423-$132.316-5.451-0.357624.4%6.480.42-33.5%
NFLX Bear Call May 1, 26 82.3%$64$64$436-$251.611-2.890-0.774937.6%2.080.56-5.5%
INTC Bull Put May 1, 26 79.4%$72$72$428-$311.538-1.859-1.162371.0%1.320.83-6.3%
HOOD Bear Call May 1, 26 84.5%$74$74$626-$351.363-1.782-0.655763.4%2.080.7617.6%
BABA Bear Call May 1, 26 74.3%$67$67$433-$611.308-2.404-0.238438.7%5.490.54-55.2%
FCX Bull Put May 1, 26 79.7%$75$75$425-$271.244-1.889-1.251763.5%0.990.6613.3%
ORCL Bull Put May 1, 26 75.8%$84$84$416-$371.222-2.0490.000059.1%—0.60-24.4%
USO Bull Put May 1, 26 83.7%$77$77$423-$51.205-1.5140.238480.9%5.050.8018.2%
MSTR Bear Call May 1, 26 82.6%$63$63$437-$241.122-1.3190.000066.7%—0.855.6%
UNH Bear Call May 1, 26 86.2%$59$59$441-$101.120-2.0560.000043.3%—0.5421.2%
IWM Bull Put May 1, 26 88.2%$74$74$426$151.098-3.122-0.238436.4%4.610.350.7%
AVGO Bear Call May 1, 26 84.6%$75$75$425-$21.089-2.150-0.238441.6%4.570.5130.0%
AMZN Bull Put May 1, 26 77.5%$81$81$420-$321.070-2.394-0.238448.2%4.490.45-5.6%
COIN Bull Put May 1, 26 69.8%$70$70$430-$810.974-1.4650.000077.7%—0.66-78.6%
GOOGL Bull Put May 1, 26 68.0%$86$86$414-$740.883-2.500-0.476840.0%1.850.35-54.1%
TOTAL / AVG 80.1% avg$1756$1756$11044-$78737.587-62.152-12.636248.8% avg2.9716.66-391.0%
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.