Portfolio Analysis — live-active-by-symbol-2026-03-26_08-15

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
IWM3.417 3.417
AMZN2.1651.211 3.376
WMT2.484 2.484
MRNA2.441 2.441
WFC2.255 2.255
HOOD1.918 1.918
STZ1.916 1.916
NVDA1.854 1.854
C1.738 1.738
USO1.670 1.670
NFLX1.669 1.669
AMD1.604 1.604
AVGO1.520 1.520
INTC1.457 1.457
AAPL1.444 1.444
NKE1.423 1.423
COIN1.356 1.356
FCX1.348 1.348
BABA1.171 1.171
ORCL1.159 1.159
MSTR1.108 1.108
GOOGL0.707 0.707
UNH-0.429 -0.429
TOTAL9.3939.93219.280 38.605

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
INTC12.662 12.662
FCX11.347 11.347
MRNA8.845 8.845
C5.537 5.537
NVDA5.532 5.532
AAPL5.280 5.280
ORCL5.244 5.244
GOOGL4.959 4.959
COIN4.208 4.208
USO3.776 3.776
UNH-0.694 -0.694
AMZN-6.1824.126 -2.057
AVGO-2.340 -2.340
IWM-3.010 -3.010
MSTR-3.151 -3.151
AMD-5.414 -5.414
BABA-6.942 -6.942
STZ-7.272 -7.272
HOOD-8.732 -8.732
NKE-8.942 -8.942
NFLX-10.581 -10.581
WMT-17.202 -17.202
WFC-19.224 -19.224
TOTAL17.921-56.96510.872 -28.171

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-1.885 -1.885
WMT-1.758 -1.758
INTC-1.609 -1.609
WFC-1.550 -1.550
COIN-1.431 -1.431
MRNA-1.252 -1.252
FCX-1.132 -1.132
GOOGL-0.954 -0.954
NFLX-0.954 -0.954
C-0.596 -0.596
STZ-0.596 -0.596
AAPL-0.477 -0.477
HOOD-0.477 -0.477
BABA-0.358 -0.358
NVDA-0.358 -0.358
AVGO-0.238 -0.238
IWM-0.238 -0.238
MSTR-0.238 -0.238
ORCL-0.238 -0.238
AMZN-0.4170.238 -0.179
UNH0.000 0.000
USO0.119 0.119
AMD0.477 0.477
TOTAL-3.278-5.133-7.510 -15.922

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-8.270 -8.270
AMZN-4.116-2.450 -6.566
WMT-5.211 -5.211
AAPL-3.097 -3.097
WFC-3.035 -3.035
NFLX-2.870 -2.870
STZ-2.579 -2.579
NVDA-2.504 -2.504
AVGO-2.485 -2.485
BABA-2.375 -2.375
GOOGL-2.267 -2.267
HOOD-2.035 -2.035
ORCL-1.970 -1.970
FCX-1.924 -1.924
C-1.898 -1.898
NKE-1.839 -1.839
INTC-1.810 -1.810
USO-1.663 -1.663
AMD-1.633 -1.633
MRNA-1.549 -1.549
COIN-1.474 -1.474
MSTR-1.251 -1.251
UNH-0.649 -0.649
TOTAL-11.628-15.834-33.493 -60.955

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
USO May 1, 26 USO May 1st 85/90 Bull Put Spread 14.006
IWM May 1, 26 IWM May 1st 270/275 Bear Call Spread 9.764
AVGO May 1, 26 AVGO May 1st 365/370 Bear Call Spread 6.374
AMZN Apr 24, 26 AMZN Apr 24th 230/235 Bear Call Spread 5.190
NVDA Apr 17, 26 NVDA Apr 17th 155/160 Bull Put Spread 5.183
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 5.078
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 4.860
MSTR May 1, 26 MSTR May 1st 170/175 Bear Call Spread 4.649
HOOD May 1, 26 HOOD May 1st 88/95 Bear Call Spread 4.022
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 3.365
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread 3.274
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 3.215
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 3.029
C Apr 17, 26 C Apr 17th 95/100 Bull Put Spread 2.915
MRNA Apr 17, 26 MRNA Apr 17th 40/45 Bull Put Spread 1.950
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 1.750
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 1.455
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 1.413
FCX May 1, 26 FCX May 1st 44/49 Bull Put Spread 1.190
COIN May 1, 26 COIN May 1st 155/160 Bull Put Spread 0.948
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 0.905
NKE Apr 24, 26 NKE Apr 24th 62/67 Bear Call Spread 0.755
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 0.742
IWM May 1, 26 IWM May 1st 225/230 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 1.576
USO May 1, 26 USO May 1st 85/90 Bull Put Spread 1.004
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 0.982
HOOD May 1, 26 HOOD May 1st 88/95 Bear Call Spread 0.942
COIN May 1, 26 COIN May 1st 155/160 Bull Put Spread 0.920
C Apr 17, 26 C Apr 17th 95/100 Bull Put Spread 0.915
MSTR May 1, 26 MSTR May 1st 170/175 Bear Call Spread 0.886
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 0.805
NKE Apr 24, 26 NKE Apr 24th 62/67 Bear Call Spread 0.774
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 0.743
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 0.743
NVDA Apr 17, 26 NVDA Apr 17th 155/160 Bull Put Spread 0.740
FCX May 1, 26 FCX May 1st 44/49 Bull Put Spread 0.700
AVGO May 1, 26 AVGO May 1st 365/370 Bear Call Spread 0.612
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 0.588
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 0.581
AMZN Apr 24, 26 AMZN Apr 24th 230/235 Bear Call Spread 0.526
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 0.494
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread 0.493
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 0.477
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 0.466
IWM May 1, 26 IWM May 1st 270/275 Bear Call Spread 0.443
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 0.361
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 0.312
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread -0.661

Position Scorecard

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

SymbolTypeExpiryChanceCreditMax ProfitMax LossEVΘ ThetaVegaΓ GammaIVΘ/|Γ|Θ/|V|Return
MRNA Bull Put Apr 17, 26 86.4%$65$65$435-$32.441-1.549-1.251778.0%1.951.5817.7%
STZ Bear Call Apr 17, 26 82.0%$60$60$440-$301.916-2.579-0.596036.7%3.220.740.0%
NVDA Bull Put Apr 17, 26 81.5%$73$73$427-$191.854-2.504-0.357644.1%5.180.7413.7%
C Bull Put Apr 17, 26 85.4%$72$72$428-$11.738-1.898-0.596054.3%2.920.9236.8%
AAPL Bull Put Apr 17, 26 78.8%$61$61$439-$451.444-3.097-0.476833.3%3.030.47-7.4%
WMT Bear Call Apr 24, 26 76.3%$66$66$534-$762.484-5.211-1.758325.0%1.410.48-56.1%
WFC Bear Call Apr 24, 26 71.1%$60$60$440-$842.255-3.035-1.549735.4%1.460.74-100.8%
AMZN Bear Call Apr 24, 26 85.8%$72$72$428$12.165-4.116-0.417227.7%5.190.5313.2%
AMD Bear Call Apr 24, 26 70.5%$65$65$436-$831.604-1.6330.476850.3%3.360.98-109.3%
NKE Bear Call Apr 24, 26 86.1%$65$65$436-$51.423-1.839-1.885044.6%0.750.7751.9%
IWM Bear Call May 1, 26 82.1%$78$78$423-$122.328-5.253-0.238425.1%9.760.44-29.7%
HOOD Bear Call May 1, 26 86.4%$74$74$626-$211.918-2.035-0.476865.4%4.020.94-2.7%
USO Bull Put May 1, 26 84.3%$77$77$423-$21.670-1.6630.119282.8%14.011.006.5%
NFLX Bear Call May 1, 26 80.2%$64$64$436-$351.669-2.870-0.953738.0%1.750.58-21.1%
AVGO Bear Call May 1, 26 87.2%$75$75$425$111.520-2.485-0.238441.9%6.370.6123.3%
INTC Bull Put May 1, 26 75.6%$72$72$428-$501.457-1.810-1.609371.5%0.910.80-23.6%
COIN Bull Put May 1, 26 66.9%$70$70$430-$951.356-1.474-1.430576.9%0.950.92-135.7%
FCX Bull Put May 1, 26 77.5%$75$75$425-$381.348-1.924-1.132565.0%1.190.70-15.3%
AMZN Bull Put May 1, 26 77.4%$81$81$420-$321.211-2.4500.238448.5%5.080.49-11.8%
BABA Bear Call May 1, 26 81.8%$67$67$433-$241.171-2.375-0.357639.0%3.270.490.8%
ORCL Bull Put May 1, 26 75.0%$84$84$416-$411.159-1.970-0.238460.1%4.860.59-22.6%
MSTR Bear Call May 1, 26 84.1%$63$63$437-$161.108-1.251-0.238469.0%4.650.8912.7%
IWM Bull Put May 1, 26 86.9%$74$74$426$91.089-3.0170.000037.5%—0.36-4.7%
GOOGL Bull Put May 1, 26 64.6%$86$86$414-$910.707-2.267-0.953739.1%0.740.31-71.5%
UNH Bear Call May 1, 26 86.3%$59$59$441-$10-0.429-0.6490.000040.1%—-0.66104.2%
TOTAL / AVG 80.0% avg$1756$1756$11044-$79538.605-60.955-15.921949.2% avg2.4216.42-331.5%
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.