Portfolio Analysis — live-active-by-symbol-2026-03-26_13-43

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, 26May 8, 26Total
IWM3.300 3.300
AMZN2.1221.164 3.286
PLTR2.872 2.872
MRNA2.164 2.164
WFC2.108 2.108
WMT2.100 2.100
AMD2.039 2.039
NVDA1.797 1.797
USO1.791 1.791
HOOD1.746 1.746
C1.742 1.742
STZ1.691 1.691
NFLX1.641 1.641
INTC1.516 1.516
AVGO1.485 1.485
UNH1.421 1.421
AAPL1.418 1.418
BABA1.345 1.345
FCX1.139 1.139
ORCL1.072 1.072
MSTR1.015 1.015
GOOGL0.332 0.332
COIN0.293 0.293
TOTAL8.8128.37019.2592.872 39.313

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, 26May 8, 26Total
INTC15.542 15.542
FCX10.676 10.676
MRNA8.501 8.501
NVDA6.794 6.794
C6.156 6.156
AAPL6.142 6.142
ORCL5.974 5.974
GOOGL5.460 5.460
COIN3.934 3.934
USO3.586 3.586
PLTR0.684 0.684
AMZN-5.1194.650 -0.469
IWM-1.189 -1.189
AVGO-2.122 -2.122
UNH-2.353 -2.353
MSTR-2.701 -2.701
AMD-4.522 -4.522
STZ-5.953 -5.953
BABA-6.722 -6.722
HOOD-7.591 -7.591
NFLX-10.842 -10.842
WMT-14.374 -14.374
WFC-17.397 -17.397
TOTAL21.639-41.41116.3010.684 -2.787

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, 26May 8, 26Total
WMT-1.729 -1.729
WFC-1.609 -1.609
INTC-1.431 -1.431
FCX-1.132 -1.132
MRNA-1.132 -1.132
IWM-1.073 -1.073
NFLX-0.775 -0.775
ORCL-0.715 -0.715
AMZN-0.417-0.238 -0.656
HOOD-0.596 -0.596
AAPL-0.477 -0.477
STZ-0.477 -0.477
C-0.417 -0.417
USO-0.358 -0.358
AMD-0.238 -0.238
BABA-0.238 -0.238
MSTR-0.238 -0.238
NVDA-0.238 -0.238
AVGO0.000 0.000
PLTR0.000 0.000
UNH0.000 0.000
COIN0.954 0.954
GOOGL0.954 0.954
TOTAL-2.742-3.994-4.8880.000 -11.623

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, 26May 8, 26Total
IWM-8.156 -8.156
AMZN-3.773-2.334 -6.107
WMT-4.637 -4.637
PLTR-3.914 -3.914
AAPL-3.062 -3.062
WFC-2.966 -2.966
NFLX-2.742 -2.742
BABA-2.462 -2.462
NVDA-2.427 -2.427
AVGO-2.343 -2.343
STZ-2.253 -2.253
UNH-2.226 -2.226
AMD-2.165 -2.165
ORCL-2.003 -2.003
C-1.950 -1.950
HOOD-1.868 -1.868
FCX-1.808 -1.808
INTC-1.791 -1.791
USO-1.707 -1.707
GOOGL-1.512 -1.512
MRNA-1.457 -1.457
COIN-1.183 -1.183
MSTR-1.157 -1.157
TOTAL-11.148-13.542-33.293-3.914 -61.896

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 8.551
NVDA Apr 17, 26 NVDA Apr 17th 155/160 Bull Put Spread 7.537
IWM May 1, 26 IWM May 1st 270/275 Bear Call Spread 6.226
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread 5.640
AMZN Apr 24, 26 AMZN Apr 24th 230/235 Bear Call Spread 5.087
USO May 1, 26 USO May 1st 85/90 Bull Put Spread 5.009
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 4.882
MSTR May 1, 26 MSTR May 1st 170/175 Bear Call Spread 4.256
C Apr 17, 26 C Apr 17th 95/100 Bull Put Spread 4.174
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 3.547
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 2.975
HOOD May 1, 26 HOOD May 1st 88/95 Bear Call Spread 2.929
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 2.118
MRNA Apr 17, 26 MRNA Apr 17th 40/45 Bull Put Spread 1.910
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 1.501
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 1.498
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 1.310
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 1.215
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 1.059
FCX May 1, 26 FCX May 1st 44/49 Bull Put Spread 1.006
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 0.348
COIN May 1, 26 COIN May 1st 155/160 Bull Put Spread 0.307
AVGO May 1, 26 AVGO May 1st 365/370 Bear Call Spread —
PLTR May 8, 26 PLTR May 8th 180/185 Bear Call Spread —
PLTR May 8, 26 PLTR May 8th 120/125 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 1.485
USO May 1, 26 USO May 1st 85/90 Bull Put Spread 1.049
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 0.942
HOOD May 1, 26 HOOD May 1st 88/95 Bear Call Spread 0.935
C Apr 17, 26 C Apr 17th 95/100 Bull Put Spread 0.893
MSTR May 1, 26 MSTR May 1st 170/175 Bear Call Spread 0.877
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 0.846
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 0.772
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 0.751
NVDA Apr 17, 26 NVDA Apr 17th 155/160 Bull Put Spread 0.741
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 0.711
PLTR May 8, 26 PLTR May 8th 180/185 Bear Call Spread 0.691
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 0.638
AVGO May 1, 26 AVGO May 1st 365/370 Bear Call Spread 0.634
FCX May 1, 26 FCX May 1st 44/49 Bull Put Spread 0.630
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 0.598
AMZN Apr 24, 26 AMZN Apr 24th 230/235 Bear Call Spread 0.562
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread 0.546
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 0.535
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 0.499
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 0.463
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 0.453
IWM May 1, 26 IWM May 1st 270/275 Bear Call Spread 0.430
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 0.361
COIN May 1, 26 COIN May 1st 155/160 Bull Put Spread 0.248
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 0.219

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 84.7%$65$65$435-$122.164-1.457-1.132577.9%1.911.4824.6%
NVDA Bull Put Apr 17, 26 75.5%$73$73$427-$501.797-2.427-0.238445.9%7.540.74-20.6%
C Bull Put Apr 17, 26 83.8%$72$72$428-$91.742-1.950-0.417254.1%4.170.8929.2%
STZ Bear Call Apr 17, 26 87.2%$60$60$440-$41.691-2.253-0.476839.0%3.550.7520.8%
AAPL Bull Put Apr 17, 26 74.6%$61$61$439-$661.418-3.062-0.476833.8%2.970.46-36.1%
AMZN Bear Call Apr 24, 26 89.3%$72$72$428$192.122-3.773-0.417229.3%5.090.5629.9%
WFC Bear Call Apr 24, 26 73.3%$60$60$440-$732.108-2.966-1.609336.0%1.310.71-70.8%
WMT Bear Call Apr 24, 26 80.5%$66$66$534-$512.100-4.637-1.728526.1%1.220.45-22.7%
AMD Bear Call Apr 24, 26 80.7%$65$65$436-$322.039-2.165-0.238449.6%8.550.94-36.4%
IWM Bear Call May 1, 26 78.1%$78$78$423-$322.227-5.183-0.357625.3%6.230.432.6%
USO Bull Put May 1, 26 85.6%$77$77$423$51.791-1.707-0.357681.9%5.011.0512.3%
HOOD Bear Call May 1, 26 85.7%$74$74$626-$261.746-1.868-0.596066.5%2.930.9316.2%
NFLX Bear Call May 1, 26 79.7%$64$64$436-$371.641-2.742-0.774939.1%2.120.60-31.3%
INTC Bull Put May 1, 26 69.7%$72$72$428-$791.516-1.791-1.430571.5%1.060.85-66.0%
AVGO Bear Call May 1, 26 88.5%$75$75$425$181.485-2.3430.000043.3%—0.6331.3%
UNH Bear Call May 1, 26 90.2%$59$59$441$101.421-2.2260.000044.4%—0.6415.3%
BABA Bear Call May 1, 26 81.8%$67$67$433-$241.345-2.462-0.238439.8%5.640.553.7%
AMZN Bull Put May 1, 26 73.1%$81$81$420-$541.164-2.334-0.238449.4%4.880.50-36.6%
FCX Bull Put May 1, 26 78.0%$75$75$425-$351.139-1.808-1.132565.5%1.010.63-2.7%
IWM Bull Put May 1, 26 74.5%$74$74$426-$531.073-2.973-0.715337.7%1.500.36-31.8%
ORCL Bull Put May 1, 26 72.2%$84$84$416-$551.072-2.003-0.715356.6%1.500.54-32.7%
MSTR Bear Call May 1, 26 86.3%$63$63$437-$51.015-1.157-0.238469.9%4.260.8830.9%
GOOGL Bull Put May 1, 26 57.2%$86$86$414-$1280.332-1.5120.953739.9%0.350.22-115.1%
COIN Bull Put May 1, 26 65.0%$70$70$430-$1050.293-1.1830.953778.7%0.310.25-75.0%
PLTR Bull Put May 8, 26 77.4%$84$84$416-$291.615-2.0930.000069.5%—0.77-42.9%
PLTR Bear Call May 8, 26 79.8%$65$65$435-$361.257-1.8210.000055.4%—0.691.5%
TOTAL / AVG 78.9% avg$1841$1841$11460-$94439.313-61.896-11.622951.0% avg3.3817.51-402.2%
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.