Portfolio Analysis — live-active-by-symbol-2026-03-27_08-10

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
IWM3.088 3.088
WMT3.071 3.071
PLTR2.511 2.511
MRNA2.335 2.335
STZ2.330 2.330
WFC2.052 2.052
AMD2.018 2.018
C2.001 2.001
USO1.759 1.759
HOOD1.751 1.751
NFLX1.708 1.708
AAPL1.588 1.588
INTC1.549 1.549
NVDA1.540 1.540
FCX1.436 1.436
UNH1.357 1.357
AVGO1.341 1.341
BABA0.891 0.891
AMZN0.871 0.871
ORCL0.861 0.861
COIN0.389 0.389
GOOGL0.167 0.167
TOTAL9.7957.14117.1682.511 36.615

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
INTC16.479 16.479
FCX11.741 11.741
MRNA9.924 9.924
C8.241 8.241
NVDA7.875 7.875
ORCL6.762 6.762
GOOGL5.708 5.708
AMZN5.565 5.565
AAPL5.500 5.500
COIN5.040 5.040
USO3.014 3.014
PLTR1.826 1.826
IWM0.083 0.083
AVGO-1.700 -1.700
UNH-2.101 -2.101
AMD-3.884 -3.884
BABA-4.929 -4.929
HOOD-6.161 -6.161
STZ-6.878 -6.878
NFLX-10.595 -10.595
WFC-14.050 -14.050
WMT-20.031 -20.031
TOTAL24.662-37.96528.9051.826 17.428

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
WFC-1.788 -1.788
INTC-1.550 -1.550
MRNA-1.431 -1.431
WMT-1.341 -1.341
FCX-1.252 -1.252
COIN-0.954 -0.954
NFLX-0.715 -0.715
HOOD-0.536 -0.536
STZ-0.536 -0.536
C-0.477 -0.477
NVDA-0.477 -0.477
UNH-0.358 -0.358
USO-0.358 -0.358
BABA-0.238 -0.238
PLTR-0.119 -0.119
AAPL0.000 0.000
AMD0.000 0.000
AMZN0.000 0.000
AVGO0.000 0.000
ORCL0.000 0.000
IWM0.238 0.238
GOOGL0.954 0.954
TOTAL-2.921-3.129-4.768-0.119 -10.937

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-7.674 -7.674
WMT-5.407 -5.407
PLTR-3.576 -3.576
AAPL-2.956 -2.956
WFC-2.857 -2.857
NFLX-2.681 -2.681
STZ-2.600 -2.600
NVDA-2.211 -2.211
AMD-2.096 -2.096
C-2.073 -2.073
AVGO-2.047 -2.047
UNH-2.041 -2.041
AMZN-1.986 -1.986
FCX-1.953 -1.953
BABA-1.911 -1.911
INTC-1.739 -1.739
ORCL-1.639 -1.639
HOOD-1.614 -1.614
USO-1.590 -1.590
MRNA-1.537 -1.537
GOOGL-1.122 -1.122
COIN-0.570 -0.570
TOTAL-11.377-10.360-28.567-3.576 -53.880

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
IWM May 1, 26 IWM May 1st 270/275 Bear Call Spread 9.025
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 5.460
USO May 1, 26 USO May 1st 85/90 Bull Put Spread 4.919
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 4.344
C Apr 17, 26 C Apr 17th 95/100 Bull Put Spread 4.196
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 3.795
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread 3.739
PLTR May 8, 26 PLTR May 8th 180/185 Bear Call Spread 3.382
HOOD May 1, 26 HOOD May 1st 88/95 Bear Call Spread 3.264
NVDA Apr 17, 26 NVDA Apr 17th 155/160 Bull Put Spread 3.230
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 2.388
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 2.290
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 1.963
MRNA Apr 17, 26 MRNA Apr 17th 40/45 Bull Put Spread 1.632
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 1.148
FCX May 1, 26 FCX May 1st 44/49 Bull Put Spread 1.147
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 0.999
COIN May 1, 26 COIN May 1st 155/160 Bull Put Spread 0.408
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 0.175
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread —
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread —
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread —
AVGO May 1, 26 AVGO May 1st 365/370 Bear Call Spread —
ORCL May 1, 26 ORCL May 1st 125/130 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 1.519
USO May 1, 26 USO May 1st 85/90 Bull Put Spread 1.106
HOOD May 1, 26 HOOD May 1st 88/95 Bear Call Spread 1.085
C Apr 17, 26 C Apr 17th 95/100 Bull Put Spread 0.965
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 0.963
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 0.896
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 0.891
FCX May 1, 26 FCX May 1st 44/49 Bull Put Spread 0.735
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 0.718
PLTR May 8, 26 PLTR May 8th 180/185 Bear Call Spread 0.718
NVDA Apr 17, 26 NVDA Apr 17th 155/160 Bull Put Spread 0.697
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 0.688
COIN May 1, 26 COIN May 1st 155/160 Bull Put Spread 0.683
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 0.665
AVGO May 1, 26 AVGO May 1st 365/370 Bear Call Spread 0.655
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 0.637
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 0.568
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 0.537
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 0.525
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread 0.466
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 0.438
IWM May 1, 26 IWM May 1st 270/275 Bear Call Spread 0.434
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 0.345
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 0.149

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 85.3%$65$65$435-$92.335-1.537-1.430576.7%1.631.5213.1%
STZ Bear Call Apr 17, 26 85.1%$60$60$440-$152.330-2.600-0.536438.7%4.340.904.2%
C Bull Put Apr 17, 26 77.3%$72$72$428-$412.001-2.073-0.476855.3%4.200.97-6.3%
AAPL Bull Put Apr 17, 26 77.0%$61$61$439-$541.588-2.9560.000035.6%—0.54-22.9%
NVDA Bull Put Apr 17, 26 70.3%$73$73$427-$751.540-2.211-0.476846.6%3.230.70-48.0%
WMT Bear Call Apr 24, 26 71.2%$66$66$534-$1073.071-5.407-1.341125.7%2.290.57-106.1%
WFC Bear Call Apr 24, 26 81.0%$60$60$440-$352.052-2.857-1.788137.6%1.150.72-23.3%
AMD Bear Call Apr 24, 26 84.3%$65$65$436-$142.018-2.0960.000050.9%—0.96-7.0%
IWM Bear Call May 1, 26 80.9%$78$78$423-$182.152-4.961-0.238425.6%9.020.4323.9%
USO Bull Put May 1, 26 90.2%$77$77$423$281.759-1.590-0.357684.2%4.921.1126.6%
HOOD Bear Call May 1, 26 90.9%$74$74$626$101.751-1.614-0.536473.1%3.261.0834.5%
NFLX Bear Call May 1, 26 79.3%$64$64$436-$401.708-2.681-0.715340.4%2.390.64-30.5%
INTC Bull Put May 1, 26 68.8%$72$72$428-$841.549-1.739-1.549772.2%1.000.89-81.9%
FCX Bull Put May 1, 26 76.4%$75$75$425-$431.436-1.953-1.251764.6%1.150.74-18.0%
UNH Bear Call May 1, 26 92.3%$59$59$441$201.357-2.041-0.357646.0%3.800.6726.3%
AVGO Bear Call May 1, 26 90.7%$75$75$425$281.341-2.0470.000044.7%—0.6649.3%
IWM Bull Put May 1, 26 70.8%$74$74$426-$720.936-2.7130.476838.6%1.960.35-52.0%
BABA Bear Call May 1, 26 86.2%$67$67$433-$20.891-1.911-0.238441.7%3.740.4738.1%
AMZN Bull Put May 1, 26 66.1%$81$81$420-$890.871-1.9860.000049.0%—0.44-73.9%
ORCL Bull Put May 1, 26 65.3%$84$84$416-$900.861-1.6390.000059.6%—0.53-72.6%
COIN Bull Put May 1, 26 52.0%$70$70$430-$1700.389-0.570-0.953778.9%0.410.68-242.9%
GOOGL Bull Put May 1, 26 53.9%$86$86$414-$1450.167-1.1220.953740.0%0.180.15-138.4%
PLTR Bull Put May 8, 26 73.0%$84$84$416-$511.302-1.8930.238468.2%5.460.69-54.2%
PLTR Bear Call May 8, 26 84.5%$65$65$435-$121.209-1.683-0.357657.2%3.380.7226.1%
TOTAL / AVG 77.2% avg$1706$1706$10595-$107936.615-53.880-10.937552.1% avg3.3517.08-735.9%
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.