Portfolio Analysis — live-active-by-symbol-2026-03-27_13-37

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
MRNA2.970 2.970
IWM2.951 2.951
MSFT2.851 2.851
UNH2.791 2.791
STZ2.754 2.754
WMT2.574 2.574
AMD2.068 2.068
WFC1.972 1.972
PLTR1.959 1.959
C1.950 1.950
NFLX1.710 1.710
HOOD1.677 1.677
TSM1.624 1.624
NVDA1.504 1.504
BABA1.348 1.348
FCX1.331 1.331
INTC1.322 1.322
AAPL1.257 1.257
ORCL0.990 0.990
AMZN0.790 0.790
USO0.698 0.698
COIN0.600 0.600
GOOGL-0.192 -0.192
TOTAL10.4356.61420.4911.959 39.500

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
INTC16.891 16.891
MRNA15.178 15.178
FCX10.596 10.596
C9.830 9.830
NVDA8.613 8.613
AAPL7.505 7.505
ORCL6.566 6.566
GOOGL5.841 5.841
AMZN5.758 5.758
COIN5.188 5.188
PLTR1.879 1.879
USO1.757 1.757
IWM0.712 0.712
TSM-2.472 -2.472
UNH-3.100 -3.100
AMD-4.133 -4.133
MSFT-4.888 -4.888
BABA-5.752 -5.752
HOOD-5.843 -5.843
STZ-7.929 -7.929
NFLX-10.618 -10.618
WFC-13.301 -13.301
WMT-16.692 -16.692
TOTAL33.198-34.12620.6361.879 21.587

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
MRNA-1.788 -1.788
WFC-1.609 -1.609
WMT-1.580 -1.580
INTC-1.431 -1.431
FCX-1.192 -1.192
AAPL-0.954 -0.954
GOOGL-0.954 -0.954
C-0.715 -0.715
NFLX-0.656 -0.656
STZ-0.536 -0.536
HOOD-0.507 -0.507
AMZN-0.477 -0.477
TSM-0.477 -0.477
BABA-0.358 -0.358
AMD-0.238 -0.238
NVDA-0.238 -0.238
PLTR-0.238 -0.238
USO-0.119 -0.119
MSFT0.000 0.000
ORCL0.000 0.000
UNH0.119 0.119
IWM0.358 0.358
COIN1.907 1.907
TOTAL-4.232-3.427-3.785-0.238 -11.683

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-7.370 -7.370
MSFT-5.472 -5.472
WMT-4.987 -4.987
PLTR-3.245 -3.245
UNH-3.171 -3.171
WFC-2.729 -2.729
AAPL-2.723 -2.723
STZ-2.723 -2.723
NFLX-2.635 -2.635
TSM-2.332 -2.332
NVDA-2.197 -2.197
BABA-2.187 -2.187
AMD-2.124 -2.124
C-2.089 -2.089
FCX-1.850 -1.850
AMZN-1.847 -1.847
MRNA-1.801 -1.801
ORCL-1.724 -1.724
INTC-1.660 -1.660
HOOD-1.618 -1.618
USO-0.964 -0.964
GOOGL-0.716 -0.716
COIN-0.607 -0.607
TOTAL-11.534-9.839-34.152-3.245 -58.769

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 23.412
IWM May 1, 26 IWM May 1st 270/275 Bear Call Spread 17.107
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 8.674
NVDA Apr 17, 26 NVDA Apr 17th 155/160 Bull Put Spread 6.307
USO May 1, 26 USO May 1st 85/90 Bull Put Spread 5.856
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 5.134
PLTR May 8, 26 PLTR May 8th 180/185 Bear Call Spread 3.935
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread 3.770
TSM May 1, 26 TSM May 1st 375/380 Bear Call Spread 3.407
HOOD May 1, 26 HOOD May 1st 88/95 Bear Call Spread 3.309
C Apr 17, 26 C Apr 17th 95/100 Bull Put Spread 2.726
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 2.608
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 1.913
MRNA Apr 17, 26 MRNA Apr 17th 40/45 Bull Put Spread 1.661
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 1.656
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 1.629
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 1.318
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 1.226
FCX May 1, 26 FCX May 1st 44/49 Bull Put Spread 1.116
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 0.924
COIN May 1, 26 COIN May 1st 155/160 Bull Put Spread 0.314
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread -0.202
MSFT May 1, 26 MSFT May 1st 400/410 Bear Call Spread —
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread —
PLTR May 8, 26 PLTR May 8th 120/125 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 1.649
HOOD May 1, 26 HOOD May 1st 88/95 Bear Call Spread 1.036
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 1.011
COIN May 1, 26 COIN May 1st 155/160 Bull Put Spread 0.988
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 0.974
C Apr 17, 26 C Apr 17th 95/100 Bull Put Spread 0.933
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 0.880
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 0.797
USO May 1, 26 USO May 1st 85/90 Bull Put Spread 0.724
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 0.723
FCX May 1, 26 FCX May 1st 44/49 Bull Put Spread 0.719
TSM May 1, 26 TSM May 1st 375/380 Bear Call Spread 0.697
NVDA Apr 17, 26 NVDA Apr 17th 155/160 Bull Put Spread 0.685
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 0.649
PLTR May 8, 26 PLTR May 8th 180/185 Bear Call Spread 0.640
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread 0.617
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 0.574
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 0.574
MSFT May 1, 26 MSFT May 1st 400/410 Bear Call Spread 0.521
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 0.516
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 0.462
IWM May 1, 26 IWM May 1st 270/275 Bear Call Spread 0.435
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 0.428
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 0.340
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread -0.268

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 75.6%$65$65$435-$572.970-1.801-1.788174.0%1.661.65-48.5%
STZ Bear Call Apr 17, 26 81.8%$60$60$440-$312.754-2.723-0.536440.2%5.131.01-25.0%
C Bull Put Apr 17, 26 73.3%$72$72$428-$621.950-2.089-0.715354.0%2.730.93-30.6%
NVDA Bull Put Apr 17, 26 68.3%$73$73$427-$851.504-2.197-0.238445.3%6.310.68-62.3%
AAPL Bull Put Apr 17, 26 67.9%$61$61$439-$1001.257-2.723-0.953734.7%1.320.46-88.5%
WMT Bear Call Apr 24, 26 78.4%$66$66$534-$642.574-4.987-1.579526.2%1.630.52-53.8%
AMD Bear Call Apr 24, 26 82.8%$65$65$436-$222.068-2.124-0.238450.6%8.670.97-17.1%
WFC Bear Call Apr 24, 26 81.9%$60$60$440-$301.972-2.729-1.609338.4%1.230.72-15.8%
MSFT Bear Call May 1, 26 84.9%$130$130$870-$212.851-5.4720.000036.4%—0.5210.0%
UNH Bear Call May 1, 26 92.6%$59$59$441$222.791-3.1710.119248.9%23.410.88-22.9%
IWM Bear Call May 1, 26 82.1%$78$78$423-$122.039-4.689-0.119225.9%17.110.4331.6%
NFLX Bear Call May 1, 26 79.3%$64$64$436-$391.710-2.635-0.655740.9%2.610.65-32.8%
HOOD Bear Call May 1, 26 90.5%$74$74$626$71.677-1.618-0.506669.6%3.311.0442.6%
TSM Bear Call May 1, 26 84.3%$75$75$425-$41.624-2.332-0.476845.5%3.410.703.3%
BABA Bear Call May 1, 26 84.5%$67$67$433-$101.348-2.187-0.357643.9%3.770.6215.7%
FCX Bull Put May 1, 26 77.4%$75$75$425-$381.331-1.850-1.192166.4%1.120.72-4.7%
INTC Bull Put May 1, 26 66.8%$72$72$428-$941.322-1.660-1.430571.2%0.920.80-77.8%
ORCL Bull Put May 1, 26 67.1%$84$84$416-$810.990-1.7240.000059.9%—0.57-66.7%
IWM Bull Put May 1, 26 69.7%$74$74$426-$780.912-2.6810.476838.3%1.910.34-59.5%
AMZN Bull Put May 1, 26 64.3%$81$81$420-$980.790-1.847-0.476849.4%1.660.43-86.3%
USO Bull Put May 1, 26 89.7%$77$77$423$260.698-0.964-0.119291.1%5.860.7265.6%
COIN Bull Put May 1, 26 52.3%$70$70$430-$1680.600-0.6071.907376.7%0.310.99-257.1%
GOOGL Bull Put May 1, 26 50.5%$86$86$414-$161-0.192-0.716-0.953740.3%-0.20-0.27-147.1%
PLTR Bull Put May 8, 26 73.3%$84$84$416-$491.021-1.7780.000068.5%—0.57-30.9%
PLTR Bear Call May 8, 26 84.1%$65$65$435-$140.938-1.467-0.238456.3%3.930.6440.8%
TOTAL / AVG 76.1% avg$1836$1836$11465-$126339.500-58.769-11.682551.7% avg3.3817.30-917.8%
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.