Portfolio Analysis — live-active-by-symbol-2026-03-30_08-19

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
MSFT3.393 3.393
MRNA3.140 3.140
IWM2.812 2.812
STZ2.424 2.424
AMD2.388 2.388
WFC2.369 2.369
C2.323 2.323
PLTR2.194 2.194
TSM2.180 2.180
WMT1.942 1.942
NVDA1.876 1.876
NFLX1.819 1.819
USO1.796 1.796
INTC1.665 1.665
FCX1.338 1.338
AAPL1.334 1.334
BABA1.204 1.204
UNH1.151 1.151
ORCL1.036 1.036
AMZN0.854 0.854
COIN0.531 0.531
GOOGL-0.220 -0.220
TOTAL11.0976.69919.5572.194 39.548

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
INTC19.368 19.368
MRNA18.855 18.855
FCX9.993 9.993
C9.665 9.665
NVDA8.970 8.970
AAPL8.355 8.355
ORCL7.025 7.025
GOOGL6.194 6.194
AMZN5.722 5.722
COIN5.636 5.636
PLTR2.351 2.351
USO2.325 2.325
IWM1.968 1.968
UNH-1.535 -1.535
TSM-2.537 -2.537
AMD-4.576 -4.576
BABA-5.162 -5.162
MSFT-5.479 -5.479
STZ-6.685 -6.685
NFLX-10.299 -10.299
WFC-13.951 -13.951
WMT-15.333 -15.333
TOTAL39.161-33.86033.2182.351 40.870

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-2.086 -2.086
WFC-1.788 -1.788
INTC-1.609 -1.609
WMT-1.490 -1.490
FCX-1.341 -1.341
PLTR-1.073 -1.073
NFLX-0.775 -0.775
ORCL-0.715 -0.715
BABA-0.596 -0.596
C-0.596 -0.596
STZ-0.596 -0.596
IWM-0.536 -0.536
AAPL-0.238 -0.238
AMD-0.238 -0.238
NVDA-0.238 -0.238
AMZN0.000 0.000
COIN0.000 0.000
MSFT0.000 0.000
TSM0.000 0.000
UNH0.000 0.000
USO0.000 0.000
GOOGL0.954 0.954
TOTAL-3.755-3.517-4.619-1.073 -12.964

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-6.767 -6.767
MSFT-5.864 -5.864
WMT-3.827 -3.827
PLTR-3.210 -3.210
WFC-2.836 -2.836
AAPL-2.702 -2.702
TSM-2.620 -2.620
NFLX-2.594 -2.594
STZ-2.366 -2.366
NVDA-2.289 -2.289
AMD-2.150 -2.150
C-2.048 -2.048
BABA-2.004 -2.004
AMZN-1.936 -1.936
FCX-1.836 -1.836
INTC-1.713 -1.713
MRNA-1.708 -1.708
ORCL-1.695 -1.695
UNH-1.560 -1.560
USO-1.380 -1.380
COIN-0.570 -0.570
GOOGL-0.535 -0.535
TOTAL-11.112-8.813-31.075-3.210 -54.210

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 10.018
PLTR May 8, 26 PLTR May 8th 180/185 Bear Call Spread 9.228
NVDA Apr 17, 26 NVDA Apr 17th 155/160 Bull Put Spread 7.867
IWM May 1, 26 IWM May 1st 270/275 Bear Call Spread 6.192
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 5.597
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 4.066
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 4.056
C Apr 17, 26 C Apr 17th 95/100 Bull Put Spread 3.897
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 2.347
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread 2.019
MRNA Apr 17, 26 MRNA Apr 17th 40/45 Bull Put Spread 1.505
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 1.448
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 1.325
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 1.303
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 1.147
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 1.034
FCX May 1, 26 FCX May 1st 44/49 Bull Put Spread 0.998
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread -0.230
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread —
COIN May 1, 26 COIN May 1st 155/160 Bull Put Spread —
MSFT May 1, 26 MSFT May 1st 400/410 Bear Call Spread —
TSM May 1, 26 TSM May 1st 375/380 Bear Call Spread —
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread —
USO May 1, 26 USO May 1st 85/90 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 1.839
USO May 1, 26 USO May 1st 85/90 Bull Put Spread 1.301
C Apr 17, 26 C Apr 17th 95/100 Bull Put Spread 1.134
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 1.111
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 1.024
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 0.972
COIN May 1, 26 COIN May 1st 155/160 Bull Put Spread 0.931
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 0.835
TSM May 1, 26 TSM May 1st 375/380 Bear Call Spread 0.832
NVDA Apr 17, 26 NVDA Apr 17th 155/160 Bull Put Spread 0.820
PLTR May 8, 26 PLTR May 8th 180/185 Bear Call Spread 0.745
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 0.738
FCX May 1, 26 FCX May 1st 44/49 Bull Put Spread 0.729
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 0.701
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 0.631
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 0.611
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread 0.601
MSFT May 1, 26 MSFT May 1st 400/410 Bear Call Spread 0.579
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 0.507
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 0.494
IWM May 1, 26 IWM May 1st 270/275 Bear Call Spread 0.450
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 0.441
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 0.362
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread -0.411

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 69.7%$65$65$435-$863.140-1.708-2.086273.2%1.511.84-76.2%
STZ Bear Call Apr 17, 26 84.4%$60$60$440-$182.424-2.366-0.596040.3%4.071.0212.5%
C Bull Put Apr 17, 26 75.3%$72$72$428-$512.323-2.048-0.596055.5%3.901.13-19.4%
NVDA Bull Put Apr 17, 26 69.9%$73$73$427-$781.876-2.289-0.238444.9%7.870.82-51.4%
AAPL Bull Put Apr 17, 26 66.9%$61$61$439-$1051.334-2.702-0.238433.9%5.600.49-90.2%
AMD Bear Call Apr 24, 26 81.7%$65$65$436-$272.388-2.150-0.238451.0%10.021.11-30.2%
WFC Bear Call Apr 24, 26 81.1%$60$60$440-$342.369-2.836-1.788138.7%1.320.84-16.7%
WMT Bear Call Apr 24, 26 76.4%$66$66$534-$761.942-3.827-1.490128.9%1.300.51-41.7%
MSFT Bear Call May 1, 26 84.9%$130$130$870-$213.393-5.8640.000035.8%—0.580.8%
TSM Bear Call May 1, 26 88.1%$75$75$425$152.180-2.6200.000046.1%—0.837.3%
IWM Bear Call May 1, 26 84.6%$78$78$423$11.845-4.096-0.298025.6%6.190.4551.0%
NFLX Bear Call May 1, 26 81.0%$64$64$436-$311.819-2.594-0.774941.5%2.350.70-21.1%
USO Bull Put May 1, 26 92.9%$77$77$423$411.796-1.3800.000089.0%—1.3044.2%
INTC Bull Put May 1, 26 64.0%$72$72$428-$1081.665-1.713-1.609369.3%1.030.97-103.5%
FCX Bull Put May 1, 26 80.2%$75$75$425-$241.338-1.836-1.341163.1%1.000.7316.7%
BABA Bear Call May 1, 26 85.8%$67$67$433-$41.204-2.004-0.596043.2%2.020.6033.6%
UNH Bear Call May 1, 26 100.0%$59$59$441$591.151-1.5600.000049.5%—0.7450.9%
ORCL Bull Put May 1, 26 66.6%$84$84$416-$831.036-1.695-0.715359.2%1.450.61-69.6%
IWM Bull Put May 1, 26 68.9%$74$74$426-$810.967-2.671-0.238437.7%4.060.36-62.8%
AMZN Bull Put May 1, 26 66.2%$81$81$420-$880.854-1.9360.000049.3%—0.44-67.7%
COIN Bull Put May 1, 26 51.6%$70$70$430-$1720.531-0.5700.000074.0%—0.93-253.6%
GOOGL Bull Put May 1, 26 49.1%$86$86$414-$169-0.220-0.5350.953740.0%-0.23-0.41-161.6%
PLTR Bear Call May 8, 26 86.2%$65$65$435-$41.100-1.477-0.119257.8%9.230.7443.9%
PLTR Bull Put May 8, 26 71.5%$84$84$416-$581.094-1.733-0.953768.9%1.150.63-42.9%
TOTAL / AVG 76.1% avg$1762$1762$10839-$120339.548-54.210-12.964050.7% avg3.0517.98-847.8%
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.