Portfolio Analysis — live-active-by-symbol-2026-03-31_13-42

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, 26May 15, 26Total
MSFT4.286 4.286
WMT2.975 2.975
MRNA2.753 2.753
WFC2.741 2.741
STZ2.304 2.304
AAPL2.202 2.202
AMD2.170 2.170
NFLX1.977 1.977
UNH1.857 1.857
NOW1.781 1.781
TSM1.749 1.749
RKLB1.548 1.548
BABA1.498 1.498
INTC1.486 1.486
ORCL1.479 1.479
AMZN1.354 1.354
HOOD1.311 1.311
PLTR1.296 1.296
IWM1.287 1.287
BA1.264 1.264
UBER1.192 1.192
MSTR1.137 1.137
CRWV1.075 1.075
FCX1.073 1.073
PDD0.955 0.955
XOM0.952 0.952
GOOGL0.710 0.710
TOTAL7.2597.88618.7553.7448.767 46.411

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, 26May 15, 26Total
INTC15.399 15.399
MRNA11.682 11.682
FCX6.959 6.959
RKLB6.788 6.788
XOM5.989 5.989
AAPL5.821 5.821
ORCL5.207 5.207
GOOGL5.059 5.059
IWM4.866 4.866
AMZN4.560 4.560
PLTR4.356 4.356
UNH-2.649 -2.649
TSM-2.987 -2.987
MSTR-4.073 -4.073
AMD-4.086 -4.086
BA-4.385 -4.385
CRWV-5.887 -5.887
STZ-5.929 -5.929
BABA-6.557 -6.557
NOW-6.919 -6.919
PDD-7.178 -7.178
MSFT-7.786 -7.786
HOOD-8.845 -8.845
UBER-9.377 -9.377
NFLX-13.109 -13.109
WFC-18.957 -18.957
WMT-19.234 -19.234
TOTAL11.573-42.2778.962-8.563-20.968 -51.272

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, 26May 15, 26Total
WMT-2.056 -2.056
INTC-1.848 -1.848
MRNA-1.848 -1.848
WFC-1.818 -1.818
FCX-0.954 -0.954
UBER-0.954 -0.954
AMZN-0.715 -0.715
PDD-0.596 -0.596
STZ-0.596 -0.596
BABA-0.536 -0.536
NFLX-0.536 -0.536
IWM-0.477 -0.477
TSM-0.477 -0.477
UNH-0.477 -0.477
RKLB-0.358 -0.358
AAPL-0.238 -0.238
HOOD-0.238 -0.238
MSFT-0.238 -0.238
MSTR-0.238 -0.238
NOW-0.238 -0.238
AMD0.000 0.000
BA0.000 0.000
CRWV0.000 0.000
ORCL0.000 0.000
PLTR0.000 0.000
XOM0.000 0.000
GOOGL0.954 0.954
TOTAL-2.682-3.874-5.305-0.477-2.146 -14.484

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, 26May 15, 26Total
MSFT-6.644 -6.644
WMT-5.158 -5.158
AAPL-3.233 -3.233
IWM-3.186 -3.186
XOM-3.119 -3.119
WFC-3.066 -3.066
BA-2.719 -2.719
NFLX-2.673 -2.673
NOW-2.572 -2.572
PDD-2.495 -2.495
UBER-2.452 -2.452
BABA-2.415 -2.415
AMZN-2.337 -2.337
UNH-2.325 -2.325
TSM-2.190 -2.190
GOOGL-2.169 -2.169
STZ-2.091 -2.091
ORCL-2.052 -2.052
AMD-2.052 -2.052
PLTR-1.898 -1.898
INTC-1.687 -1.687
RKLB-1.602 -1.602
MRNA-1.473 -1.473
FCX-1.431 -1.431
HOOD-1.358 -1.358
MSTR-1.229 -1.229
CRWV-0.955 -0.955
TOTAL-6.797-10.276-29.109-4.485-15.914 -66.580

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
MSFT May 1, 26 MSFT May 1st 400/410 Bear Call Spread 17.978
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 9.234
NOW May 15, 26 NOW May 15th 128/135 Bear Call Spread 7.469
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 5.497
MSTR May 8, 26 MSTR May 8th 150/155 Bear Call Spread 4.769
RKLB May 15, 26 RKLB May 15th 45/50 Bull Put Spread 4.330
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 3.895
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 3.866
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 3.685
TSM May 1, 26 TSM May 1st 375/380 Bear Call Spread 3.667
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread 2.792
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 2.699
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 1.894
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 1.603
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 1.508
MRNA Apr 17, 26 MRNA Apr 17th 40/45 Bull Put Spread 1.490
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 1.447
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 1.250
FCX May 1, 26 FCX May 1st 44/49 Bull Put Spread 1.125
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 0.804
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 0.744
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread —
BA May 15, 26 BA May 15th 225/230 Bear Call Spread —
CRWV May 15, 26 CRWV May 15th 95/100 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 —
XOM May 15, 26 XOM May 15th 150/155 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 1.869
CRWV May 15, 26 CRWV May 15th 95/100 Bear Call Spread 1.126
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 1.102
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 1.058
RKLB May 15, 26 RKLB May 15th 45/50 Bull Put Spread 0.967
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 0.965
MSTR May 8, 26 MSTR May 8th 150/155 Bear Call Spread 0.925
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 0.894
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 0.881
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 0.799
TSM May 1, 26 TSM May 1st 375/380 Bear Call Spread 0.799
FCX May 1, 26 FCX May 1st 44/49 Bull Put Spread 0.750
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 0.740
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 0.721
NOW May 15, 26 NOW May 15th 128/135 Bear Call Spread 0.692
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 0.683
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 0.681
MSFT May 1, 26 MSFT May 1st 400/410 Bear Call Spread 0.645
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread 0.620
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 0.580
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 0.577
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 0.486
BA May 15, 26 BA May 15th 225/230 Bear Call Spread 0.465
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 0.404
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 0.383
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 0.327
XOM May 15, 26 XOM May 15th 150/155 Bull Put Spread 0.305

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 81.2%$65$65$435-$292.753-1.473-1.847778.5%1.491.877.7%
STZ Bear Call Apr 17, 26 87.4%$60$60$440-$32.304-2.091-0.596042.6%3.871.1025.0%
AAPL Bull Put Apr 17, 26 80.9%$61$61$439-$342.202-3.233-0.238432.5%9.230.680.0%
WMT Bear Call Apr 24, 26 73.9%$66$66$534-$912.975-5.158-2.056425.1%1.450.58-62.9%
WFC Bear Call Apr 24, 26 73.3%$60$60$440-$742.741-3.066-1.817936.5%1.510.89-74.2%
AMD Bear Call Apr 24, 26 84.0%$65$65$436-$162.170-2.0520.000050.0%—1.06-2.3%
MSFT Bear Call May 1, 26 77.8%$130$130$870-$924.286-6.644-0.238434.0%17.980.65-59.6%
NFLX Bear Call May 1, 26 74.0%$64$64$436-$661.977-2.673-0.536439.6%3.680.74-68.0%
UNH Bear Call May 1, 26 88.7%$59$59$441$21.857-2.325-0.476845.9%3.900.804.2%
TSM Bear Call May 1, 26 78.8%$75$75$425-$311.749-2.190-0.476846.2%3.670.80-26.7%
BABA Bear Call May 1, 26 85.0%$67$67$433-$81.498-2.415-0.536439.8%2.790.6216.4%
INTC Bull Put May 1, 26 71.0%$72$72$428-$731.486-1.687-1.847772.0%0.800.88-41.0%
ORCL Bull Put May 1, 26 78.2%$84$84$416-$251.479-2.0520.000059.0%—0.72-5.4%
AMZN Bull Put May 1, 26 75.6%$81$81$420-$421.354-2.337-0.715349.6%1.890.58-18.0%
IWM Bull Put May 1, 26 77.9%$74$74$426-$361.287-3.186-0.476835.3%2.700.40-8.1%
FCX Bull Put May 1, 26 97.6%$75$75$425$631.073-1.431-0.953772.4%1.130.7540.7%
GOOGL Bull Put May 1, 26 64.9%$86$86$414-$900.710-2.1690.953740.4%0.740.33-59.9%
HOOD Bear Call May 8, 26 76.3%$70$70$430-$491.311-1.358-0.238467.8%5.500.96-32.9%
PLTR Bull Put May 8, 26 77.3%$84$84$416-$291.296-1.8980.000067.1%—0.68-13.1%
MSTR Bear Call May 8, 26 78.9%$72$72$428-$331.137-1.229-0.238471.7%4.770.93-4.9%
NOW Bear Call May 15, 26 85.4%$84$84$616-$181.781-2.572-0.238456.4%7.470.69-4.2%
RKLB Bull Put May 15, 26 78.3%$104$104$396-$51.548-1.602-0.357695.7%4.330.97-3.4%
BA Bear Call May 15, 26 82.2%$56$56$444-$331.264-2.7190.000038.6%—0.46-37.5%
UBER Bear Call May 15, 26 83.3%$56$56$445-$281.192-2.452-0.953741.2%1.250.49-5.4%
CRWV Bear Call May 15, 26 76.1%$60$60$440-$601.075-0.9550.000087.8%—1.13-65.8%
PDD Bear Call May 15, 26 82.9%$55$55$446-$310.955-2.495-0.596036.6%1.600.38-0.9%
XOM Bull Put May 15, 26 76.6%$68$68$432-$490.952-3.1190.000037.6%—0.31-33.8%
TOTAL / AVG 79.5% avg$1951$1951$12349-$97846.411-66.580-14.483951.9% avg3.2020.44-533.8%
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.