Portfolio Analysis — live-active-by-symbol-2026-04-01_08-17

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
MSFT3.948 3.948
STZ3.260 3.260
MRNA3.185 3.185
WFC2.818 2.818
UNH2.455 2.455
AMD2.347 2.347
AAPL2.324 2.324
ORCL2.181 2.181
NFLX2.091 2.091
INTC1.728 1.728
WMT1.654 1.654
NOW1.566 1.566
RKLB1.535 1.535
MSTR1.474 1.474
FCX1.444 1.444
AMZN1.425 1.425
TSM1.373 1.373
PLTR1.364 1.364
IWM1.310 1.310
UBER1.282 1.282
BABA1.244 1.244
HOOD1.237 1.237
GOOGL1.231 1.231
BA1.185 1.185
CRWV1.119 1.119
PDD0.920 0.920
XOM0.849 0.849
TOTAL8.7696.82020.4304.0758.456 48.549

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
MRNA13.854 13.854
INTC9.817 9.817
XOM8.875 8.875
FCX6.100 6.100
ORCL5.913 5.913
AAPL5.767 5.767
RKLB5.541 5.541
AMZN4.272 4.272
IWM4.244 4.244
PLTR4.176 4.176
GOOGL4.025 4.025
UNH-3.216 -3.216
TSM-3.340 -3.340
MSTR-4.405 -4.405
AMD-5.249 -5.249
BABA-5.434 -5.434
BA-5.559 -5.559
NOW-6.156 -6.156
CRWV-6.328 -6.328
STZ-6.476 -6.476
PDD-6.770 -6.770
MSFT-7.498 -7.498
HOOD-9.204 -9.204
UBER-9.980 -9.980
NFLX-12.464 -12.464
WMT-14.991 -14.991
WFC-22.758 -22.758
TOTAL13.146-42.9982.419-9.433-20.375 -57.241

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-2.086 -2.086
MRNA-2.056 -2.056
WFC-1.669 -1.669
INTC-1.252 -1.252
UBER-0.954 -0.954
NFLX-0.894 -0.894
FCX-0.775 -0.775
PDD-0.596 -0.596
AAPL-0.477 -0.477
TSM-0.477 -0.477
UNH-0.477 -0.477
BABA-0.417 -0.417
STZ-0.417 -0.417
IWM-0.358 -0.358
RKLB-0.358 -0.358
AMD-0.238 -0.238
HOOD-0.238 -0.238
MSTR-0.238 -0.238
NOW-0.238 -0.238
AMZN0.000 0.000
CRWV0.000 0.000
GOOGL0.000 0.000
MSFT0.000 0.000
ORCL0.000 0.000
BA0.238 0.238
PLTR0.238 0.238
XOM0.238 0.238
TOTAL-2.950-3.994-4.649-0.238-1.669 -13.500

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-6.323 -6.323
WMT-3.884 -3.884
AAPL-3.262 -3.262
IWM-3.103 -3.103
NFLX-2.859 -2.859
WFC-2.790 -2.790
UNH-2.720 -2.720
XOM-2.720 -2.720
GOOGL-2.641 -2.641
UBER-2.610 -2.610
PDD-2.437 -2.437
BA-2.411 -2.411
NOW-2.365 -2.365
AMZN-2.360 -2.360
ORCL-2.344 -2.344
STZ-2.334 -2.334
BABA-2.086 -2.086
AMD-2.073 -2.073
PLTR-1.894 -1.894
TSM-1.884 -1.884
INTC-1.625 -1.625
MRNA-1.596 -1.596
RKLB-1.564 -1.564
FCX-1.504 -1.504
MSTR-1.390 -1.390
HOOD-1.304 -1.304
CRWV-0.918 -0.918
TOTAL-7.192-8.747-29.450-4.589-15.025 -65.002

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 9.845
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 7.813
NOW May 15, 26 NOW May 15th 128/135 Bear Call Spread 6.568
MSTR May 8, 26 MSTR May 8th 150/155 Bear Call Spread 6.182
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 5.722
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 5.189
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 5.148
BA May 15, 26 BA May 15th 225/230 Bear Call Spread 4.970
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 4.874
RKLB May 15, 26 RKLB May 15th 45/50 Bull Put Spread 4.293
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 3.663
XOM May 15, 26 XOM May 15th 150/155 Bull Put Spread 3.562
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread 2.980
TSM May 1, 26 TSM May 1st 375/380 Bear Call Spread 2.880
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 2.339
FCX May 1, 26 FCX May 1st 44/49 Bull Put Spread 1.863
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 1.688
MRNA Apr 17, 26 MRNA Apr 17th 40/45 Bull Put Spread 1.549
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 1.543
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 1.381
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 1.344
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 0.793
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread —
CRWV May 15, 26 CRWV May 15th 95/100 Bear Call Spread —
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread —
MSFT May 1, 26 MSFT May 1st 400/410 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 1.996
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 1.396
CRWV May 15, 26 CRWV May 15th 95/100 Bear Call Spread 1.219
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 1.132
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 1.063
MSTR May 8, 26 MSTR May 8th 150/155 Bear Call Spread 1.060
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 1.010
RKLB May 15, 26 RKLB May 15th 45/50 Bull Put Spread 0.981
FCX May 1, 26 FCX May 1st 44/49 Bull Put Spread 0.960
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 0.949
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 0.930
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 0.902
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 0.732
TSM May 1, 26 TSM May 1st 375/380 Bear Call Spread 0.729
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 0.720
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 0.713
NOW May 15, 26 NOW May 15th 128/135 Bear Call Spread 0.662
MSFT May 1, 26 MSFT May 1st 400/410 Bear Call Spread 0.624
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 0.604
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread 0.596
BA May 15, 26 BA May 15th 225/230 Bear Call Spread 0.492
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 0.491
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 0.466
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 0.426
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 0.422
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 0.377
XOM May 15, 26 XOM May 15th 150/155 Bull Put Spread 0.312

Position Scorecard

Each column normalized independently. Grouped by expiration, sorted by Theta within each group.

SymbolTypeExpiryChanceCreditMax ProfitMax LossEVΘ ThetaVegaΓ GammaIVΘ/|Γ|Θ/|V|Return
STZ Bear Call Apr 17, 26 87.6%$60$60$440-$23.260-2.334-0.417244.3%7.811.4012.5%
MRNA Bull Put Apr 17, 26 80.0%$65$65$435-$353.185-1.596-2.056475.7%1.552.00-7.7%
AAPL Bull Put Apr 17, 26 81.8%$61$61$439-$302.324-3.262-0.476831.8%4.870.717.4%
WFC Bear Call Apr 24, 26 66.3%$60$60$440-$1092.818-2.790-1.668936.1%1.691.01-140.0%
AMD Bear Call Apr 24, 26 78.1%$65$65$436-$452.347-2.073-0.238449.4%9.841.13-50.4%
WMT Bear Call Apr 24, 26 76.0%$66$66$534-$781.654-3.884-2.086226.4%0.790.43-9.1%
MSFT Bear Call May 1, 26 78.0%$130$130$870-$903.948-6.3230.000034.0%—0.62-48.1%
UNH Bear Call May 1, 26 87.6%$59$59$441-$32.455-2.720-0.476846.2%5.150.90-23.7%
ORCL Bull Put May 1, 26 79.2%$84$84$416-$202.181-2.3440.000058.9%—0.93-30.4%
NFLX Bear Call May 1, 26 77.7%$64$64$436-$482.091-2.859-0.894138.8%2.340.73-44.5%
INTC Bull Put May 1, 26 85.5%$72$72$428-$11.728-1.625-1.251776.6%1.381.0613.2%
FCX Bull Put May 1, 26 90.4%$75$75$425$271.444-1.504-0.774970.2%1.860.9647.3%
AMZN Bull Put May 1, 26 78.1%$81$81$420-$291.425-2.3600.000049.6%—0.60-5.6%
TSM Bear Call May 1, 26 73.0%$75$75$425-$601.373-1.884-0.476845.0%2.880.73-50.0%
IWM Bull Put May 1, 26 81.1%$74$74$426-$201.310-3.103-0.357635.6%3.660.4211.5%
BABA Bear Call May 1, 26 87.1%$67$67$433$31.244-2.086-0.417241.0%2.980.6035.8%
GOOGL Bull Put May 1, 26 74.5%$86$86$414-$421.231-2.6410.000041.7%—0.47-16.3%
MSTR Bear Call May 8, 26 81.1%$72$72$428-$221.474-1.390-0.238471.3%6.181.06-13.9%
PLTR Bull Put May 8, 26 78.7%$84$84$416-$231.364-1.8940.238468.0%5.720.72-7.7%
HOOD Bear Call May 8, 26 74.4%$70$70$430-$581.237-1.304-0.238467.0%5.190.95-40.7%
NOW Bear Call May 15, 26 85.4%$84$84$616-$181.566-2.365-0.238456.2%6.570.6613.7%
RKLB Bull Put May 15, 26 84.5%$104$104$396$261.535-1.564-0.357696.4%4.290.9819.7%
UBER Bear Call May 15, 26 83.9%$56$56$445-$251.282-2.610-0.953740.0%1.340.49-9.9%
BA Bear Call May 15, 26 73.7%$56$56$444-$751.185-2.4110.238438.2%4.970.49-109.8%
CRWV Bear Call May 15, 26 73.4%$60$60$440-$731.119-0.9180.000087.7%—1.22-91.7%
PDD Bear Call May 15, 26 100.0%$55$55$446$540.920-2.437-0.596036.3%1.540.3810.1%
XOM Bull Put May 15, 26 64.4%$68$68$432-$1100.849-2.7200.238435.8%3.560.31-131.6%
TOTAL / AVG 80.1% avg$1951$1951$12349-$90448.549-65.002-13.500551.8% avg3.6021.97-659.9%
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.