Portfolio Analysis — live-active-by-symbol-2026-04-01_13-44

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
UNH4.762 4.762
MSFT3.839 3.839
WMT3.238 3.238
MRNA2.866 2.866
WFC2.831 2.831
STZ2.498 2.498
AMD2.449 2.449
AAPL2.221 2.221
NFLX2.031 2.031
INTC1.819 1.819
NOW1.685 1.685
ORCL1.608 1.608
TSM1.601 1.601
RKLB1.474 1.474
BABA1.407 1.407
GOOGL1.406 1.406
AMZN1.401 1.401
HOOD1.387 1.387
BA1.362 1.362
IWM1.338 1.338
PLTR1.321 1.321
COIN1.247 1.247
UBER1.189 1.189
PDD1.151 1.151
MSTR1.110 1.110
CRWV0.996 0.996
CRM0.963 0.963
ASTS0.961 0.961
CSCO0.874 0.874
XOM0.837 0.837
TOTAL7.5858.51821.2123.81812.739 53.872

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
MRNA13.260 13.260
INTC9.898 9.898
CSCO8.913 8.913
XOM8.835 8.835
RKLB5.745 5.745
ORCL5.586 5.586
AAPL4.964 4.964
IWM4.314 4.314
CRM4.250 4.250
PLTR4.234 4.234
AMZN4.104 4.104
GOOGL3.946 3.946
COIN2.484 2.484
TSM-3.145 -3.145
ASTS-3.697 -3.697
MSTR-3.799 -3.799
UNH-5.308 -5.308
AMD-5.498 -5.498
BABA-5.645 -5.645
CRWV-6.049 -6.049
BA-6.081 -6.081
NOW-6.276 -6.276
STZ-6.517 -6.517
MSFT-6.926 -6.926
PDD-7.425 -7.425
UBER-9.342 -9.342
HOOD-9.661 -9.661
NFLX-13.160 -13.160
WMT-22.210 -22.210
WFC-22.257 -22.257
TOTAL11.707-49.965-6.336-9.226-8.643 -62.462

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-2.474 -2.474
MRNA-2.027 -2.027
WFC-1.550 -1.550
INTC-1.341 -1.341
CSCO-1.073 -1.073
UBER-0.954 -0.954
NFLX-0.834 -0.834
AMZN-0.715 -0.715
UNH-0.715 -0.715
XOM-0.715 -0.715
PDD-0.656 -0.656
BABA-0.596 -0.596
STZ-0.596 -0.596
COIN-0.477 -0.477
GOOGL-0.477 -0.477
HOOD-0.477 -0.477
MSFT-0.477 -0.477
ORCL-0.477 -0.477
TSM-0.477 -0.477
AAPL-0.417 -0.417
NOW-0.358 -0.358
ASTS-0.238 -0.238
BA-0.238 -0.238
CRM-0.238 -0.238
RKLB-0.238 -0.238
IWM-0.119 -0.119
AMD0.000 0.000
CRWV0.000 0.000
PLTR0.000 0.000
MSTR0.238 0.238
TOTAL-3.040-4.023-6.229-0.238-5.186 -18.716

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-6.303 -6.303
WMT-5.636 -5.636
UNH-4.170 -4.170
IWM-3.113 -3.113
AAPL-3.015 -3.015
WFC-2.872 -2.872
PDD-2.742 -2.742
XOM-2.724 -2.724
GOOGL-2.706 -2.706
NFLX-2.697 -2.697
CSCO-2.635 -2.635
CRM-2.521 -2.521
BA-2.512 -2.512
NOW-2.486 -2.486
UBER-2.431 -2.431
AMZN-2.328 -2.328
BABA-2.279 -2.279
STZ-2.206 -2.206
TSM-2.165 -2.165
ORCL-2.126 -2.126
AMD-2.106 -2.106
PLTR-1.896 -1.896
INTC-1.665 -1.665
COIN-1.609 -1.609
RKLB-1.517 -1.517
MRNA-1.503 -1.503
HOOD-1.373 -1.373
MSTR-1.227 -1.227
CRWV-0.873 -0.873
ASTS-0.766 -0.766
TOTAL-6.724-10.614-29.553-4.495-22.817 -74.203

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 225/230 Bull Put Spread 11.222
MSFT May 1, 26 MSFT May 1st 400/410 Bear Call Spread 8.051
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 6.658
RKLB May 15, 26 RKLB May 15th 45/50 Bull Put Spread 6.184
BA May 15, 26 BA May 15th 225/230 Bear Call Spread 5.714
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 5.323
NOW May 15, 26 NOW May 15th 128/135 Bear Call Spread 4.712
MSTR May 8, 26 MSTR May 8th 150/155 Bear Call Spread 4.656
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 4.191
CRM May 15, 26 CRM May 15th 160/165 Bull Put Spread 4.039
ASTS May 15, 26 ASTS May 15th 115/120 Bear Call Spread 4.030
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 3.372
TSM May 1, 26 TSM May 1st 375/380 Bear Call Spread 3.358
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 2.950
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 2.909
COIN May 15, 26 COIN May 15th 130/135 Bull Put Spread 2.615
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 2.433
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread 2.361
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 1.958
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 1.827
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 1.756
MRNA Apr 17, 26 MRNA Apr 17th 40/45 Bull Put Spread 1.414
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 1.356
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 1.309
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 1.246
XOM May 15, 26 XOM May 15th 150/155 Bull Put Spread 1.170
CSCO May 15, 26 CSCO May 15th 65/70 Bull Put Spread 0.814
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread —
CRWV May 15, 26 CRWV May 15th 95/100 Bear Call 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 1.907
ASTS May 15, 26 ASTS May 15th 115/120 Bear Call Spread 1.253
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 1.163
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 1.142
CRWV May 15, 26 CRWV May 15th 95/100 Bear Call Spread 1.141
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 1.132
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 1.092
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 1.010
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 0.986
RKLB May 15, 26 RKLB May 15th 45/50 Bull Put Spread 0.972
MSTR May 8, 26 MSTR May 8th 150/155 Bear Call Spread 0.905
COIN May 15, 26 COIN May 15th 130/135 Bull Put Spread 0.775
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 0.756
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 0.753
TSM May 1, 26 TSM May 1st 375/380 Bear Call Spread 0.739
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 0.737
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 0.697
NOW May 15, 26 NOW May 15th 128/135 Bear Call Spread 0.678
BABA May 1, 26 BABA May 1st 140/145 Bear Call Spread 0.618
MSFT May 1, 26 MSFT May 1st 400/410 Bear Call Spread 0.609
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 0.602
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 0.575
BA May 15, 26 BA May 15th 225/230 Bear Call Spread 0.542
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 0.520
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 0.489
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 0.430
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 0.420
CRM May 15, 26 CRM May 15th 160/165 Bull Put Spread 0.382
CSCO May 15, 26 CSCO May 15th 65/70 Bull Put Spread 0.332
XOM May 15, 26 XOM May 15th 150/155 Bull Put Spread 0.307

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 80.5%$65$65$435-$332.866-1.503-2.026676.8%1.411.910.0%
STZ Bear Call Apr 17, 26 86.5%$60$60$440-$82.498-2.206-0.596041.1%4.191.1320.8%
AAPL Bull Put Apr 17, 26 84.1%$61$61$439-$182.221-3.015-0.417232.8%5.320.7422.1%
WMT Bear Call Apr 24, 26 72.3%$66$66$534-$1003.238-5.636-2.473623.1%1.310.57-78.0%
WFC Bear Call Apr 24, 26 67.4%$60$60$440-$1032.831-2.872-1.549735.9%1.830.99-125.0%
AMD Bear Call Apr 24, 26 77.1%$65$65$436-$502.449-2.1060.000048.9%—1.16-59.7%
UNH Bear Call May 1, 26 86.2%$59$59$441-$104.762-4.170-0.715347.0%6.661.14-145.8%
MSFT Bear Call May 1, 26 80.9%$130$130$870-$613.839-6.303-0.476834.1%8.050.61-28.9%
NFLX Bear Call May 1, 26 72.7%$64$64$436-$732.031-2.697-0.834539.4%2.430.75-63.3%
INTC Bull Put May 1, 26 82.8%$72$72$428-$141.819-1.665-1.341175.7%1.361.0913.2%
ORCL Bull Put May 1, 26 78.3%$84$84$416-$241.608-2.126-0.476857.7%3.370.76-10.1%
TSM Bear Call May 1, 26 77.7%$75$75$425-$361.601-2.165-0.476844.1%3.360.74-26.7%
BABA Bear Call May 1, 26 86.6%$67$67$433$01.407-2.279-0.596039.2%2.360.6235.8%
GOOGL Bull Put May 1, 26 74.8%$86$86$414-$401.406-2.706-0.476842.3%2.950.52-16.3%
AMZN Bull Put May 1, 26 78.7%$81$81$420-$261.401-2.328-0.715349.9%1.960.600.6%
IWM Bull Put May 1, 26 80.9%$74$74$426-$211.338-3.113-0.119235.7%11.220.439.5%
HOOD Bear Call May 8, 26 74.6%$70$70$430-$571.387-1.373-0.476866.5%2.911.01-50.0%
PLTR Bull Put May 8, 26 78.4%$84$84$416-$241.321-1.8960.000066.9%—0.70-6.0%
MSTR Bear Call May 8, 26 81.2%$72$72$428-$221.110-1.2270.238470.9%4.660.9010.4%
NOW Bear Call May 15, 26 88.8%$84$84$616$51.685-2.486-0.357655.5%4.710.6813.7%
RKLB Bull Put May 15, 26 81.4%$104$104$396$111.474-1.517-0.238498.2%6.180.9715.4%
BA Bear Call May 15, 26 72.6%$56$56$444-$811.362-2.512-0.238437.5%5.710.54-141.1%
COIN Bull Put May 15, 26 81.8%$83$83$417-$81.247-1.609-0.476885.6%2.610.77-2.4%
UBER Bear Call May 15, 26 83.8%$56$56$445-$261.189-2.431-0.953741.0%1.250.49-2.7%
PDD Bear Call May 15, 26 85.5%$55$55$446-$181.151-2.742-0.655735.9%1.760.42-1.8%
CRWV Bear Call May 15, 26 73.9%$60$60$440-$710.996-0.8730.000088.2%—1.14-79.2%
CRM Bull Put May 15, 26 78.6%$86$86$414-$210.963-2.521-0.238447.1%4.040.381.2%
ASTS Bear Call May 15, 26 80.4%$66$66$434-$320.961-0.766-0.2384104.8%4.031.25-9.8%
CSCO Bull Put May 15, 26 81.5%$56$56$444-$370.874-2.635-1.072941.6%0.810.33-3.6%
XOM Bull Put May 15, 26 64.6%$68$68$432-$1090.837-2.724-0.715335.8%1.170.31-127.9%
TOTAL / AVG 79.1% avg$2167$2167$13633-$110753.872-74.203-18.715953.3% avg2.8823.66-835.5%
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.