Portfolio Analysis — live-active-by-symbol-2026-04-02_08-12

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
MSFT4.052 4.052
MRNA3.436 3.436
WFC2.936 2.936
WMT2.658 2.658
UNH2.479 2.479
AMD2.462 2.462
AAPL2.360 2.360
TSM2.243 2.243
NOW2.094 2.094
NFLX2.084 2.084
ORCL1.848 1.848
INTC1.772 1.772
HOOD1.721 1.721
RKLB1.627 1.627
AMZN1.432 1.432
BA1.417 1.417
PDD1.413 1.413
PLTR1.368 1.368
IWM1.307 1.307
GOOGL1.295 1.295
STZ1.238 1.238
COIN1.199 1.199
UBER1.173 1.173
MSTR1.166 1.166
CRWV1.095 1.095
ASTS1.021 1.021
CRM0.881 0.881
XOM0.809 0.809
CSCO0.801 0.801
TOTAL7.0358.05618.5134.25413.529 51.387

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
MRNA16.643 16.643
CSCO8.961 8.961
XOM8.378 8.378
INTC7.755 7.755
AAPL6.651 6.651
ORCL6.574 6.574
RKLB5.306 5.306
IWM4.977 4.977
AMZN4.613 4.613
CRM4.553 4.553
PLTR4.524 4.524
GOOGL4.208 4.208
COIN2.935 2.935
TSM-3.242 -3.242
UNH-3.327 -3.327
MSTR-3.390 -3.390
ASTS-4.194 -4.194
STZ-4.686 -4.686
AMD-5.047 -5.047
BA-5.568 -5.568
CRWV-6.202 -6.202
NOW-6.534 -6.534
MSFT-6.552 -6.552
PDD-7.603 -7.603
UBER-8.245 -8.245
HOOD-9.285 -9.285
NFLX-13.299 -13.299
WMT-17.942 -17.942
WFC-18.957 -18.957
TOTAL18.608-41.9461.708-8.151-8.215 -37.997

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
MRNA-2.116 -2.116
WFC-1.878 -1.878
WMT-1.609 -1.609
CSCO-1.192 -1.192
INTC-0.924 -0.924
UBER-0.924 -0.924
PDD-0.864 -0.864
NFLX-0.775 -0.775
AMD-0.477 -0.477
ASTS-0.477 -0.477
COIN-0.477 -0.477
GOOGL-0.477 -0.477
HOOD-0.477 -0.477
STZ-0.477 -0.477
AAPL-0.358 -0.358
CRM-0.238 -0.238
IWM-0.238 -0.238
NOW-0.238 -0.238
ORCL-0.238 -0.238
RKLB-0.238 -0.238
UNH-0.238 -0.238
AMZN0.000 0.000
MSFT0.000 0.000
TSM0.000 0.000
XOM0.000 0.000
BA0.238 0.238
CRWV0.238 0.238
PLTR0.238 0.238
MSTR0.358 0.358
TOTAL-2.950-3.964-2.8910.119-4.172 -13.858

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-6.489 -6.489
WMT-4.129 -4.129
AAPL-3.212 -3.212
WFC-3.086 -3.086
PDD-3.060 -3.060
IWM-3.045 -3.045
UNH-2.763 -2.763
NFLX-2.678 -2.678
NOW-2.670 -2.670
BA-2.645 -2.645
XOM-2.558 -2.558
GOOGL-2.540 -2.540
CSCO-2.509 -2.509
CRM-2.470 -2.470
TSM-2.431 -2.431
UBER-2.312 -2.312
AMZN-2.291 -2.291
ORCL-2.133 -2.133
AMD-2.044 -2.044
PLTR-1.882 -1.882
MRNA-1.587 -1.587
STZ-1.579 -1.579
HOOD-1.575 -1.575
COIN-1.557 -1.557
RKLB-1.530 -1.530
INTC-1.440 -1.440
MSTR-1.217 -1.217
CRWV-0.908 -0.908
ASTS-0.713 -0.713
TOTAL-6.378-9.259-25.808-4.674-22.931 -69.050

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 10.399
NOW May 15, 26 NOW May 15th 128/135 Bear Call Spread 8.781
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 7.752
RKLB May 15, 26 RKLB May 15th 45/50 Bull Put Spread 6.826
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 6.600
BA May 15, 26 BA May 15th 225/230 Bear Call Spread 5.945
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 5.736
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 5.484
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 5.162
CRWV May 15, 26 CRWV May 15th 95/100 Bear Call Spread 4.591
CRM May 15, 26 CRM May 15th 160/165 Bull Put Spread 3.696
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 3.608
MSTR May 8, 26 MSTR May 8th 150/155 Bear Call Spread 3.259
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 2.717
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 2.689
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 2.596
COIN May 15, 26 COIN May 15th 130/135 Bull Put Spread 2.515
ASTS May 15, 26 ASTS May 15th 115/120 Bear Call Spread 2.141
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 1.918
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 1.651
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 1.634
MRNA Apr 17, 26 MRNA Apr 17th 40/45 Bull Put Spread 1.624
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 1.564
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 1.269
CSCO May 15, 26 CSCO May 15th 65/70 Bull Put Spread 0.672
AMZN May 1, 26 AMZN May 1st 185/190 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 —
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 2.165
ASTS May 15, 26 ASTS May 15th 115/120 Bear Call Spread 1.432
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 1.231
CRWV May 15, 26 CRWV May 15th 95/100 Bear Call Spread 1.205
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 1.204
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 1.093
RKLB May 15, 26 RKLB May 15th 45/50 Bull Put Spread 1.064
MSTR May 8, 26 MSTR May 8th 150/155 Bear Call Spread 0.958
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 0.952
TSM May 1, 26 TSM May 1st 375/380 Bear Call Spread 0.923
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 0.897
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 0.867
NOW May 15, 26 NOW May 15th 128/135 Bear Call Spread 0.784
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 0.784
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 0.778
COIN May 15, 26 COIN May 15th 130/135 Bull Put Spread 0.770
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 0.735
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 0.727
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 0.644
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 0.625
MSFT May 1, 26 MSFT May 1st 400/410 Bear Call Spread 0.624
BA May 15, 26 BA May 15th 225/230 Bear Call Spread 0.536
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 0.510
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 0.507
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 0.462
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 0.429
CRM May 15, 26 CRM May 15th 160/165 Bull Put Spread 0.357
CSCO May 15, 26 CSCO May 15th 65/70 Bull Put Spread 0.319
XOM May 15, 26 XOM May 15th 150/155 Bull Put Spread 0.316

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 74.6%$65$65$435-$623.436-1.587-2.116077.0%1.622.17-35.4%
AAPL Bull Put Apr 17, 26 78.7%$61$61$439-$462.360-3.212-0.357632.6%6.600.73-10.7%
STZ Bear Call Apr 17, 26 86.5%$60$60$440-$71.238-1.579-0.476842.5%2.600.7854.2%
WFC Bear Call Apr 24, 26 74.5%$60$60$440-$682.936-3.086-1.877536.6%1.560.95-64.2%
WMT Bear Call Apr 24, 26 75.6%$66$66$534-$802.658-4.129-1.609328.6%1.650.64-66.7%
AMD Bear Call Apr 24, 26 78.7%$65$65$436-$422.462-2.044-0.476850.7%5.161.20-41.1%
MSFT Bear Call May 1, 26 82.2%$130$130$870-$484.052-6.4890.000033.9%—0.62-13.5%
UNH Bear Call May 1, 26 84.9%$59$59$441-$162.479-2.763-0.238444.8%10.400.90-23.7%
TSM Bear Call May 1, 26 79.7%$75$75$425-$262.243-2.4310.000046.0%—0.92-36.7%
NFLX Bear Call May 1, 26 74.6%$64$64$436-$632.084-2.678-0.774939.6%2.690.78-64.8%
ORCL Bull Put May 1, 26 75.3%$84$84$416-$391.848-2.133-0.238458.3%7.750.87-42.9%
INTC Bull Put May 1, 26 89.1%$72$72$428$171.772-1.440-0.923984.6%1.921.2325.7%
AMZN Bull Put May 1, 26 76.1%$81$81$420-$391.432-2.2910.000050.5%—0.62-17.4%
IWM Bull Put May 1, 26 77.2%$74$74$426-$401.307-3.045-0.238436.4%5.480.43-11.5%
GOOGL Bull Put May 1, 26 72.7%$86$86$414-$511.295-2.540-0.476842.9%2.720.51-27.9%
HOOD Bear Call May 8, 26 78.1%$70$70$430-$401.721-1.575-0.476867.3%3.611.09-32.1%
PLTR Bull Put May 8, 26 77.0%$84$84$416-$311.368-1.8820.238467.5%5.740.73-16.1%
MSTR Bear Call May 8, 26 83.5%$72$72$428-$101.166-1.2170.357671.9%3.260.9626.4%
NOW Bear Call May 15, 26 88.4%$84$84$616$32.094-2.670-0.238458.5%8.780.787.7%
RKLB Bull Put May 15, 26 85.0%$104$104$396$291.627-1.530-0.2384100.5%6.831.0619.2%
BA Bear Call May 15, 26 75.2%$56$56$444-$681.417-2.6450.238438.6%5.940.54-105.4%
PDD Bear Call May 15, 26 87.6%$55$55$446-$81.413-3.060-0.864335.6%1.630.46-0.9%
COIN Bull Put May 15, 26 77.7%$83$83$417-$281.199-1.557-0.476886.9%2.520.77-26.5%
UBER Bear Call May 15, 26 87.6%$56$56$445-$71.173-2.312-0.923941.7%1.270.5114.4%
CRWV Bear Call May 15, 26 73.9%$60$60$440-$711.095-0.9080.238488.2%4.591.21-83.3%
ASTS Bear Call May 15, 26 76.0%$66$66$434-$541.021-0.713-0.4768107.3%2.141.43-47.7%
CRM Bull Put May 15, 26 76.6%$86$86$414-$310.881-2.470-0.238446.5%3.700.36-3.5%
XOM Bull Put May 15, 26 63.9%$68$68$432-$1130.809-2.5580.000037.8%—0.32-124.3%
CSCO Bull Put May 15, 26 80.3%$56$56$444-$430.801-2.509-1.192142.8%0.670.32-4.5%
TOTAL / AVG 79.0% avg$2100$2100$13200-$108151.387-69.050-13.858155.0% avg3.7123.90-753.0%
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.