Portfolio Analysis — live-active-by-symbol-2026-04-03_08-05

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
MSFT4.307 4.307
MRNA3.766 3.766
STZ3.606 3.606
WFC3.325 3.325
UNH2.863 2.863
WMT2.687 2.687
TSM2.399 2.399
AAPL2.307 2.307
AMD2.227 2.227
GOOGL1.952 1.952
NFLX1.889 1.889
ORCL1.870 1.870
INTC1.629 1.629
HOOD1.623 1.623
PDD1.565 1.565
RKLB1.564 1.564
AMZN1.467 1.467
IWM1.456 1.456
MSTR1.416 1.416
NOW1.398 1.398
PLTR1.365 1.365
UBER1.264 1.264
BA1.204 1.204
COIN1.178 1.178
CRWV1.007 1.007
CRM0.973 0.973
CSCO0.855 0.855
XOM0.570 0.570
ASTS0.336 0.336
TOTAL9.6798.23919.8324.40411.915 54.069

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
MRNA16.338 16.338
XOM8.590 8.590
CSCO7.821 7.821
INTC6.955 6.955
ORCL5.628 5.628
RKLB5.311 5.311
AAPL4.620 4.620
GOOGL4.529 4.529
AMZN4.420 4.420
IWM4.087 4.087
CRM3.947 3.947
PLTR3.881 3.881
COIN2.553 2.553
TSM-3.481 -3.481
ASTS-3.519 -3.519
MSTR-3.758 -3.758
UNH-3.818 -3.818
NOW-5.053 -5.053
BA-5.705 -5.705
AMD-6.542 -6.542
CRWV-6.716 -6.716
STZ-7.059 -7.059
MSFT-7.921 -7.921
PDD-8.206 -8.206
UBER-9.276 -9.276
HOOD-9.484 -9.484
NFLX-15.388 -15.388
WMT-21.898 -21.898
WFC-22.328 -22.328
TOTAL13.899-50.769-4.989-9.360-10.254 -61.473

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-2.384 -2.384
WMT-2.384 -2.384
WFC-1.878 -1.878
CSCO-0.954 -0.954
INTC-0.954 -0.954
NFLX-0.834 -0.834
UBER-0.775 -0.775
PDD-0.715 -0.715
HOOD-0.596 -0.596
STZ-0.596 -0.596
AAPL-0.477 -0.477
BA-0.477 -0.477
COIN-0.477 -0.477
CRWV-0.477 -0.477
RKLB-0.477 -0.477
IWM-0.358 -0.358
CRM-0.238 -0.238
NOW-0.238 -0.238
UNH-0.238 -0.238
MSTR-0.119 -0.119
ORCL-0.119 -0.119
AMD0.000 0.000
AMZN0.000 0.000
ASTS0.000 0.000
PLTR0.000 0.000
TSM0.000 0.000
MSFT0.238 0.238
GOOGL0.477 0.477
XOM0.477 0.477
TOTAL-3.457-4.262-1.788-0.715-4.351 -14.573

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-6.263 -6.263
WMT-4.644 -4.644
PDD-3.209 -3.209
WFC-3.139 -3.139
IWM-3.102 -3.102
GOOGL-2.894 -2.894
UNH-2.874 -2.874
AAPL-2.855 -2.855
TSM-2.629 -2.629
CRM-2.467 -2.467
CSCO-2.431 -2.431
UBER-2.418 -2.418
XOM-2.351 -2.351
STZ-2.313 -2.313
AMZN-2.299 -2.299
BA-2.259 -2.259
ORCL-2.179 -2.179
NFLX-2.145 -2.145
NOW-2.095 -2.095
PLTR-1.842 -1.842
AMD-1.630 -1.630
MRNA-1.597 -1.597
COIN-1.536 -1.536
HOOD-1.510 -1.510
RKLB-1.477 -1.477
MSTR-1.366 -1.366
INTC-1.341 -1.341
CRWV-0.755 -0.755
ASTS-0.520 -0.520
TOTAL-6.764-9.413-25.725-4.718-21.516 -68.136

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 18.065
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 15.686
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 12.010
MSTR May 8, 26 MSTR May 8th 150/155 Bear Call Spread 11.875
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 6.049
NOW May 15, 26 NOW May 15th 128/135 Bear Call Spread 5.865
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 4.839
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 4.094
CRM May 15, 26 CRM May 15th 160/165 Bull Put Spread 4.082
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 4.071
RKLB May 15, 26 RKLB May 15th 45/50 Bull Put Spread 3.281
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 2.724
BA May 15, 26 BA May 15th 225/230 Bear Call Spread 2.525
COIN May 15, 26 COIN May 15th 130/135 Bull Put Spread 2.470
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 2.264
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 2.188
CRWV May 15, 26 CRWV May 15th 95/100 Bear Call Spread 2.112
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 1.771
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 1.708
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 1.631
MRNA Apr 17, 26 MRNA Apr 17th 40/45 Bull Put Spread 1.579
XOM May 15, 26 XOM May 15th 150/155 Bull Put Spread 1.196
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 1.127
CSCO May 15, 26 CSCO May 15th 65/70 Bull Put Spread 0.896
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread —
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread —
ASTS May 15, 26 ASTS May 15th 115/120 Bear Call Spread —
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread —
TSM May 1, 26 TSM May 1st 375/380 Bear Call 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 2.358
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 1.559
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 1.366
CRWV May 15, 26 CRWV May 15th 95/100 Bear Call Spread 1.335
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 1.215
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 1.075
WFC Apr 24, 26 WFC Apr 24th 84/89 Bear Call Spread 1.059
RKLB May 15, 26 RKLB May 15th 45/50 Bull Put Spread 1.059
MSTR May 8, 26 MSTR May 8th 150/155 Bear Call Spread 1.036
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 0.996
TSM May 1, 26 TSM May 1st 375/380 Bear Call Spread 0.912
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 0.881
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 0.858
AAPL Apr 17, 26 AAPL Apr 17th 235/240 Bull Put Spread 0.808
COIN May 15, 26 COIN May 15th 130/135 Bull Put Spread 0.767
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 0.741
MSFT May 1, 26 MSFT May 1st 400/410 Bear Call Spread 0.688
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 0.675
NOW May 15, 26 NOW May 15th 128/135 Bear Call Spread 0.668
ASTS May 15, 26 ASTS May 15th 115/120 Bear Call Spread 0.646
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 0.638
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 0.578
BA May 15, 26 BA May 15th 225/230 Bear Call Spread 0.533
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 0.523
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 0.488
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 0.469
CRM May 15, 26 CRM May 15th 160/165 Bull Put Spread 0.395
CSCO May 15, 26 CSCO May 15th 65/70 Bull Put Spread 0.352
XOM May 15, 26 XOM May 15th 150/155 Bull Put Spread 0.243

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 76.7%$65$65$435-$513.766-1.597-2.384276.8%1.582.36-25.4%
STZ Bear Call Apr 17, 26 85.5%$60$60$440-$133.606-2.313-0.596044.4%6.051.568.3%
AAPL Bull Put Apr 17, 26 86.0%$61$61$439-$92.307-2.855-0.476832.1%4.840.8136.9%
WFC Bear Call Apr 24, 26 70.6%$60$60$440-$873.325-3.139-1.877535.9%1.771.06-107.5%
WMT Bear Call Apr 24, 26 68.9%$66$66$534-$1212.687-4.644-2.384224.5%1.130.58-78.0%
AMD Bear Call Apr 24, 26 68.5%$65$65$436-$932.227-1.6300.000049.8%—1.37-124.8%
MSFT Bear Call May 1, 26 76.9%$130$130$870-$1014.307-6.2630.238434.4%18.060.69-57.7%
UNH Bear Call May 1, 26 84.0%$59$59$441-$212.863-2.874-0.238445.8%12.011.00-54.2%
TSM Bear Call May 1, 26 80.5%$75$75$425-$222.399-2.6290.000043.6%—0.91-36.7%
GOOGL Bull Put May 1, 26 73.9%$86$86$414-$441.952-2.8940.476842.3%4.090.67-42.4%
NFLX Bear Call May 1, 26 66.8%$64$64$436-$1021.889-2.145-0.834540.2%2.260.88-126.6%
ORCL Bull Put May 1, 26 80.6%$84$84$416-$131.870-2.179-0.119258.0%15.690.86-8.3%
INTC Bull Put May 1, 26 88.6%$72$72$428$151.629-1.341-0.953783.3%1.711.2138.9%
AMZN Bull Put May 1, 26 77.6%$81$81$420-$321.467-2.2990.000050.2%—0.64-6.2%
IWM Bull Put May 1, 26 84.2%$74$74$426-$51.456-3.102-0.357635.4%4.070.4720.3%
HOOD Bear Call May 8, 26 77.4%$70$70$430-$431.623-1.510-0.596066.4%2.721.07-35.0%
MSTR Bear Call May 8, 26 85.0%$72$72$428-$31.416-1.366-0.119270.2%11.881.0418.8%
PLTR Bull Put May 8, 26 81.1%$84$84$416-$111.365-1.8420.000068.1%—0.747.1%
PDD Bear Call May 15, 26 86.0%$55$55$446-$151.565-3.209-0.715335.8%2.190.49-11.9%
RKLB Bull Put May 15, 26 85.0%$104$104$396$291.564-1.477-0.4768101.3%3.281.0621.1%
NOW Bear Call May 15, 26 87.2%$84$84$616-$51.398-2.095-0.238456.5%5.870.6737.5%
UBER Bear Call May 15, 26 83.2%$56$56$445-$281.264-2.418-0.774941.6%1.630.52-0.9%
BA Bear Call May 15, 26 72.6%$56$56$444-$811.204-2.259-0.476839.1%2.520.53-123.2%
COIN Bull Put May 15, 26 80.2%$83$83$417-$161.178-1.536-0.476886.9%2.470.77-2.4%
CRWV Bear Call May 15, 26 68.9%$60$60$440-$961.007-0.755-0.476888.0%2.111.33-125.0%
CRM Bull Put May 15, 26 81.9%$86$86$414-$50.973-2.467-0.238447.3%4.080.3913.4%
CSCO Bull Put May 15, 26 87.6%$56$56$444-$60.855-2.431-0.953743.1%0.900.3511.6%
XOM Bull Put May 15, 26 63.2%$68$68$432-$1160.570-2.3510.476837.3%1.200.24-116.9%
ASTS Bear Call May 15, 26 73.1%$66$66$434-$680.336-0.5200.0000105.4%—0.65-9.8%
TOTAL / AVG 78.7% avg$2100$2100$13200-$116454.069-68.136-14.573354.6% avg3.7124.92-879.2%
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.