Portfolio Analysis — live-active-by-symbol-2026-04-06_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
STZ4.878 4.878
MRNA4.731 4.731
MSFT4.639 4.639
WMT4.227 4.227
AMD2.345 2.345
UNH2.302 2.302
TSM2.214 2.214
NFLX2.085 2.085
INTC1.937 1.937
ORCL1.930 1.930
AMZN1.769 1.769
NOW1.729 1.729
RKLB1.699 1.699
HOOD1.660 1.660
GOOGL1.612 1.612
PLTR1.604 1.604
IWM1.560 1.560
MSTR1.529 1.529
BA1.333 1.333
UBER1.324 1.324
CRWV1.298 1.298
PDD1.215 1.215
COIN1.146 1.146
CRM1.143 1.143
XOM1.034 1.034
CSCO0.891 0.891
ASTS0.603 0.603
TOTAL9.6106.57220.0484.79313.415 54.439

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
MRNA17.580 17.580
XOM8.574 8.574
INTC6.643 6.643
CSCO6.555 6.555
ORCL5.824 5.824
RKLB5.132 5.132
CRM4.420 4.420
AMZN4.058 4.058
PLTR4.034 4.034
IWM3.732 3.732
GOOGL3.613 3.613
COIN2.238 2.238
TSM-3.250 -3.250
UNH-3.414 -3.414
ASTS-4.132 -4.132
MSTR-4.703 -4.703
NOW-5.504 -5.504
BA-6.399 -6.399
PDD-6.718 -6.718
CRWV-6.835 -6.835
AMD-6.902 -6.902
MSFT-7.479 -7.479
UBER-9.293 -9.293
STZ-9.521 -9.521
HOOD-9.772 -9.772
NFLX-15.399 -15.399
WMT-27.091 -27.091
TOTAL8.059-33.993-5.673-10.441-11.964 -54.012

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-2.995 -2.995
WMT-2.325 -2.325
UBER-1.103 -1.103
INTC-0.969 -0.969
MSFT-0.954 -0.954
CSCO-0.894 -0.894
STZ-0.775 -0.775
PDD-0.626 -0.626
HOOD-0.596 -0.596
AMD-0.477 -0.477
NOW-0.477 -0.477
IWM-0.358 -0.358
ORCL-0.358 -0.358
GOOGL-0.238 -0.238
NFLX-0.238 -0.238
RKLB-0.179 -0.179
AMZN0.000 0.000
BA0.000 0.000
CRM0.000 0.000
PLTR0.000 0.000
UNH0.000 0.000
XOM0.000 0.000
COIN0.238 0.238
MSTR0.238 0.238
ASTS0.477 0.477
CRWV0.477 0.477
TSM0.477 0.477
TOTAL-3.770-2.801-2.638-0.358-2.086 -11.653

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-6.122 -6.122
WMT-5.124 -5.124
IWM-2.887 -2.887
XOM-2.858 -2.858
GOOGL-2.606 -2.606
PDD-2.567 -2.567
CRM-2.547 -2.547
STZ-2.424 -2.424
TSM-2.360 -2.360
UBER-2.357 -2.357
UNH-2.311 -2.311
AMZN-2.261 -2.261
NOW-2.232 -2.232
CSCO-2.217 -2.217
BA-2.102 -2.102
ORCL-2.088 -2.088
NFLX-1.996 -1.996
PLTR-1.873 -1.873
MRNA-1.502 -1.502
RKLB-1.469 -1.469
COIN-1.432 -1.432
HOOD-1.414 -1.414
AMD-1.391 -1.391
MSTR-1.366 -1.366
INTC-1.303 -1.303
CRWV-0.877 -0.877
ASTS-0.514 -0.514
TOTAL-3.927-6.515-23.934-4.653-21.171 -60.199

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
RKLB May 15, 26 RKLB May 15th 45/50 Bull Put Spread 9.504
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 8.746
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 6.763
MSTR May 8, 26 MSTR May 8th 150/155 Bear Call Spread 6.413
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 6.296
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 5.397
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 4.918
MSFT May 1, 26 MSFT May 1st 400/410 Bear Call Spread 4.865
COIN May 15, 26 COIN May 15th 130/135 Bull Put Spread 4.805
TSM May 1, 26 TSM May 1st 375/380 Bear Call Spread 4.644
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 4.361
NOW May 15, 26 NOW May 15th 128/135 Bear Call Spread 3.626
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 2.785
CRWV May 15, 26 CRWV May 15th 95/100 Bear Call Spread 2.722
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 1.999
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 1.942
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 1.818
MRNA Apr 17, 26 MRNA Apr 17th 40/45 Bull Put Spread 1.580
ASTS May 15, 26 ASTS May 15th 115/120 Bear Call Spread 1.265
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 1.201
CSCO May 15, 26 CSCO May 15th 65/70 Bull Put Spread 0.996
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread —
BA May 15, 26 BA May 15th 225/230 Bear Call Spread —
CRM May 15, 26 CRM May 15th 160/165 Bull Put Spread —
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread —
UNH May 1, 26 UNH May 1st 315/320 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 3.149
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 2.012
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 1.686
INTC May 1, 26 INTC May 1st 35/40 Bull Put Spread 1.487
CRWV May 15, 26 CRWV May 15th 95/100 Bear Call Spread 1.480
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 1.174
ASTS May 15, 26 ASTS May 15th 115/120 Bear Call Spread 1.173
RKLB May 15, 26 RKLB May 15th 45/50 Bull Put Spread 1.157
MSTR May 8, 26 MSTR May 8th 150/155 Bear Call Spread 1.119
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 1.044
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 0.938
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 0.924
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 0.856
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 0.825
COIN May 15, 26 COIN May 15th 130/135 Bull Put Spread 0.800
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 0.782
NOW May 15, 26 NOW May 15th 128/135 Bear Call Spread 0.775
MSFT May 1, 26 MSFT May 1st 400/410 Bear Call Spread 0.758
BA May 15, 26 BA May 15th 225/230 Bear Call Spread 0.634
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 0.619
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 0.562
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 0.540
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 0.473
CRM May 15, 26 CRM May 15th 160/165 Bull Put Spread 0.449
CSCO May 15, 26 CSCO May 15th 65/70 Bull Put Spread 0.402
XOM May 15, 26 XOM May 15th 150/155 Bull Put Spread 0.362

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 80.1%$60$60$440-$394.878-2.424-0.774944.2%6.302.01-20.8%
MRNA Bull Put Apr 17, 26 75.5%$65$65$435-$584.731-1.502-2.995179.5%1.583.15-20.0%
WMT Bear Call Apr 24, 26 66.6%$66$66$534-$1344.227-5.124-2.324624.4%1.820.82-130.3%
AMD Bear Call Apr 24, 26 66.4%$65$65$436-$1042.345-1.391-0.476852.3%4.921.69-140.3%
MSFT Bear Call May 1, 26 79.6%$130$130$870-$744.639-6.122-0.953735.3%4.860.76-34.6%
UNH Bear Call May 1, 26 83.3%$59$59$441-$252.302-2.3110.000046.8%—1.00-28.8%
TSM Bear Call May 1, 26 80.9%$75$75$425-$212.214-2.3600.476844.5%4.640.94-16.7%
NFLX Bear Call May 1, 26 66.4%$64$64$436-$1042.085-1.996-0.238442.7%8.751.04-127.3%
INTC Bull Put May 1, 26 91.6%$72$72$428$301.937-1.303-0.968684.3%2.001.4944.4%
ORCL Bull Put May 1, 26 79.8%$84$84$416-$171.930-2.088-0.357658.2%5.400.92-2.4%
AMZN Bull Put May 1, 26 80.6%$81$81$420-$171.769-2.2610.000051.5%—0.789.9%
GOOGL Bull Put May 1, 26 78.5%$86$86$414-$211.612-2.606-0.238443.2%6.760.629.3%
IWM Bull Put May 1, 26 85.3%$74$74$426$01.560-2.887-0.357636.0%4.360.5433.8%
HOOD Bear Call May 8, 26 75.3%$70$70$430-$541.660-1.414-0.596067.8%2.791.17-39.3%
PLTR Bull Put May 8, 26 81.0%$84$84$416-$111.604-1.8730.000067.8%—0.868.3%
MSTR Bear Call May 8, 26 80.4%$72$72$428-$261.529-1.3660.238469.3%6.411.12-12.5%
NOW Bear Call May 15, 26 89.8%$84$84$616$131.729-2.232-0.476857.5%3.630.7731.6%
RKLB Bull Put May 15, 26 84.4%$104$104$396$261.699-1.469-0.178899.8%9.501.1629.8%
BA Bear Call May 15, 26 69.6%$56$56$444-$961.333-2.1020.000039.0%—0.63-163.4%
UBER Bear Call May 15, 26 84.6%$56$56$445-$221.324-2.357-1.102742.0%1.200.562.7%
CRWV Bear Call May 15, 26 72.0%$60$60$440-$801.298-0.8770.476889.5%2.721.48-112.5%
PDD Bear Call May 15, 26 88.9%$55$55$446-$11.215-2.567-0.625836.5%1.940.4717.4%
COIN Bull Put May 15, 26 81.6%$83$83$417-$91.146-1.4320.238488.1%4.800.8018.7%
CRM Bull Put May 15, 26 79.5%$86$86$414-$171.143-2.5470.000046.9%—0.454.7%
XOM Bull Put May 15, 26 68.1%$68$68$432-$921.034-2.8580.000036.8%—0.36-103.7%
CSCO Bull Put May 15, 26 87.2%$56$56$444-$80.891-2.217-0.894143.8%1.000.4031.3%
ASTS Bear Call May 15, 26 71.0%$66$66$434-$790.603-0.5140.4768109.1%1.261.17-51.5%
TOTAL / AVG 78.8% avg$1979$1979$12321-$103854.439-60.199-11.652756.9% avg4.6727.18-762.3%
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.