Portfolio Analysis — live-active-by-symbol-2026-04-07_08-16

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
MSFT5.114 5.114
STZ5.012 5.012
MRNA4.533 4.533
WMT3.816 3.816
AMD3.013 3.013
TSM2.880 2.880
UNH2.212 2.212
ORCL2.031 2.031
NFLX2.000 2.000
HOOD1.938 1.938
RKLB1.779 1.779
AMZN1.717 1.717
BA1.714 1.714
IWM1.678 1.678
GOOGL1.594 1.594
PLTR1.523 1.523
NOW1.461 1.461
COIN1.445 1.445
MSTR1.318 1.318
UBER1.263 1.263
CRM1.221 1.221
XOM1.213 1.213
CRWV1.070 1.070
PDD1.040 1.040
CSCO1.035 1.035
ASTS0.981 0.981
TOTAL9.5456.82919.2254.77814.223 54.600

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
MRNA18.261 18.261
XOM7.695 7.695
CSCO7.457 7.457
ORCL7.086 7.086
RKLB6.222 6.222
CRM4.934 4.934
PLTR4.445 4.445
AMZN4.297 4.297
IWM4.233 4.233
GOOGL3.641 3.641
COIN3.006 3.006
TSM-3.510 -3.510
MSTR-3.747 -3.747
ASTS-4.187 -4.187
NOW-4.758 -4.758
PDD-5.514 -5.514
UNH-5.887 -5.887
BA-6.459 -6.459
CRWV-6.676 -6.676
AMD-6.796 -6.796
MSFT-7.160 -7.160
STZ-8.557 -8.557
HOOD-8.693 -8.693
UBER-8.797 -8.797
NFLX-15.156 -15.156
WMT-17.198 -17.198
TOTAL9.705-23.994-12.455-7.995-7.075 -41.815

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-3.040 -3.040
WMT-2.578 -2.578
CSCO-1.013 -1.013
UBER-0.983 -0.983
ASTS-0.954 -0.954
PDD-0.656 -0.656
STZ-0.656 -0.656
HOOD-0.596 -0.596
CRWV-0.477 -0.477
MSFT-0.477 -0.477
NFLX-0.477 -0.477
ORCL-0.477 -0.477
TSM-0.477 -0.477
NOW-0.358 -0.358
RKLB-0.358 -0.358
AMZN-0.238 -0.238
CRM-0.238 -0.238
IWM-0.238 -0.238
MSTR-0.238 -0.238
PLTR-0.238 -0.238
XOM-0.238 -0.238
BA0.000 0.000
GOOGL0.000 0.000
AMD0.238 0.238
COIN0.477 0.477
UNH0.477 0.477
TOTAL-3.695-2.339-1.907-1.073-4.798 -13.813

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-6.225 -6.225
WMT-4.758 -4.758
XOM-3.032 -3.032
IWM-2.896 -2.896
CRM-2.582 -2.582
BA-2.571 -2.571
TSM-2.516 -2.516
GOOGL-2.460 -2.460
CSCO-2.379 -2.379
UBER-2.265 -2.265
PDD-2.257 -2.257
STZ-2.191 -2.191
AMZN-2.147 -2.147
ORCL-2.099 -2.099
NOW-1.933 -1.933
NFLX-1.914 -1.914
UNH-1.821 -1.821
PLTR-1.797 -1.797
AMD-1.692 -1.692
COIN-1.551 -1.551
HOOD-1.536 -1.536
RKLB-1.496 -1.496
MRNA-1.408 -1.408
MSTR-1.222 -1.222
CRWV-0.795 -0.795
ASTS-0.652 -0.652
TOTAL-3.599-6.450-22.077-4.556-21.515 -58.196

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 12.638
MSFT May 1, 26 MSFT May 1st 400/410 Bear Call Spread 10.724
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 7.644
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 7.200
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 7.038
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 6.386
TSM May 1, 26 TSM May 1st 375/380 Bear Call Spread 6.041
MSTR May 8, 26 MSTR May 8th 150/155 Bear Call Spread 5.527
CRM May 15, 26 CRM May 15th 160/165 Bull Put Spread 5.122
XOM May 15, 26 XOM May 15th 150/155 Bull Put Spread 5.088
RKLB May 15, 26 RKLB May 15th 45/50 Bull Put Spread 4.974
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 4.639
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 4.259
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 4.194
NOW May 15, 26 NOW May 15th 128/135 Bear Call Spread 4.086
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 3.251
COIN May 15, 26 COIN May 15th 130/135 Bull Put Spread 3.031
CRWV May 15, 26 CRWV May 15th 95/100 Bear Call Spread 2.244
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 1.587
MRNA Apr 17, 26 MRNA Apr 17th 40/45 Bull Put Spread 1.491
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 1.480
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 1.285
ASTS May 15, 26 ASTS May 15th 115/120 Bear Call Spread 1.028
CSCO May 15, 26 CSCO May 15th 65/70 Bull Put Spread 1.021
BA May 15, 26 BA May 15th 225/230 Bear Call Spread —
GOOGL May 1, 26 GOOGL May 1st 270/275 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 3.219
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 2.288
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 1.781
ASTS May 15, 26 ASTS May 15th 115/120 Bear Call Spread 1.505
CRWV May 15, 26 CRWV May 15th 95/100 Bear Call Spread 1.346
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 1.261
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 1.215
RKLB May 15, 26 RKLB May 15th 45/50 Bull Put Spread 1.189
TSM May 1, 26 TSM May 1st 375/380 Bear Call Spread 1.145
MSTR May 8, 26 MSTR May 8th 150/155 Bear Call Spread 1.079
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 1.045
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 0.968
COIN May 15, 26 COIN May 15th 130/135 Bull Put Spread 0.932
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 0.847
MSFT May 1, 26 MSFT May 1st 400/410 Bear Call Spread 0.821
WMT Apr 24, 26 WMT Apr 24th 129/135 Bear Call Spread 0.802
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 0.799
NOW May 15, 26 NOW May 15th 128/135 Bear Call Spread 0.756
BA May 15, 26 BA May 15th 225/230 Bear Call Spread 0.667
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 0.648
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 0.579
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 0.558
CRM May 15, 26 CRM May 15th 160/165 Bull Put Spread 0.473
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 0.461
CSCO May 15, 26 CSCO May 15th 65/70 Bull Put Spread 0.435
XOM May 15, 26 XOM May 15th 150/155 Bull Put Spread 0.400

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 85.3%$60$60$440-$145.012-2.191-0.655747.7%7.642.29-8.3%
MRNA Bull Put Apr 17, 26 76.1%$65$65$435-$554.533-1.408-3.039881.3%1.493.22-20.8%
WMT Bear Call Apr 24, 26 81.5%$66$66$534-$453.816-4.758-2.577926.5%1.480.80-15.9%
AMD Bear Call Apr 24, 26 70.1%$65$65$436-$853.013-1.6920.238452.4%12.641.78-117.0%
MSFT Bear Call May 1, 26 81.1%$130$130$870-$595.114-6.225-0.476836.3%10.720.82-26.5%
TSM Bear Call May 1, 26 80.0%$75$75$425-$252.880-2.516-0.476846.7%6.041.14-36.7%
UNH Bear Call May 1, 26 66.6%$59$59$441-$1082.212-1.8210.476840.9%4.641.21-200.8%
ORCL Bull Put May 1, 26 74.4%$84$84$416-$442.031-2.099-0.476857.2%4.260.97-30.4%
NFLX Bear Call May 1, 26 66.0%$64$64$436-$1062.000-1.914-0.476843.5%4.191.05-121.1%
AMZN Bull Put May 1, 26 78.6%$81$81$420-$261.717-2.147-0.238453.6%7.200.800.0%
IWM Bull Put May 1, 26 82.5%$74$74$426-$131.678-2.896-0.238437.8%7.040.5817.6%
GOOGL Bull Put May 1, 26 78.2%$86$86$414-$231.594-2.4600.000045.3%—0.654.1%
HOOD Bear Call May 8, 26 82.5%$70$70$430-$171.938-1.536-0.596069.6%3.251.26-10.0%
PLTR Bull Put May 8, 26 78.5%$84$84$416-$231.523-1.797-0.238469.4%6.390.85-4.2%
MSTR Bear Call May 8, 26 83.5%$72$72$428-$101.318-1.222-0.238471.9%5.531.0820.8%
RKLB Bull Put May 15, 26 81.7%$104$104$396$131.779-1.496-0.3576100.8%4.971.1912.0%
BA Bear Call May 15, 26 72.7%$56$56$444-$811.714-2.5710.000038.7%—0.67-150.0%
NOW Bear Call May 15, 26 100.0%$84$84$616$841.461-1.933-0.357658.7%4.090.7643.5%
COIN Bull Put May 15, 26 78.0%$83$83$417-$271.445-1.5510.476888.4%3.030.93-23.5%
UBER Bear Call May 15, 26 83.8%$56$56$445-$251.263-2.265-0.983542.0%1.280.5611.7%
CRM Bull Put May 15, 26 76.6%$86$86$414-$311.221-2.582-0.238446.9%5.120.47-10.5%
XOM Bull Put May 15, 26 71.7%$68$68$432-$731.213-3.032-0.238438.1%5.090.40-77.9%
CRWV Bear Call May 15, 26 70.2%$60$60$440-$891.070-0.795-0.476888.7%2.241.35-104.2%
PDD Bear Call May 15, 26 100.0%$55$55$446$551.040-2.257-0.655736.5%1.590.4638.5%
CSCO Bull Put May 15, 26 83.3%$56$56$444-$281.035-2.379-1.013344.0%1.020.4317.9%
ASTS Bear Call May 15, 26 74.9%$66$66$434-$590.981-0.652-0.9537109.7%1.031.50-43.9%
TOTAL / AVG 79.2% avg$1907$1907$11893-$91654.600-58.196-13.813456.6% avg3.9527.22-835.7%
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.