Portfolio Analysis — live-active-by-symbol-2026-04-07_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, 26May 22, 26Total
MSFT5.148 5.148
STZ5.092 5.092
TSM3.292 3.292
AMD2.839 2.839
NFLX2.266 2.266
ORCL2.030 2.030
RKLB1.965 1.965
AMZN1.959 1.959
HOOD1.765 1.765
GOOGL1.762 1.762
MSTR1.756 1.756
IWM1.664 1.664
PLTR1.596 1.596
UNH1.586 1.586
NOW1.538 1.538
AAPL1.497 1.497
INTC1.413 1.413
COIN1.404 1.404
UBER1.384 1.384
BA1.349 1.349
XOM1.097 1.097
PDD1.076 1.076
CRWV1.051 1.051
CRM1.042 1.042
CSCO0.987 0.987
ASTS0.978 0.978
TOTAL5.0922.83919.7085.11713.8712.910 49.538

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, 26May 22, 26Total
INTC9.213 9.213
XOM8.345 8.345
ORCL6.762 6.762
CSCO6.718 6.718
RKLB6.393 6.393
CRM4.719 4.719
IWM4.032 4.032
AMZN4.027 4.027
PLTR3.763 3.763
GOOGL3.241 3.241
COIN2.514 2.514
TSM-3.991 -3.991
ASTS-4.256 -4.256
MSTR-4.272 -4.272
NOW-4.620 -4.620
AAPL-5.268 -5.268
PDD-5.387 -5.387
BA-5.838 -5.838
UNH-6.056 -6.056
CRWV-6.962 -6.962
AMD-6.976 -6.976
MSFT-7.483 -7.483
STZ-8.167 -8.167
UBER-8.827 -8.827
HOOD-9.251 -9.251
NFLX-15.497 -15.497
TOTAL-8.167-6.976-14.964-9.760-7.2003.944 -43.123

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, 26May 22, 26Total
UNH-0.954 -0.954
CSCO-0.924 -0.924
UBER-0.924 -0.924
NFLX-0.834 -0.834
INTC-0.775 -0.775
STZ-0.775 -0.775
PDD-0.596 -0.596
ORCL-0.477 -0.477
XOM-0.477 -0.477
RKLB-0.417 -0.417
MSTR-0.358 -0.358
NOW-0.358 -0.358
BA-0.238 -0.238
COIN-0.238 -0.238
CRM-0.238 -0.238
HOOD-0.238 -0.238
MSFT-0.238 -0.238
AAPL-0.119 -0.119
IWM-0.119 -0.119
AMD0.000 0.000
AMZN0.000 0.000
CRWV0.000 0.000
TSM0.000 0.000
PLTR0.119 0.119
GOOGL0.238 0.238
ASTS0.477 0.477
TOTAL-0.7750.000-2.384-0.477-3.934-0.894 -8.464

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, 26May 22, 26Total
MSFT-6.190 -6.190
AAPL-4.260 -4.260
XOM-2.834 -2.834
IWM-2.772 -2.772
TSM-2.589 -2.589
GOOGL-2.489 -2.489
CRM-2.431 -2.431
BA-2.313 -2.313
UBER-2.292 -2.292
CSCO-2.242 -2.242
PDD-2.236 -2.236
AMZN-2.191 -2.191
STZ-2.162 -2.162
NFLX-2.078 -2.078
ORCL-2.030 -2.030
NOW-1.954 -1.954
INTC-1.828 -1.828
PLTR-1.784 -1.784
RKLB-1.589 -1.589
COIN-1.508 -1.508
AMD-1.449 -1.449
HOOD-1.431 -1.431
MSTR-1.417 -1.417
UNH-1.149 -1.149
CRWV-0.680 -0.680
ASTS-0.627 -0.627
TOTAL-2.162-1.449-21.489-4.632-20.704-6.089 -56.524

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 21.593
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 13.961
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 13.385
AAPL May 22, 26 AAPL May 22nd 275/280 Bear Call Spread 12.557
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 7.403
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 7.392
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 6.572
COIN May 15, 26 COIN May 15th 130/135 Bull Put Spread 5.890
BA May 15, 26 BA May 15th 225/230 Bear Call Spread 5.659
MSTR May 8, 26 MSTR May 8th 150/155 Bear Call Spread 4.911
RKLB May 15, 26 RKLB May 15th 45/50 Bull Put Spread 4.708
CRM May 15, 26 CRM May 15th 160/165 Bull Put Spread 4.370
NOW May 15, 26 NOW May 15th 128/135 Bear Call Spread 4.301
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 4.258
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 2.715
XOM May 15, 26 XOM May 15th 150/155 Bull Put Spread 2.300
ASTS May 15, 26 ASTS May 15th 115/120 Bear Call Spread 2.052
INTC May 22, 26 INTC May 22nd 38/43 Bull Put Spread 1.824
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 1.806
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 1.663
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 1.498
CSCO May 15, 26 CSCO May 15th 65/70 Bull Put Spread 1.068
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread —
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread —
CRWV May 15, 26 CRWV May 15th 95/100 Bear Call 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|
STZ Apr 17, 26 STZ Apr 17th 165/170 Bear Call Spread 2.355
AMD Apr 24, 26 AMD Apr 24th 230/235 Bear Call Spread 1.960
ASTS May 15, 26 ASTS May 15th 115/120 Bear Call Spread 1.561
CRWV May 15, 26 CRWV May 15th 95/100 Bear Call Spread 1.545
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 1.380
TSM May 1, 26 TSM May 1st 375/380 Bear Call Spread 1.272
MSTR May 8, 26 MSTR May 8th 150/155 Bear Call Spread 1.240
RKLB May 15, 26 RKLB May 15th 45/50 Bull Put Spread 1.236
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 1.233
NFLX May 1, 26 NFLX May 1st 103/108 Bear Call Spread 1.091
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 1.000
COIN May 15, 26 COIN May 15th 130/135 Bull Put Spread 0.931
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 0.895
AMZN May 1, 26 AMZN May 1st 185/190 Bull Put Spread 0.894
MSFT May 1, 26 MSFT May 1st 400/410 Bear Call Spread 0.832
NOW May 15, 26 NOW May 15th 128/135 Bear Call Spread 0.787
INTC May 22, 26 INTC May 22nd 38/43 Bull Put Spread 0.773
GOOGL May 1, 26 GOOGL May 1st 270/275 Bull Put Spread 0.708
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 0.604
IWM May 1, 26 IWM May 1st 225/230 Bull Put Spread 0.600
BA May 15, 26 BA May 15th 225/230 Bear Call Spread 0.583
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 0.481
CSCO May 15, 26 CSCO May 15th 65/70 Bull Put Spread 0.440
CRM May 15, 26 CRM May 15th 160/165 Bull Put Spread 0.429
XOM May 15, 26 XOM May 15th 150/155 Bull Put Spread 0.387
AAPL May 22, 26 AAPL May 22nd 275/280 Bear Call Spread 0.351

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 84.5%$60$60$440-$175.092-2.162-0.774948.0%6.572.350.0%
AMD Bear Call Apr 24, 26 67.0%$65$65$436-$1002.839-1.4490.000053.9%—1.96-144.2%
MSFT Bear Call May 1, 26 80.1%$130$130$870-$695.148-6.190-0.238436.2%21.590.83-35.0%
TSM Bear Call May 1, 26 78.0%$75$75$425-$353.292-2.5890.000046.7%—1.27-70.0%
NFLX Bear Call May 1, 26 67.1%$64$64$436-$1012.266-2.078-0.834542.9%2.721.09-121.9%
ORCL Bull Put May 1, 26 75.4%$84$84$416-$392.030-2.030-0.476859.3%4.261.00-27.4%
AMZN Bull Put May 1, 26 80.4%$81$81$420-$171.959-2.1910.000054.4%—0.895.0%
GOOGL Bull Put May 1, 26 81.3%$86$86$414-$81.762-2.4890.238445.7%7.390.7116.9%
IWM Bull Put May 1, 26 82.6%$74$74$426-$131.664-2.772-0.119239.2%13.960.6019.6%
UNH Bear Call May 1, 26 60.5%$59$59$441-$1391.586-1.149-0.953740.8%1.661.38-243.2%
HOOD Bear Call May 8, 26 78.4%$70$70$430-$381.765-1.431-0.238469.5%7.401.23-25.7%
MSTR Bear Call May 8, 26 84.3%$72$72$428-$61.756-1.417-0.357671.5%4.911.245.6%
PLTR Bull Put May 8, 26 82.1%$84$84$416-$51.596-1.7840.119270.0%13.380.8914.9%
RKLB Bull Put May 15, 26 81.6%$104$104$396$121.965-1.589-0.417298.5%4.711.2410.6%
NOW Bear Call May 15, 26 90.8%$84$84$616$201.538-1.954-0.357658.7%4.300.7946.4%
COIN Bull Put May 15, 26 81.4%$83$83$417-$101.404-1.508-0.238489.9%5.890.930.6%
UBER Bear Call May 15, 26 86.4%$56$56$445-$121.384-2.292-0.923943.4%1.500.608.1%
BA Bear Call May 15, 26 73.3%$56$56$444-$771.349-2.313-0.238439.4%5.660.58-114.3%
XOM Bull Put May 15, 26 69.0%$68$68$432-$871.097-2.834-0.476837.9%2.300.39-100.0%
PDD Bear Call May 15, 26 90.7%$55$55$446$81.076-2.236-0.596037.1%1.810.4839.5%
CRWV Bear Call May 15, 26 67.5%$60$60$440-$1021.051-0.6800.000090.3%—1.55-137.5%
CRM Bull Put May 15, 26 76.0%$86$86$414-$341.042-2.431-0.238447.5%4.370.43-2.3%
CSCO Bull Put May 15, 26 85.3%$56$56$444-$180.987-2.242-0.923944.8%1.070.4426.8%
ASTS Bear Call May 15, 26 74.1%$66$66$434-$630.978-0.6270.4768110.8%2.051.56-51.5%
AAPL Bear Call May 22, 26 82.0%$60$60$440-$301.497-4.260-0.119227.1%12.560.35-41.7%
INTC Bull Put May 22, 26 79.3%$75$75$425-$291.413-1.828-0.774978.4%1.820.77-23.3%
TOTAL / AVG 78.4% avg$1911$1911$11789-$101149.538-56.524-8.463957.0% avg5.8525.57-944.2%
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.