Portfolio Analysis — live-active-by-symbol-2026-04-09_13-47

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.

SymbolMay 1, 26May 8, 26May 15, 26May 22, 26Total
MSFT4.796 4.796
ORCL1.764 1.764
HOOD1.714 1.714
MSTR1.680 1.680
AAPL1.590 1.590
UBER1.428 1.428
UNH1.425 1.425
COIN1.423 1.423
TSM1.247 1.247
PDD1.139 1.139
INTC1.021 1.021
ASTS0.999 0.999
BA0.922 0.922
PLTR0.855 0.855
CRM0.656 0.656
XOM0.599 0.599
TOTAL9.2324.2497.1652.611 23.257

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.

SymbolMay 1, 26May 8, 26May 15, 26May 22, 26Total
XOM12.367 12.367
ORCL8.984 8.984
PLTR7.653 7.653
CRM7.560 7.560
INTC3.641 3.641
COIN2.782 2.782
ASTS-4.226 -4.226
TSM-4.683 -4.683
MSTR-5.015 -5.015
PDD-5.685 -5.685
UNH-6.611 -6.611
MSFT-7.348 -7.348
AAPL-7.428 -7.428
BA-7.548 -7.548
UBER-8.603 -8.603
HOOD-9.722 -9.722
TOTAL-9.658-7.083-3.354-3.787 -23.882

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).

SymbolMay 1, 26May 8, 26May 15, 26May 22, 26Total
UBER-1.103 -1.103
PDD-0.775 -0.775
HOOD-0.715 -0.715
CRM-0.477 -0.477
XOM-0.477 -0.477
INTC-0.387 -0.387
AAPL-0.238 -0.238
ASTS-0.238 -0.238
MSTR-0.238 -0.238
BA0.000 0.000
COIN0.000 0.000
MSFT0.000 0.000
ORCL0.000 0.000
PLTR0.000 0.000
TSM0.000 0.000
UNH0.477 0.477
TOTAL0.477-0.954-3.070-0.626 -4.172

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.

SymbolMay 1, 26May 8, 26May 15, 26May 22, 26Total
MSFT-5.468 -5.468
AAPL-4.167 -4.167
PDD-2.373 -2.373
UBER-2.351 -2.351
ORCL-1.915 -1.915
CRM-1.730 -1.730
COIN-1.545 -1.545
MSTR-1.487 -1.487
UNH-1.417 -1.417
HOOD-1.395 -1.395
XOM-1.360 -1.360
INTC-1.231 -1.231
PLTR-1.111 -1.111
BA-1.019 -1.019
TSM-0.957 -0.957
ASTS-0.714 -0.714
TOTAL-9.756-3.994-11.092-5.398 -30.239

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
MSTR May 8, 26 MSTR May 8th 150/155 Bear Call Spread 7.046
AAPL May 22, 26 AAPL May 22nd 275/280 Bear Call Spread 6.670
ASTS May 15, 26 ASTS May 15th 115/120 Bear Call Spread 4.190
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 2.988
INTC May 22, 26 INTC May 22nd 38/43 Bull Put Spread 2.634
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 2.397
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 1.469
CRM May 15, 26 CRM May 15th 160/165 Bull Put Spread 1.375
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 1.295
XOM May 15, 26 XOM May 15th 150/155 Bull Put Spread 1.255
BA May 15, 26 BA May 15th 225/230 Bear Call Spread —
COIN May 15, 26 COIN May 15th 130/135 Bull Put Spread —
MSFT May 1, 26 MSFT May 1st 400/410 Bear Call Spread —
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put 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|
ASTS May 15, 26 ASTS May 15th 115/120 Bear Call Spread 1.399
TSM May 1, 26 TSM May 1st 375/380 Bear Call Spread 1.304
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 1.229
MSTR May 8, 26 MSTR May 8th 150/155 Bear Call Spread 1.130
UNH May 1, 26 UNH May 1st 315/320 Bear Call Spread 1.006
ORCL May 1, 26 ORCL May 1st 125/130 Bull Put Spread 0.921
COIN May 15, 26 COIN May 15th 130/135 Bull Put Spread 0.921
BA May 15, 26 BA May 15th 225/230 Bear Call Spread 0.906
MSFT May 1, 26 MSFT May 1st 400/410 Bear Call Spread 0.877
INTC May 22, 26 INTC May 22nd 38/43 Bull Put Spread 0.829
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 0.769
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 0.607
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 0.480
XOM May 15, 26 XOM May 15th 150/155 Bull Put Spread 0.440
AAPL May 22, 26 AAPL May 22nd 275/280 Bear Call Spread 0.382
CRM May 15, 26 CRM May 15th 160/165 Bull Put Spread 0.379

Position Scorecard

Each column normalized independently. Grouped by expiration, sorted by Theta within each group.

SymbolTypeExpiryChanceCreditMax ProfitMax LossEVΘ ThetaVegaΓ GammaIVΘ/|Γ|Θ/|V|Return
MSFT Bear Call May 1, 26 78.7%$130$130$870-$834.796-5.4680.000037.9%—0.88-32.7%
ORCL Bull Put May 1, 26 67.8%$84$84$416-$771.764-1.9150.000054.4%—0.92-57.7%
UNH Bear Call May 1, 26 61.4%$59$59$441-$1341.425-1.4170.476837.2%2.991.01-200.8%
TSM Bear Call May 1, 26 60.4%$75$75$425-$1231.247-0.9570.000045.1%—1.30-150.0%
HOOD Bear Call May 8, 26 76.3%$70$70$430-$491.714-1.395-0.715367.8%2.401.23-28.6%
MSTR Bear Call May 8, 26 80.1%$72$72$428-$281.680-1.487-0.238464.7%7.051.13-6.3%
PLTR Bull Put May 8, 26 58.9%$84$84$416-$1220.855-1.1110.000068.2%—0.77-123.2%
UBER Bear Call May 15, 26 85.5%$56$56$445-$171.428-2.351-1.102741.3%1.300.6119.8%
COIN Bull Put May 15, 26 80.5%$83$83$417-$141.423-1.5450.000085.6%—0.920.6%
PDD Bear Call May 15, 26 91.9%$55$55$446$141.139-2.373-0.774934.9%1.470.4841.3%
ASTS Bear Call May 15, 26 76.3%$66$66$434-$520.999-0.714-0.2384104.0%4.191.40-28.8%
BA Bear Call May 15, 26 58.3%$56$56$444-$1520.922-1.0190.000037.2%—0.91-266.1%
CRM Bull Put May 15, 26 60.6%$86$86$414-$1110.656-1.730-0.476845.7%1.380.38-97.7%
XOM Bull Put May 15, 26 51.3%$68$68$432-$1750.599-1.360-0.476833.3%1.260.44-245.6%
AAPL Bear Call May 22, 26 73.6%$60$60$440-$721.590-4.167-0.238424.9%6.670.38-124.2%
INTC Bull Put May 22, 26 99.6%$75$75$425$731.021-1.231-0.387484.7%2.630.8356.0%
TOTAL / AVG 72.6% avg$1178$1178$7322-$112323.257-30.239-4.172354.2% avg5.5713.58-1243.9%
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.