Portfolio Analysis — live-active-by-symbol-2026-04-13_13-50

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 8, 26May 15, 26May 22, 26Total
HOOD2.029 2.029
AAPL1.801 1.801
MSTR1.772 1.772
CRM1.725 1.725
COIN1.509 1.509
PLTR1.456 1.456
CRCL1.440 1.440
UBER1.420 1.420
PDD1.123 1.123
DAL1.084 1.084
ASTS0.957 0.957
XOM-0.080 -0.080
TOTAL5.2564.9296.050 16.235

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 8, 26May 15, 26May 22, 26Total
XOM13.161 13.161
DAL10.540 10.540
PLTR7.808 7.808
CRCL3.273 3.273
COIN2.328 2.328
ASTS-4.940 -4.940
PDD-5.269 -5.269
MSTR-5.510 -5.510
CRM-5.531 -5.531
AAPL-6.771 -6.771
UBER-8.451 -8.451
HOOD-10.561 -10.561
TOTAL-8.262-3.1711.511 -9.922

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 8, 26May 15, 26May 22, 26Total
UBER-1.132 -1.132
DAL-1.013 -1.013
ASTS-0.954 -0.954
PDD-0.805 -0.805
AAPL-0.477 -0.477
PLTR-0.477 -0.477
CRCL-0.358 -0.358
HOOD-0.238 -0.238
CRM-0.119 -0.119
MSTR0.000 0.000
XOM0.000 0.000
COIN0.238 0.238
TOTAL-0.715-2.652-1.967 -5.335

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 8, 26May 15, 26May 22, 26Total
AAPL-4.499 -4.499
CRM-2.901 -2.901
DAL-2.323 -2.323
PDD-2.109 -2.109
UBER-2.094 -2.094
PLTR-1.449 -1.449
COIN-1.443 -1.443
MSTR-1.428 -1.428
HOOD-1.401 -1.401
CRCL-1.360 -1.360
ASTS-0.549 -0.549
XOM-0.242 -0.242
TOTAL-4.278-6.437-11.084 -21.799

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
CRM May 22, 26 CRM May 22nd 195/200 Bear Call Spread 14.470
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 8.510
COIN May 15, 26 COIN May 15th 130/135 Bull Put Spread 6.329
CRCL May 22, 26 CRCL May 22nd 65/70 Bull Put Spread 4.026
AAPL May 22, 26 AAPL May 22nd 275/280 Bear Call Spread 3.778
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 3.053
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 1.396
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 1.254
DAL May 22, 26 DAL May 22nd 55/60 Bull Put Spread 1.070
ASTS May 15, 26 ASTS May 15th 115/120 Bear Call Spread 1.003
MSTR May 8, 26 MSTR May 8th 150/155 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|
ASTS May 15, 26 ASTS May 15th 115/120 Bear Call Spread 1.742
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 1.448
MSTR May 8, 26 MSTR May 8th 150/155 Bear Call Spread 1.240
CRCL May 22, 26 CRCL May 22nd 65/70 Bull Put Spread 1.058
COIN May 15, 26 COIN May 15th 130/135 Bull Put Spread 1.046
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 1.005
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 0.678
CRM May 22, 26 CRM May 22nd 195/200 Bear Call Spread 0.595
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 0.533
DAL May 22, 26 DAL May 22nd 55/60 Bull Put Spread 0.467
AAPL May 22, 26 AAPL May 22nd 275/280 Bear Call Spread 0.400
XOM May 15, 26 XOM May 15th 150/155 Bull Put Spread -0.331

Position Scorecard

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

SymbolTypeExpiryChanceCreditMax ProfitMax LossEVΘ ThetaVegaΓ GammaIVΘ/|Γ|Θ/|V|Return
HOOD Bear Call May 8, 26 75.7%$70$70$430-$512.029-1.401-0.238468.3%8.511.45-35.0%
MSTR Bear Call May 8, 26 77.4%$72$72$428-$411.772-1.4280.000064.7%—1.24-13.2%
PLTR Bull Put May 8, 26 64.3%$84$84$416-$941.456-1.449-0.476866.4%3.051.00-90.5%
COIN Bull Put May 15, 26 86.3%$83$83$417$141.509-1.4430.238486.0%6.331.0527.1%
UBER Bear Call May 15, 26 88.3%$56$56$445-$31.420-2.094-1.132543.6%1.250.6821.6%
PDD Bear Call May 15, 26 90.5%$55$55$446$71.123-2.109-0.804736.2%1.400.5348.6%
ASTS Bear Call May 15, 26 69.2%$66$66$434-$880.957-0.549-0.9537107.6%1.001.74-81.8%
XOM Bull Put May 15, 26 43.7%$68$68$432-$213-0.080-0.2420.000033.9%—-0.33-278.7%
AAPL Bear Call May 22, 26 77.8%$60$60$440-$511.801-4.499-0.476825.5%3.780.40-78.3%
CRM Bear Call May 22, 26 82.9%$69$69$431-$171.725-2.901-0.119239.9%14.470.59-20.3%
CRCL Bull Put May 22, 26 87.0%$64$64$436-$11.440-1.360-0.357699.0%4.031.063.9%
DAL Bull Put May 22, 26 79.3%$65$65$435-$391.084-2.323-1.013350.0%1.070.47-10.0%
TOTAL / AVG 76.9% avg$811$811$5189-$57716.235-21.799-5.334660.1% avg3.049.88-506.5%
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.