Portfolio Analysis — live-active-by-symbol-2026-04-14_08-20

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
CRM2.455 2.455
PLTR2.071 2.071
AAPL1.657 1.657
COIN1.599 1.599
UBER1.562 1.562
ASTS1.276 1.276
PDD1.223 1.223
MSTR1.138 1.138
DAL1.034 1.034
CRCL0.759 0.759
HOOD0.708 0.708
XOM-0.500 -0.500
TOTAL3.9175.1605.905 14.981

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
XOM12.960 12.960
DAL6.652 6.652
PLTR6.604 6.604
COIN1.697 1.697
CRCL1.506 1.506
ASTS-4.351 -4.351
PDD-6.028 -6.028
AAPL-6.880 -6.880
CRM-6.977 -6.977
MSTR-7.319 -7.319
UBER-9.430 -9.430
HOOD-12.733 -12.733
TOTAL-13.448-5.151-5.699 -24.298

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-1.222 -1.222
PDD-0.834 -0.834
DAL-0.715 -0.715
AAPL-0.238 -0.238
CRM-0.119 -0.119
ASTS0.000 0.000
CRCL0.000 0.000
MSTR0.000 0.000
PLTR0.000 0.000
XOM0.000 0.000
COIN0.119 0.119
HOOD0.238 0.238
TOTAL0.238-1.937-1.073 -2.772

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-3.999 -3.999
CRM-3.256 -3.256
PDD-2.307 -2.307
UBER-2.235 -2.235
DAL-1.812 -1.812
PLTR-1.712 -1.712
COIN-1.315 -1.315
CRCL-0.831 -0.831
MSTR-0.797 -0.797
ASTS-0.683 -0.683
HOOD-0.350 -0.350
XOM1.173 1.173
TOTAL-2.859-5.368-9.898 -18.125

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 20.597
COIN May 15, 26 COIN May 15th 130/135 Bull Put Spread 13.411
AAPL May 22, 26 AAPL May 22nd 275/280 Bear Call Spread 6.948
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 2.969
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 1.465
DAL May 22, 26 DAL May 22nd 55/60 Bull Put Spread 1.446
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 1.278
ASTS May 15, 26 ASTS May 15th 115/120 Bear Call Spread —
CRCL May 22, 26 CRCL May 22nd 65/70 Bull Put Spread —
MSTR May 8, 26 MSTR May 8th 150/155 Bear Call Spread —
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put 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|
HOOD May 8, 26 HOOD May 8th 80/85 Bear Call Spread 2.023
ASTS May 15, 26 ASTS May 15th 115/120 Bear Call Spread 1.868
MSTR May 8, 26 MSTR May 8th 150/155 Bear Call Spread 1.427
COIN May 15, 26 COIN May 15th 130/135 Bull Put Spread 1.215
PLTR May 8, 26 PLTR May 8th 120/125 Bull Put Spread 1.210
CRCL May 22, 26 CRCL May 22nd 65/70 Bull Put Spread 0.914
CRM May 22, 26 CRM May 22nd 195/200 Bear Call Spread 0.754
UBER May 15, 26 UBER May 15th 82.5/87.5 Bear Call Spread 0.699
DAL May 22, 26 DAL May 22nd 55/60 Bull Put Spread 0.571
PDD May 15, 26 PDD May 15th 115/120 Bear Call Spread 0.530
AAPL May 22, 26 AAPL May 22nd 275/280 Bear Call Spread 0.414
XOM May 15, 26 XOM May 15th 150/155 Bull Put Spread -0.426

Position Scorecard

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

SymbolTypeExpiryChanceCreditMax ProfitMax LossEVΘ ThetaVegaΓ GammaIVΘ/|Γ|Θ/|V|Return
PLTR Bull Put May 8, 26 71.4%$84$84$416-$592.071-1.7120.000069.5%—1.21-54.8%
MSTR Bear Call May 8, 26 62.7%$72$72$428-$1151.138-0.7970.000065.8%—1.43-118.8%
HOOD Bear Call May 8, 26 55.0%$70$70$430-$1550.708-0.3500.238473.3%2.972.02-171.4%
COIN Bull Put May 15, 26 91.2%$83$83$417$391.599-1.3150.119289.4%13.411.2245.8%
UBER Bear Call May 15, 26 88.5%$56$56$445-$21.562-2.235-1.221943.0%1.280.7010.8%
ASTS Bear Call May 15, 26 75.4%$66$66$434-$571.276-0.6830.0000112.6%—1.87-36.4%
PDD Bear Call May 15, 26 89.7%$55$55$446$31.223-2.307-0.834535.0%1.470.5341.3%
XOM Bull Put May 15, 26 33.5%$68$68$432-$264-0.5001.1730.000033.5%—-0.43-377.9%
CRM Bear Call May 22, 26 80.1%$69$69$431-$312.455-3.256-0.119241.9%20.600.75-81.9%
AAPL Bear Call May 22, 26 75.8%$60$60$440-$611.657-3.999-0.238426.3%6.950.41-92.5%
DAL Bull Put May 22, 26 97.3%$65$65$435$511.034-1.812-0.715361.2%1.450.5720.0%
CRCL Bull Put May 22, 26 94.1%$64$64$436$350.759-0.8310.0000109.5%—0.9160.2%
TOTAL / AVG 76.2% avg$811$811$5189-$61614.981-18.125-2.771663.4% avg5.4111.20-755.6%
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.