Portfolio Analysis — live-active-by-symbol-2026-05-12_14-04

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 29, 26Jun 5, 26Jun 12, 26Jun 18, 26Total
ZS3.064 3.064
FSLR2.748 2.748
RDDT2.180 2.180
TEAM2.124 2.124
GLW1.795 1.795
IREN1.751 1.751
ARM1.709 1.709
JPM1.698 1.698
HOOD1.593 1.593
COIN1.590 1.590
CVNA1.541 1.541
MRNA1.434 1.434
NFLX1.411 1.411
UBER1.400 1.400
NOW1.235 1.235
DAL1.216 1.216
UPS1.213 1.213
PLTR1.205 1.205
SHOP1.179 1.179
BKNG1.159 1.159
AMZN1.113 1.113
BA1.047 1.047
TOTAL3.0645.5394.70222.098 35.402

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 29, 26Jun 5, 26Jun 12, 26Jun 18, 26Total
NFLX19.085 19.085
DAL12.368 12.368
UBER12.072 12.072
TEAM9.418 9.418
UPS9.087 9.087
RDDT8.028 8.028
BKNG7.310 7.310
IREN6.234 6.234
HOOD6.175 6.175
JPM6.117 6.117
MRNA5.907 5.907
FSLR4.100 4.100
AMZN3.365 3.365
BA3.117 3.117
ARM2.747 2.747
COIN2.681 2.681
GLW1.904 1.904
NOW-3.410 -3.410
ZS-3.966 -3.966
PLTR-5.283 -5.283
SHOP-6.430 -6.430
CVNA-8.267 -8.267
TOTAL-3.96614.03531.37650.911 92.357

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 29, 26Jun 5, 26Jun 12, 26Jun 18, 26Total
NFLX-1.848 -1.848
UBER-1.550 -1.550
DAL-1.311 -1.311
UPS-1.162 -1.162
MRNA-0.715 -0.715
TEAM-0.715 -0.715
HOOD-0.656 -0.656
CVNA-0.596 -0.596
RDDT-0.477 -0.477
SHOP-0.477 -0.477
AMZN-0.358 -0.358
NOW-0.328 -0.328
IREN-0.298 -0.298
JPM-0.238 -0.238
PLTR-0.119 -0.119
BKNG0.000 0.000
BA0.119 0.119
GLW0.119 0.119
COIN0.238 0.238
FSLR0.238 0.238
ZS0.238 0.238
ARM0.477 0.477
TOTAL0.238-1.520-2.742-5.394 -9.418

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 29, 26Jun 5, 26Jun 12, 26Jun 18, 26Total
JPM-4.443 -4.443
NFLX-3.470 -3.470
UPS-3.315 -3.315
AMZN-3.290 -3.290
UBER-3.260 -3.260
FSLR-3.210 -3.210
BA-2.774 -2.774
BKNG-2.738 -2.738
DAL-2.535 -2.535
ARM-1.917 -1.917
PLTR-1.880 -1.880
COIN-1.844 -1.844
CVNA-1.841 -1.841
HOOD-1.793 -1.793
GLW-1.718 -1.718
SHOP-1.681 -1.681
RDDT-1.629 -1.629
TEAM-1.575 -1.575
MRNA-1.433 -1.433
IREN-1.365 -1.365
NOW-1.072 -1.072
ZS-1.059 -1.059
TOTAL-1.059-4.276-9.707-34.801 -49.842

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
GLW Jun 18, 26 GLW Jun 18th 140/145 Bull Put Spread 15.058
ZS May 29, 26 ZS May 29th 175/180 Bear Call Spread 12.850
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 11.525
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 10.109
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 8.779
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 7.121
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 6.667
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 5.875
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread 4.572
NOW Jun 5, 26 NOW Jun 5th 110/115 Bear Call Spread 3.767
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 3.583
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 3.112
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 2.970
CVNA Jun 18, 26 CVNA Jun 18th 88/94 Bear Call Spread 2.586
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 2.473
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 2.430
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 2.004
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 1.044
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.927
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.903
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.763
BKNG Jun 18, 26 BKNG Jun 18th 145/150 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|
ZS May 29, 26 ZS May 29th 175/180 Bear Call Spread 2.893
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 1.349
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread 1.338
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 1.283
NOW Jun 5, 26 NOW Jun 5th 110/115 Bear Call Spread 1.152
GLW Jun 18, 26 GLW Jun 18th 140/145 Bull Put Spread 1.045
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.001
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 0.891
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 0.888
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 0.862
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 0.856
CVNA Jun 18, 26 CVNA Jun 18th 88/94 Bear Call Spread 0.837
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 0.702
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 0.641
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.480
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.429
BKNG Jun 18, 26 BKNG Jun 18th 145/150 Bull Put Spread 0.423
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.406
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 0.382
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.377
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.366
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 0.338

Position Scorecard

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

SymbolTypeExpiryDTEChanceCreditMax ProfitMax LossEVΘ ThetaVegaΓ GammaIVΘ/|Γ|Θ/|V|ReturnLoss/Risk
ZS Bear Call May 29, 26 1681.9%$56$56$444-$343.064-1.0590.238493.9%12.852.89-35.7%-4.5%
RDDT Bull Put Jun 5, 26 2363.6%$77$77$423-$1052.180-1.629-0.476860.7%4.571.34-146.8%-26.7%
TEAM Bull Put Jun 5, 26 2372.7%$91$91$409-$452.124-1.575-0.715377.5%2.971.35-37.4%-8.3%
NOW Bear Call Jun 5, 26 23100.0%$52$52$448$521.235-1.072-0.327861.6%3.771.1556.7%—
JPM Bull Put Jun 12, 26 3074.8%$75$75$425-$511.698-4.443-0.238427.3%7.120.38-46.7%-8.2%
HOOD Bull Put Jun 12, 26 3086.4%$78$78$422$101.593-1.793-0.655765.7%2.430.8932.0%—
NFLX Bull Put Jun 12, 26 3066.8%$71$71$429-$951.411-3.470-1.847731.5%0.760.41-67.6%-11.2%
FSLR Bull Put Jun 18, 26 3680.9%$78$78$422-$172.748-3.2100.238454.9%11.520.86-61.5%-11.4%
GLW Bull Put Jun 18, 26 3688.4%$76$76$424$181.795-1.7180.119280.6%15.061.0524.3%—
IREN Bull Put Jun 18, 26 3682.7%$74$74$426-$131.751-1.365-0.2980108.2%5.871.28-7.4%-1.3%
ARM Bull Put Jun 18, 26 3681.3%$79$79$421-$141.709-1.9170.476873.5%3.580.89-17.1%-3.2%
COIN Bull Put Jun 18, 26 3681.9%$74$74$426-$161.590-1.8440.238474.3%6.670.86-21.6%-3.8%
CVNA Bear Call Jun 18, 26 3682.3%$73$73$527-$331.541-1.841-0.596061.3%2.590.842.0%—
MRNA Bull Put Jun 18, 26 3686.3%$56$56$444-$121.434-1.433-0.715384.8%2.001.0015.2%—
UBER Bull Put Jun 18, 26 3680.6%$66$66$434-$311.400-3.260-1.549737.0%0.900.43-3.0%-0.5%
DAL Bull Put Jun 18, 26 3674.9%$72$72$428-$541.216-2.535-1.311346.7%0.930.48-21.5%-3.6%
UPS Bull Put Jun 18, 26 3689.5%$50$50$450-$21.213-3.315-1.162333.7%1.040.37-12.0%-1.3%
PLTR Bear Call Jun 18, 26 3680.5%$67$67$433-$301.205-1.880-0.119249.6%10.110.64-7.5%-1.2%
SHOP Bear Call Jun 18, 26 3680.8%$74$74$426-$221.179-1.681-0.476854.5%2.470.705.4%—
BKNG Bull Put Jun 18, 26 3671.6%$69$69$431-$731.159-2.7380.000041.4%—0.42-70.3%-11.3%
AMZN Bull Put Jun 18, 26 3683.7%$54$54$446-$271.113-3.290-0.357633.0%3.110.340.9%—
BA Bull Put Jun 18, 26 3684.2%$56$56$445-$231.047-2.7740.119238.1%8.780.3810.8%—
TOTAL / AVG —80.7% avg$1518$1518$9583-$62035.402-49.842-9.417558.6% avg3.7618.94-408.6%-3.3%
Column guide — EV & Greeks
DTE
Days to expiration as of when this report was generated. Highlighted in amber when ≤ 21 — the target window to close or roll positions to avoid gamma risk and assignment complications near expiry.
Loss/Risk
Current loss expressed as a percentage of maximum possible loss (i.e. the capital at risk). Only shown for losing positions — blank for positions currently at a gain. Formula: (current P&L / max loss) × 100. Highlighted in red when ≤ −25%, which is the stop-loss close-out threshold. Unlike Return (which is % of max profit), this metric uses the same denominator as the actual risk taken.
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. Highlighted in green when ≥ 50%, the take-profit close-out threshold. Colour is diverging: green for positive return, red for negative.
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.