Portfolio Analysis — live-active-by-symbol-2026-05-13_08-39

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
ZS3.641 3.641
TEAM2.125 2.125
HOOD1.921 1.921
IREN1.847 1.847
RDDT1.836 1.836
FSLR1.813 1.813
COIN1.636 1.636
MRNA1.605 1.605
ARM1.566 1.566
UPS1.425 1.425
UBER1.410 1.410
JPM1.409 1.409
GLW1.399 1.399
NFLX1.387 1.387
NOW1.356 1.356
BA1.244 1.244
DAL1.225 1.225
AMZN1.198 1.198
SHOP1.180 1.180
CVNA1.128 1.128
PLTR1.026 1.026
BKNG0.723 0.723
TOTAL3.6415.3174.71720.426 34.101

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
NFLX20.114 20.114
UBER14.123 14.123
TEAM12.220 12.220
DAL12.065 12.065
UPS9.882 9.882
BKNG8.364 8.364
RDDT7.968 7.968
MRNA7.854 7.854
IREN7.493 7.493
HOOD7.377 7.377
JPM6.690 6.690
AMZN3.569 3.569
BA3.124 3.124
COIN3.090 3.090
FSLR2.444 2.444
ARM2.069 2.069
GLW1.498 1.498
NOW-3.138 -3.138
PLTR-3.709 -3.709
ZS-4.067 -4.067
CVNA-5.126 -5.126
SHOP-5.412 -5.412
TOTAL-4.06717.05134.18161.329 108.493

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-1.729 -1.729
UBER-1.729 -1.729
DAL-1.371 -1.371
UPS-1.192 -1.192
MRNA-0.864 -0.864
HOOD-0.656 -0.656
IREN-0.596 -0.596
CVNA-0.507 -0.507
ARM-0.477 -0.477
SHOP-0.477 -0.477
TEAM-0.477 -0.477
NOW-0.298 -0.298
AMZN-0.119 -0.119
BA-0.119 -0.119
FSLR-0.119 -0.119
PLTR-0.119 -0.119
BKNG0.000 0.000
COIN0.000 0.000
GLW0.000 0.000
JPM0.000 0.000
RDDT0.000 0.000
ZS0.000 0.000
TOTAL0.000-0.775-2.384-7.689 -10.848

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-4.083 -4.083
UPS-3.569 -3.569
AMZN-3.390 -3.390
NFLX-3.332 -3.332
UBER-3.299 -3.299
BA-2.947 -2.947
DAL-2.500 -2.500
FSLR-2.392 -2.392
BKNG-2.139 -2.139
HOOD-1.980 -1.980
COIN-1.918 -1.918
ARM-1.738 -1.738
MRNA-1.635 -1.635
SHOP-1.634 -1.634
PLTR-1.574 -1.574
TEAM-1.536 -1.536
RDDT-1.519 -1.519
GLW-1.419 -1.419
IREN-1.408 -1.408
CVNA-1.399 -1.399
ZS-1.165 -1.165
NOW-1.042 -1.042
TOTAL-1.165-4.097-9.394-32.960 -47.616

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 15.209
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 10.435
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 10.051
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 8.609
NOW Jun 5, 26 NOW Jun 5th 110/115 Bear Call Spread 4.550
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 4.456
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 3.284
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 3.099
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 2.930
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 2.474
CVNA Jun 18, 26 CVNA Jun 18th 88/94 Bear Call Spread 2.227
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.857
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 1.196
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.894
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.816
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.803
BKNG Jun 18, 26 BKNG Jun 18th 145/150 Bull Put Spread —
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread —
GLW Jun 18, 26 GLW Jun 18th 140/145 Bull Put Spread —
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread —
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread —
ZS May 29, 26 ZS May 29th 175/180 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|
ZS May 29, 26 ZS May 29th 175/180 Bear Call Spread 3.126
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 1.383
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 1.312
NOW Jun 5, 26 NOW Jun 5th 110/115 Bear Call Spread 1.301
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread 1.209
GLW Jun 18, 26 GLW Jun 18th 140/145 Bull Put Spread 0.986
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 0.981
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 0.970
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 0.901
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 0.853
CVNA Jun 18, 26 CVNA Jun 18th 88/94 Bear Call Spread 0.807
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 0.758
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 0.722
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 0.652
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.490
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.427
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.422
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.416
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.399
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 0.353
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 0.345
BKNG Jun 18, 26 BKNG Jun 18th 145/150 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 1584.5%$56$56$444-$223.641-1.1650.000092.2%—3.13-30.4%-3.8%
TEAM Bull Put Jun 5, 26 2265.2%$91$91$409-$832.125-1.536-0.476870.7%4.461.38-75.8%-16.9%
RDDT Bull Put Jun 5, 26 2262.7%$77$77$423-$1101.836-1.5190.000061.2%—1.21-133.8%-24.4%
NOW Bear Call Jun 5, 26 2294.0%$52$52$448$221.356-1.042-0.298062.5%4.551.3061.5%—
HOOD Bull Put Jun 12, 26 2985.7%$78$78$422$71.921-1.980-0.655765.3%2.930.9715.4%—
JPM Bull Put Jun 12, 26 2970.8%$75$75$425-$711.409-4.0830.000026.9%—0.35-59.3%-10.5%
NFLX Bull Put Jun 12, 26 2964.7%$71$71$429-$1061.387-3.332-1.728531.6%0.800.42-80.3%-13.3%
IREN Bull Put Jun 18, 26 3577.4%$74$74$426-$391.847-1.408-0.5960106.8%3.101.31-29.7%-5.2%
FSLR Bull Put Jun 18, 26 3587.4%$78$78$422$151.813-2.392-0.119257.2%15.210.7617.3%—
COIN Bull Put Jun 18, 26 3578.3%$74$74$426-$341.636-1.9180.000071.2%—0.85-35.1%-6.1%
MRNA Bull Put Jun 18, 26 3583.3%$56$56$444-$281.605-1.635-0.864379.8%1.860.98-7.1%-0.9%
ARM Bull Put Jun 18, 26 3584.8%$79$79$421$31.566-1.738-0.476875.8%3.280.9016.5%—
UPS Bull Put Jun 18, 26 3588.3%$50$50$450-$91.425-3.569-1.192133.3%1.200.40-24.0%-2.7%
UBER Bull Put Jun 18, 26 3576.2%$66$66$434-$531.410-3.299-1.728536.8%0.820.43-24.2%-3.7%
GLW Bull Put Jun 18, 26 3590.4%$76$76$424$281.399-1.4190.000081.8%—0.9944.7%—
BA Bull Put Jun 18, 26 3584.8%$56$56$445-$211.244-2.947-0.119237.4%10.440.4211.7%—
DAL Bull Put Jun 18, 26 3576.2%$72$72$428-$471.225-2.500-1.370947.1%0.890.49-16.7%-2.8%
AMZN Bull Put Jun 18, 26 3583.6%$54$54$446-$281.198-3.390-0.119232.9%10.050.35-5.6%-0.7%
SHOP Bear Call Jun 18, 26 3585.5%$74$74$426$11.180-1.634-0.476855.0%2.470.7229.1%—
CVNA Bear Call Jun 18, 26 3589.1%$73$73$527$81.128-1.399-0.506662.7%2.230.8152.0%—
PLTR Bear Call Jun 18, 26 3586.5%$67$67$433-$01.026-1.574-0.119253.1%8.610.6534.3%—
BKNG Bull Put Jun 18, 26 3562.8%$69$69$431-$1170.723-2.1390.000042.2%—0.34-110.1%-17.6%
TOTAL / AVG —80.1% avg$1518$1518$9583-$68234.101-47.616-10.848058.3% avg3.1419.15-349.6%-2.8%
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.