Portfolio Analysis — live-active-by-symbol-2026-05-13_14-05

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, 26Jun 26, 26Total
ZS3.247 3.247
RDDT2.342 2.342
FSLR2.236 2.236
TEAM2.225 2.225
ARM2.135 2.135
IREN2.011 2.011
HOOD1.929 1.929
XYZ1.698 1.698
NFLX1.675 1.675
COIN1.514 1.514
UAL1.495 1.495
SHOP1.445 1.445
CVNA1.427 1.427
UPS1.417 1.417
BKNG1.417 1.417
UBER1.403 1.403
JPM1.358 1.358
DAL1.321 1.321
EL1.211 1.211
AMZN1.157 1.157
MRNA1.137 1.137
BA1.118 1.118
PLTR0.979 0.979
TOTAL3.2474.5674.96223.4241.698 37.899

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, 26Jun 26, 26Total
NFLX20.214 20.214
UBER14.956 14.956
XYZ13.226 13.226
TEAM13.168 13.168
DAL12.114 12.114
EL10.466 10.466
BKNG9.689 9.689
UPS9.648 9.648
HOOD7.539 7.539
RDDT7.538 7.538
IREN7.183 7.183
JPM7.058 7.058
MRNA6.797 6.797
UAL6.751 6.751
FSLR3.054 3.054
COIN3.042 3.042
AMZN2.813 2.813
BA2.695 2.695
ARM2.233 2.233
PLTR-3.651 -3.651
ZS-4.748 -4.748
SHOP-5.531 -5.531
CVNA-6.136 -6.136
TOTAL-4.74820.70534.81176.12413.226 140.118

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, 26Jun 26, 26Total
NFLX-2.086 -2.086
UBER-1.758 -1.758
XYZ-1.341 -1.341
DAL-1.252 -1.252
UPS-1.162 -1.162
EL-1.132 -1.132
MRNA-0.864 -0.864
HOOD-0.715 -0.715
JPM-0.715 -0.715
CVNA-0.596 -0.596
SHOP-0.596 -0.596
IREN-0.536 -0.536
TEAM-0.477 -0.477
UAL-0.417 -0.417
PLTR-0.358 -0.358
AMZN-0.238 -0.238
ARM-0.238 -0.238
RDDT-0.238 -0.238
FSLR-0.119 -0.119
BA0.000 0.000
ZS0.238 0.238
BKNG0.477 0.477
COIN0.954 0.954
TOTAL0.238-0.715-3.517-7.838-1.341 -13.173

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, 26Jun 26, 26Total
JPM-3.797 -3.797
XYZ-3.707 -3.707
NFLX-3.648 -3.648
UPS-3.525 -3.525
UBER-3.297 -3.297
AMZN-3.045 -3.045
FSLR-2.819 -2.819
BA-2.625 -2.625
DAL-2.559 -2.559
EL-2.516 -2.516
BKNG-2.234 -2.234
UAL-2.202 -2.202
HOOD-2.010 -2.010
ARM-2.008 -2.008
COIN-1.814 -1.814
SHOP-1.760 -1.760
RDDT-1.729 -1.729
CVNA-1.622 -1.622
PLTR-1.509 -1.509
TEAM-1.452 -1.452
IREN-1.425 -1.425
MRNA-1.380 -1.380
ZS-0.995 -0.995
TOTAL-0.995-3.181-9.456-36.340-3.707 -53.679

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 18.758
ZS May 29, 26 ZS May 29th 175/180 Bear Call Spread 13.620
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread 9.823
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 8.954
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 4.852
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 4.667
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 3.750
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 3.583
BKNG Jun 18, 26 BKNG Jun 18th 145/150 Bull Put Spread 2.971
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 2.738
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 2.697
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 2.424
CVNA Jun 18, 26 CVNA Jun 18th 88/94 Bear Call Spread 2.394
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 1.899
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 1.588
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.315
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 1.266
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 1.219
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 1.070
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 1.055
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.803
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.798
BA Jun 18, 26 BA Jun 18th 205/210 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 3.265
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 1.532
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 1.412
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread 1.355
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 1.063
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 0.960
CVNA Jun 18, 26 CVNA Jun 18th 88/94 Bear Call Spread 0.880
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 0.835
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 0.824
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 0.821
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 0.793
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 0.679
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 0.649
BKNG Jun 18, 26 BKNG Jun 18th 145/150 Bull Put Spread 0.634
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.516
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 0.481
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.459
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 0.458
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.426
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.426
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.402
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 0.380
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 0.358

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 1577.2%$56$56$444-$583.247-0.9950.238495.0%13.623.27-87.5%-11.0%
RDDT Bull Put Jun 5, 26 2266.7%$77$77$423-$892.342-1.729-0.238462.6%9.821.35-120.8%-22.0%
TEAM Bull Put Jun 5, 26 2262.3%$91$91$409-$972.225-1.452-0.476870.1%4.671.53-100.5%-22.4%
HOOD Bull Put Jun 12, 26 2983.3%$78$78$422-$61.929-2.010-0.715364.0%2.700.9616.0%—
NFLX Bull Put Jun 12, 26 2966.3%$71$71$429-$971.675-3.648-2.086231.1%0.800.46-78.9%-13.1%
JPM Bull Put Jun 12, 26 2967.9%$75$75$425-$851.358-3.797-0.715327.4%1.900.36-80.0%-14.1%
FSLR Bull Put Jun 18, 26 3585.5%$78$78$422$62.236-2.819-0.119254.9%18.760.79-4.5%-0.8%
ARM Bull Put Jun 18, 26 3587.0%$79$79$421$142.135-2.008-0.238476.3%8.951.062.5%—
IREN Bull Put Jun 18, 26 3579.6%$74$74$426-$282.011-1.425-0.5364109.5%3.751.41-30.4%-5.3%
COIN Bull Put Jun 18, 26 3577.3%$74$74$426-$401.514-1.8140.953773.0%1.590.83-35.1%-6.1%
UAL Bull Put Jun 18, 26 3580.9%$76$76$424-$201.495-2.202-0.417258.0%3.580.680.7%—
SHOP Bear Call Jun 18, 26 3586.1%$74$74$426$41.445-1.760-0.596056.2%2.420.8226.4%—
CVNA Bear Call Jun 18, 26 3589.0%$73$73$527$71.427-1.622-0.596062.9%2.390.8838.4%—
UPS Bull Put Jun 18, 26 3596.6%$50$50$450$331.417-3.525-1.162333.4%1.220.40-20.0%-2.2%
BKNG Bull Put Jun 18, 26 3561.1%$69$69$431-$1261.417-2.2340.476841.3%2.970.63-193.5%-31.0%
UBER Bull Put Jun 18, 26 3574.2%$66$66$434-$631.403-3.297-1.758336.7%0.800.43-33.3%-5.1%
DAL Bull Put Jun 18, 26 3575.8%$72$72$428-$491.321-2.559-1.251747.1%1.060.52-18.1%-3.0%
EL Bull Put Jun 18, 26 3576.9%$81$81$419-$351.211-2.516-1.132546.6%1.070.48-1.9%-0.4%
AMZN Bull Put Jun 18, 26 3587.0%$54$54$446-$111.157-3.045-0.238434.4%4.850.3817.6%—
MRNA Bull Put Jun 18, 26 3584.1%$56$56$444-$241.137-1.380-0.864381.3%1.320.8216.1%—
BA Bull Put Jun 18, 26 3587.1%$56$56$445-$91.118-2.6250.000039.3%—0.4322.5%—
PLTR Bear Call Jun 18, 26 3586.1%$67$67$433-$20.979-1.509-0.357654.3%2.740.6534.3%—
XYZ Bull Put Jun 26, 26 4378.9%$89$89$611-$581.698-3.707-1.341146.5%1.270.46-4.5%-0.7%
TOTAL / AVG —79.0% avg$1636$1636$10165-$83337.899-53.679-13.172656.6% avg2.8819.61-634.5%-4.6%
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.