Portfolio Analysis — live-active-by-symbol-2026-05-14_08-35

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
RDDT2.724 2.724
FSLR2.301 2.301
UAL2.066 2.066
TEAM2.026 2.026
HOOD1.986 1.986
MRNA1.962 1.962
IREN1.726 1.726
COIN1.679 1.679
EL1.644 1.644
XYZ1.624 1.624
NFLX1.560 1.560
UPS1.532 1.532
UBER1.475 1.475
JPM1.449 1.449
BKNG1.365 1.365
AMZN1.321 1.321
SHOP1.222 1.222
BA1.197 1.197
DAL1.164 1.164
PLTR1.037 1.037
ZS1.005 1.005
ARM0.743 0.743
TOTAL1.0054.7504.99422.4341.624 34.807

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
NFLX19.552 19.552
UBER18.559 18.559
TEAM12.516 12.516
XYZ12.024 12.024
EL11.866 11.866
DAL11.193 11.193
UPS9.537 9.537
BKNG9.381 9.381
MRNA9.019 9.019
RDDT8.235 8.235
UAL8.186 8.186
HOOD7.933 7.933
JPM6.632 6.632
IREN5.200 5.200
BA3.927 3.927
FSLR3.610 3.610
AMZN3.337 3.337
COIN3.228 3.228
ARM1.456 1.456
ZS-3.335 -3.335
PLTR-3.922 -3.922
SHOP-4.774 -4.774
TOTAL-3.33520.75134.11789.80212.024 153.358

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
UBER-1.907 -1.907
NFLX-1.788 -1.788
DAL-1.311 -1.311
XYZ-1.281 -1.281
UPS-1.222 -1.222
MRNA-1.013 -1.013
EL-0.954 -0.954
HOOD-0.715 -0.715
TEAM-0.715 -0.715
UAL-0.536 -0.536
IREN-0.417 -0.417
ARM-0.238 -0.238
BKNG-0.238 -0.238
JPM-0.238 -0.238
PLTR-0.238 -0.238
SHOP-0.238 -0.238
BA-0.119 -0.119
AMZN0.000 0.000
COIN0.000 0.000
RDDT0.000 0.000
ZS0.000 0.000
FSLR0.477 0.477
TOTAL0.000-0.715-2.742-7.957-1.281 -12.696

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-4.020 -4.020
UPS-3.577 -3.577
XYZ-3.473 -3.473
NFLX-3.449 -3.449
AMZN-3.341 -3.341
UBER-3.254 -3.254
BA-2.946 -2.946
FSLR-2.836 -2.836
EL-2.760 -2.760
UAL-2.560 -2.560
DAL-2.397 -2.397
BKNG-2.278 -2.278
HOOD-2.051 -2.051
COIN-1.869 -1.869
MRNA-1.816 -1.816
PLTR-1.560 -1.560
SHOP-1.553 -1.553
RDDT-1.551 -1.551
TEAM-1.464 -1.464
ARM-1.241 -1.241
IREN-1.228 -1.228
ZS-0.682 -0.682
TOTAL-0.682-3.015-9.520-35.217-3.473 -51.906

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 10.039
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 6.077
BKNG Jun 18, 26 BKNG Jun 18th 145/150 Bull Put Spread 5.724
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 5.127
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 4.826
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 4.348
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 4.138
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 3.852
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 3.118
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 2.832
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 2.776
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.937
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 1.724
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 1.267
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 1.253
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.888
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.872
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.773
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread —
COIN Jun 18, 26 COIN Jun 18th 165/170 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|
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread 1.756
ZS May 29, 26 ZS May 29th 175/180 Bear Call Spread 1.475
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 1.406
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 1.384
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.080
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 0.968
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 0.898
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 0.811
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 0.807
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 0.787
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 0.664
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 0.599
BKNG Jun 18, 26 BKNG Jun 18th 145/150 Bull Put Spread 0.599
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 0.596
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.486
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 0.467
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.453
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.452
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.428
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.406
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 0.395
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 0.360

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 1477.2%$56$56$444-$581.005-0.6820.000099.9%—1.48-2.7%-0.3%
RDDT Bull Put Jun 5, 26 2162.9%$77$77$423-$1092.724-1.5510.000063.7%—1.76-172.7%-31.4%
TEAM Bull Put Jun 5, 26 2164.4%$91$91$409-$872.026-1.464-0.715371.0%2.831.38-75.8%-16.9%
HOOD Bull Put Jun 12, 26 2884.0%$78$78$422-$21.986-2.051-0.715362.7%2.780.9714.7%—
NFLX Bull Put Jun 12, 26 2866.1%$71$71$429-$981.560-3.449-1.788132.0%0.870.45-71.1%-11.8%
JPM Bull Put Jun 12, 26 2870.8%$75$75$425-$711.449-4.020-0.238427.3%6.080.36-56.7%-10.0%
FSLR Bull Put Jun 18, 26 3482.8%$78$78$422-$82.301-2.8360.476854.8%4.830.81-28.2%-5.2%
UAL Bull Put Jun 18, 26 3478.2%$76$76$424-$332.066-2.560-0.536457.2%3.850.81-29.6%-5.3%
MRNA Bull Put Jun 18, 26 3484.5%$56$56$444-$211.962-1.816-1.013378.7%1.941.08-25.9%-3.3%
IREN Bull Put Jun 18, 26 3486.2%$74$74$426$51.726-1.228-0.4172116.2%4.141.417.4%—
COIN Bull Put Jun 18, 26 3477.6%$74$74$426-$381.679-1.8690.000072.7%—0.90-45.3%-7.9%
EL Bull Put Jun 18, 26 3476.1%$81$81$419-$391.644-2.760-0.953746.8%1.720.60-26.5%-5.1%
UPS Bull Put Jun 18, 26 3497.1%$50$50$450$351.532-3.577-1.221933.5%1.250.43-18.0%-2.0%
UBER Bull Put Jun 18, 26 3468.2%$66$66$434-$931.475-3.254-1.907336.4%0.770.45-81.8%-12.4%
BKNG Bull Put Jun 18, 26 3462.2%$69$69$431-$1201.365-2.278-0.238441.9%5.720.60-171.7%-27.5%
AMZN Bull Put Jun 18, 26 3484.9%$54$54$446-$221.321-3.3410.000033.8%—0.400.0%—
SHOP Bear Call Jun 18, 26 3488.7%$74$74$426$171.222-1.553-0.238456.9%5.130.7940.5%—
BA Bull Put Jun 18, 26 3482.3%$56$56$445-$331.197-2.946-0.119238.6%10.040.41-19.8%-2.5%
DAL Bull Put Jun 18, 26 3476.6%$72$72$428-$451.164-2.397-1.311347.8%0.890.49-3.5%-0.6%
PLTR Bear Call Jun 18, 26 3485.2%$67$67$433-$71.037-1.560-0.238453.9%4.350.6628.4%—
ARM Bull Put Jun 18, 26 3486.4%$79$79$421$110.743-1.241-0.238477.9%3.120.6054.4%—
XYZ Bull Put Jun 26, 26 4280.8%$89$89$611-$451.624-3.473-1.281548.0%1.270.475.6%—
TOTAL / AVG —78.3% avg$1563$1563$9638-$86034.807-51.906-12.695856.9% avg2.7417.28-678.3%-5.1%
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.