Portfolio Analysis — live-active-by-symbol-2026-05-14_14-01

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
RDDT2.447 2.447
TEAM2.422 2.422
HOOD2.412 2.412
FSLR1.949 1.949
UAL1.948 1.948
ARM1.797 1.797
IREN1.784 1.784
XYZ1.776 1.776
COIN1.724 1.724
CRWV1.660 1.660
MRNA1.626 1.626
UBER1.563 1.563
EL1.558 1.558
GM1.518 1.518
NFLX1.446 1.446
CVNA1.352 1.352
ZS1.350 1.350
SHOP1.318 1.318
BX1.283 1.283
BA1.249 1.249
DAL1.240 1.240
UPS1.228 1.228
PLTR1.192 1.192
JPM1.186 1.186
AMZN1.136 1.136
TOTAL1.3504.8695.04425.4643.436 40.162

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
NFLX21.103 21.103
UBER15.459 15.459
TEAM13.306 13.306
EL12.845 12.845
XYZ11.302 11.302
DAL11.106 11.106
GM10.370 10.370
UPS8.892 8.892
MRNA8.122 8.122
UAL7.371 7.371
JPM6.994 6.994
RDDT6.983 6.983
BX6.700 6.700
HOOD6.253 6.253
IREN5.439 5.439
BA4.630 4.630
CRWV3.554 3.554
AMZN3.061 3.061
FSLR3.003 3.003
COIN2.429 2.429
ARM1.711 1.711
ZS-3.803 -3.803
PLTR-4.604 -4.604
SHOP-5.769 -5.769
CVNA-6.456 -6.456
TOTAL-3.80320.28934.34984.31014.855 150.001

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-1.967 -1.967
UBER-1.818 -1.818
GM-1.431 -1.431
XYZ-1.311 -1.311
DAL-1.132 -1.132
UPS-1.132 -1.132
MRNA-0.983 -0.983
EL-0.834 -0.834
CVNA-0.715 -0.715
JPM-0.715 -0.715
BX-0.536 -0.536
HOOD-0.536 -0.536
TEAM-0.477 -0.477
UAL-0.477 -0.477
IREN-0.417 -0.417
SHOP-0.358 -0.358
FSLR-0.119 -0.119
AMZN0.000 0.000
BA0.000 0.000
COIN0.000 0.000
CRWV0.000 0.000
RDDT0.000 0.000
ZS0.000 0.000
PLTR0.119 0.119
ARM0.238 0.238
TOTAL0.000-0.477-3.219-9.596-1.311 -14.603

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-3.706 -3.706
XYZ-3.443 -3.443
UBER-3.403 -3.403
NFLX-3.332 -3.332
UPS-3.231 -3.231
BA-3.170 -3.170
AMZN-3.157 -3.157
GM-3.011 -3.011
EL-2.726 -2.726
BX-2.705 -2.705
FSLR-2.633 -2.633
UAL-2.474 -2.474
DAL-2.377 -2.377
HOOD-2.049 -2.049
COIN-1.839 -1.839
RDDT-1.804 -1.804
PLTR-1.784 -1.784
CRWV-1.682 -1.682
ARM-1.674 -1.674
MRNA-1.659 -1.659
SHOP-1.644 -1.644
CVNA-1.531 -1.531
TEAM-1.507 -1.507
IREN-1.261 -1.261
ZS-0.759 -0.759
TOTAL-0.759-3.311-9.087-40.277-5.125 -58.559

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 16.351
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 10.003
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 7.538
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 5.080
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 4.497
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 4.275
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 4.086
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 3.684
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 2.392
CVNA Jun 18, 26 CVNA Jun 18th 85/90 Bear Call Spread 1.891
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 1.867
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 1.658
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.653
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 1.355
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 1.095
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 1.084
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 1.061
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.860
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.735
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread —
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread —
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread —
CRWV Jun 26, 26 CRWV Jun 26th 80/85 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 1.779
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 1.608
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 1.415
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread 1.356
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 1.177
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 1.074
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 0.987
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 0.980
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 0.938
CVNA Jun 18, 26 CVNA Jun 18th 85/90 Bear Call Spread 0.883
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 0.801
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 0.787
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 0.740
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 0.669
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 0.571
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.521
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 0.516
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.504
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 0.474
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.459
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.434
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.394
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.380
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 0.360
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 0.320

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 1476.0%$56$56$444-$641.350-0.7590.000095.1%—1.78-20.5%-2.6%
RDDT Bull Put Jun 5, 26 2170.2%$77$77$423-$722.447-1.8040.000064.2%—1.36-91.6%-16.7%
TEAM Bull Put Jun 5, 26 2163.7%$91$91$409-$912.422-1.507-0.476870.0%5.081.61-95.0%-21.1%
HOOD Bull Put Jun 12, 26 2887.6%$78$78$422$162.412-2.049-0.536467.2%4.501.1826.9%—
NFLX Bull Put Jun 12, 26 2864.0%$71$71$429-$1091.446-3.332-1.967031.2%0.740.43-85.2%-14.1%
JPM Bull Put Jun 12, 26 2868.3%$75$75$425-$841.186-3.706-0.715327.2%1.660.32-66.7%-11.8%
FSLR Bull Put Jun 18, 26 3485.4%$78$78$422$51.949-2.633-0.119253.4%16.350.745.8%—
UAL Bull Put Jun 18, 26 3482.1%$76$76$424-$131.948-2.474-0.476857.2%4.090.79-11.2%-2.0%
ARM Bull Put Jun 18, 26 3488.9%$79$79$421$241.797-1.6740.238480.6%7.541.0726.6%—
IREN Bull Put Jun 18, 26 3484.0%$74$74$426-$61.784-1.261-0.4172114.4%4.281.414.7%—
COIN Bull Put Jun 18, 26 3484.3%$74$74$426-$51.724-1.8390.000074.3%—0.94-3.4%-0.6%
MRNA Bull Put Jun 18, 26 3484.0%$56$56$444-$241.626-1.659-0.983577.0%1.650.98-2.7%-0.3%
UBER Bull Put Jun 18, 26 3474.2%$66$66$434-$631.563-3.403-1.817936.5%0.860.46-37.9%-5.8%
EL Bull Put Jun 18, 26 3473.1%$81$81$419-$541.558-2.726-0.834545.8%1.870.57-35.8%-6.9%
GM Bull Put Jun 18, 26 3480.7%$53$53$448-$441.518-3.011-1.430539.8%1.060.50-14.3%-1.7%
CVNA Bear Call Jun 18, 26 3485.6%$53$53$447-$191.352-1.531-0.715360.5%1.890.8810.4%—
SHOP Bear Call Jun 18, 26 3484.1%$74$74$426-$61.318-1.644-0.357657.0%3.680.8019.6%—
BX Bull Put Jun 18, 26 3480.6%$72$72$428-$251.283-2.705-0.536443.0%2.390.477.6%—
BA Bull Put Jun 18, 26 3479.1%$56$56$445-$491.249-3.1700.000036.7%—0.39-38.7%-4.8%
DAL Bull Put Jun 18, 26 3476.6%$72$72$428-$451.240-2.377-1.132549.2%1.090.52-7.6%-1.3%
UPS Bull Put Jun 18, 26 3488.0%$50$50$450-$101.228-3.231-1.132533.5%1.080.38-3.0%-0.3%
PLTR Bear Call Jun 18, 26 3483.7%$67$67$433-$141.192-1.7840.119250.7%10.000.6714.9%—
AMZN Bull Put Jun 18, 26 3486.5%$54$54$446-$131.136-3.1570.000032.7%—0.3616.7%—
XYZ Bull Put Jun 26, 26 4283.8%$89$89$611-$241.776-3.443-1.311350.0%1.350.525.6%—
CRWV Bull Put Jun 26, 26 4284.2%$69$69$431-$101.660-1.6820.000091.0%—0.99-23.9%-3.8%
TOTAL / AVG —79.9% avg$1740$1740$10960-$80040.162-58.559-14.603157.5% avg2.7520.13-398.7%-2.7%
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.