Portfolio Analysis — live-active-by-symbol-2026-05-15_10-31

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
RDDT2.812 2.812
TEAM2.550 2.550
UAL2.263 2.263
HOOD1.986 1.986
XYZ1.942 1.942
IREN1.936 1.936
ARM1.820 1.820
ZS1.671 1.671
EL1.601 1.601
NFLX1.551 1.551
UBER1.521 1.521
COIN1.465 1.465
BX1.442 1.442
MRNA1.432 1.432
UPS1.370 1.370
CRWV1.349 1.349
SHOP1.320 1.320
AMZN1.285 1.285
GM1.285 1.285
BA1.276 1.276
PLTR1.267 1.267
DAL1.245 1.245
JPM1.119 1.119
CVNA1.116 1.116
FSLR1.091 1.091
TOTAL1.6715.3634.65624.7353.291 39.716

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
NFLX20.925 20.925
UBER14.181 14.181
EL13.345 13.345
GM13.270 13.270
XYZ12.498 12.498
DAL11.891 11.891
UPS9.158 9.158
MRNA8.774 8.774
TEAM8.752 8.752
UAL8.545 8.545
BX8.492 8.492
JPM7.964 7.964
IREN7.794 7.794
HOOD7.307 7.307
RDDT7.193 7.193
BA6.392 6.392
CRWV4.177 4.177
AMZN3.920 3.920
COIN3.676 3.676
ARM2.513 2.513
FSLR2.220 2.220
ZS-4.880 -4.880
PLTR-4.891 -4.891
CVNA-5.518 -5.518
SHOP-6.877 -6.877
TOTAL-4.88015.94536.19796.88516.676 160.823

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-1.907 -1.907
UBER-1.669 -1.669
GM-1.520 -1.520
XYZ-1.311 -1.311
DAL-1.252 -1.252
EL-1.252 -1.252
UPS-1.192 -1.192
MRNA-1.132 -1.132
COIN-0.954 -0.954
HOOD-0.685 -0.685
IREN-0.656 -0.656
PLTR-0.596 -0.596
TEAM-0.596 -0.596
ARM-0.477 -0.477
BA-0.477 -0.477
BX-0.477 -0.477
CRWV-0.477 -0.477
CVNA-0.477 -0.477
ZS-0.477 -0.477
UAL-0.298 -0.298
AMZN-0.238 -0.238
JPM-0.238 -0.238
SHOP-0.238 -0.238
FSLR0.000 0.000
RDDT0.477 0.477
TOTAL-0.477-0.119-2.831-12.904-1.788 -18.120

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
XYZ-3.614 -3.614
JPM-3.486 -3.486
AMZN-3.481 -3.481
NFLX-3.417 -3.417
UPS-3.304 -3.304
BA-3.273 -3.273
UBER-3.223 -3.223
GM-2.935 -2.935
BX-2.910 -2.910
EL-2.783 -2.783
UAL-2.535 -2.535
DAL-2.402 -2.402
HOOD-1.933 -1.933
FSLR-1.906 -1.906
RDDT-1.897 -1.897
PLTR-1.878 -1.878
ARM-1.865 -1.865
COIN-1.768 -1.768
TEAM-1.763 -1.763
SHOP-1.676 -1.676
CRWV-1.599 -1.599
MRNA-1.562 -1.562
IREN-1.413 -1.413
CVNA-1.360 -1.360
ZS-0.699 -0.699
TOTAL-0.699-3.660-8.836-40.275-5.213 -58.683

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 7.595
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread 5.898
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 5.536
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 5.390
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 4.694
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 4.279
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 3.817
ZS May 29, 26 ZS May 29th 175/180 Bear Call Spread 3.504
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 3.025
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 2.953
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 2.897
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 2.830
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 2.676
CVNA Jun 18, 26 CVNA Jun 18th 85/90 Bear Call Spread 2.339
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 2.125
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 1.536
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 1.481
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 1.279
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.265
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 1.150
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.995
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.912
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.845
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.813
FSLR Jun 18, 26 FSLR Jun 18th 190/195 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 2.391
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread 1.483
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 1.447
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 1.371
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 1.027
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 0.976
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 0.917
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 0.893
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 0.844
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 0.828
CVNA Jun 18, 26 CVNA Jun 18th 85/90 Bear Call Spread 0.820
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 0.675
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 0.575
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 0.572
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 0.537
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.518
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 0.496
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.472
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.454
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.438
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.415
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.390
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 0.369
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 0.321

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 1368.9%$56$56$444-$991.671-0.699-0.476896.0%3.502.39-92.0%-11.6%
RDDT Bull Put Jun 5, 26 2070.4%$77$77$423-$712.812-1.8970.476863.7%5.901.48-92.9%-16.9%
TEAM Bull Put Jun 5, 26 2079.4%$91$91$409-$122.550-1.763-0.596072.0%4.281.451.1%—
HOOD Bull Put Jun 12, 26 2784.0%$78$78$422-$21.986-1.933-0.685564.9%2.901.0321.8%—
NFLX Bull Put Jun 12, 26 2765.2%$71$71$429-$1031.551-3.417-1.907331.2%0.810.45-78.2%-12.9%
JPM Bull Put Jun 12, 26 2765.2%$75$75$425-$991.119-3.486-0.238426.3%4.690.32-93.3%-16.5%
UAL Bull Put Jun 18, 26 3380.2%$76$76$424-$232.263-2.535-0.298059.3%7.600.89-43.4%-7.8%
IREN Bull Put Jun 18, 26 3378.5%$74$74$426-$331.936-1.413-0.6557105.1%2.951.37-26.4%-4.6%
ARM Bull Put Jun 18, 26 3384.0%$79$79$421-$11.820-1.865-0.476874.2%3.820.980.6%—
EL Bull Put Jun 18, 26 3373.0%$81$81$419-$541.601-2.783-1.251744.8%1.280.58-35.8%-6.9%
UBER Bull Put Jun 18, 26 3377.7%$66$66$434-$461.521-3.223-1.668937.8%0.910.47-25.0%-3.8%
COIN Bull Put Jun 18, 26 3374.2%$74$74$426-$551.465-1.768-0.953770.8%1.540.83-58.8%-10.2%
BX Bull Put Jun 18, 26 3378.1%$72$72$428-$381.442-2.910-0.476841.8%3.020.50-22.2%-3.7%
MRNA Bull Put Jun 18, 26 3382.4%$56$56$444-$321.432-1.562-1.132578.8%1.260.92-8.9%-1.1%
UPS Bull Put Jun 18, 26 3397.0%$50$50$450$351.370-3.304-1.192134.0%1.150.41-9.0%-1.0%
SHOP Bear Call Jun 18, 26 3379.0%$74$74$426-$311.320-1.676-0.238455.4%5.540.79-2.7%-0.5%
AMZN Bull Put Jun 18, 26 3383.1%$54$54$446-$311.285-3.481-0.238432.4%5.390.37-12.0%-1.5%
GM Bull Put Jun 18, 26 3375.6%$53$53$448-$691.285-2.935-1.519939.2%0.850.44-46.7%-5.5%
BA Bull Put Jun 18, 26 3373.3%$56$56$445-$781.276-3.273-0.476834.7%2.680.39-102.7%-12.8%
PLTR Bear Call Jun 18, 26 3383.0%$67$67$433-$181.267-1.878-0.596049.1%2.130.6711.9%—
DAL Bull Put Jun 18, 26 3376.2%$72$72$428-$471.245-2.402-1.251748.3%0.990.52-12.5%-2.1%
CVNA Bear Call Jun 18, 26 3385.6%$53$53$447-$191.116-1.360-0.476859.5%2.340.8231.1%—
FSLR Bull Put Jun 18, 26 3385.8%$78$78$422$71.091-1.9060.000055.4%—0.5739.7%—
XYZ Bull Put Jun 26, 26 4182.7%$89$89$611-$321.942-3.614-1.311349.6%1.480.54-5.6%-0.8%
CRWV Bull Put Jun 26, 26 4178.6%$69$69$431-$381.349-1.599-0.476887.2%2.830.84-31.2%-5.0%
TOTAL / AVG —78.4% avg$1740$1740$10960-$99039.716-58.683-18.119856.5% avg2.1920.02-692.9%-4.3%
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.