Portfolio Analysis — live-active-by-symbol-2026-05-15_10-42

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
RDDT3.279 3.279
ZS2.784 2.784
TEAM2.452 2.452
HOOD1.987 1.987
IREN1.947 1.947
XYZ1.936 1.936
UAL1.907 1.907
ARM1.789 1.789
NFLX1.587 1.587
UBER1.513 1.513
MRNA1.438 1.438
BX1.428 1.428
EL1.425 1.425
COIN1.408 1.408
UPS1.374 1.374
CRWV1.356 1.356
SHOP1.344 1.344
GM1.327 1.327
BA1.305 1.305
AMZN1.270 1.270
DAL1.262 1.262
PLTR1.251 1.251
JPM1.231 1.231
CVNA1.123 1.123
FSLR1.077 1.077
TOTAL2.7845.7314.80524.1883.292 40.800

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
NFLX20.583 20.583
UBER14.551 14.551
GM13.397 13.397
EL12.844 12.844
XYZ12.549 12.549
DAL11.927 11.927
UPS9.148 9.148
TEAM8.833 8.833
MRNA8.738 8.738
BX8.550 8.550
UAL8.005 8.005
IREN7.966 7.966
JPM7.862 7.862
RDDT7.501 7.501
HOOD7.304 7.304
BA6.444 6.444
CRWV4.209 4.209
AMZN3.865 3.865
COIN3.755 3.755
ARM2.457 2.457
FSLR2.260 2.260
PLTR-4.803 -4.803
ZS-5.264 -5.264
CVNA-5.476 -5.476
SHOP-6.812 -6.812
TOTAL-5.26416.33335.74996.81516.758 160.391

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-1.878 -1.878
GM-1.639 -1.639
XYZ-1.460 -1.460
DAL-1.371 -1.371
UPS-1.222 -1.222
EL-1.073 -1.073
MRNA-0.864 -0.864
HOOD-0.834 -0.834
TEAM-0.715 -0.715
BX-0.596 -0.596
CVNA-0.596 -0.596
UAL-0.417 -0.417
IREN-0.358 -0.358
ARM-0.238 -0.238
CRWV-0.238 -0.238
JPM-0.238 -0.238
PLTR-0.238 -0.238
SHOP-0.238 -0.238
AMZN-0.119 -0.119
BA0.000 0.000
FSLR0.000 0.000
RDDT0.000 0.000
ZS0.000 0.000
COIN0.477 0.477
TOTAL0.000-0.715-3.159-10.371-1.699 -15.944

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-3.619 -3.619
JPM-3.568 -3.568
NFLX-3.488 -3.488
AMZN-3.448 -3.448
BA-3.310 -3.310
UPS-3.303 -3.303
UBER-3.276 -3.276
GM-2.957 -2.957
BX-2.914 -2.914
EL-2.630 -2.630
DAL-2.413 -2.413
UAL-2.390 -2.390
RDDT-2.012 -2.012
HOOD-1.932 -1.932
FSLR-1.921 -1.921
PLTR-1.859 -1.859
ARM-1.849 -1.849
TEAM-1.772 -1.772
COIN-1.742 -1.742
SHOP-1.668 -1.668
CRWV-1.602 -1.602
MRNA-1.559 -1.559
IREN-1.421 -1.421
CVNA-1.349 -1.349
ZS-0.759 -0.759
TOTAL-0.759-3.784-8.988-40.011-5.221 -58.762

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 10.656
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 7.502
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 5.688
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 5.638
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 5.445
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 5.246
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 5.162
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 4.570
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 3.428
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 2.952
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 2.396
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 2.381
CVNA Jun 18, 26 CVNA Jun 18th 85/90 Bear Call Spread 1.884
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.664
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 1.329
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 1.326
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 1.124
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.921
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.810
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.806
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.761
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread —
FSLR Jun 18, 26 FSLR Jun 18th 190/195 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 3.671
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread 1.630
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 1.384
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 1.370
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 1.028
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 0.967
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 0.922
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 0.846
CVNA Jun 18, 26 CVNA Jun 18th 85/90 Bear Call Spread 0.832
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 0.808
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 0.806
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 0.798
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 0.673
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 0.561
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 0.542
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 0.535
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.523
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 0.490
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.462
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.455
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.449
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.416
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.394
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 0.368
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 0.345

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 1369.5%$56$56$444-$962.784-0.7590.000098.2%—3.67-132.1%-16.7%
RDDT Bull Put Jun 5, 26 2070.4%$77$77$423-$713.279-2.0120.000063.3%—1.63-107.8%-19.6%
TEAM Bull Put Jun 5, 26 2077.4%$91$91$409-$222.452-1.772-0.715370.5%3.431.383.9%—
HOOD Bull Put Jun 12, 26 2784.0%$78$78$422-$21.987-1.932-0.834564.9%2.381.0321.8%—
NFLX Bull Put Jun 12, 26 2766.3%$71$71$429-$981.587-3.488-2.086231.1%0.760.46-72.5%-12.0%
JPM Bull Put Jun 12, 26 2766.0%$75$75$425-$951.231-3.568-0.238426.5%5.160.34-93.3%-16.5%
IREN Bull Put Jun 18, 26 3377.7%$74$74$426-$381.947-1.421-0.3576104.7%5.441.37-29.1%-5.0%
UAL Bull Put Jun 18, 26 3380.1%$76$76$424-$241.907-2.390-0.417258.0%4.570.80-23.7%-4.2%
ARM Bull Put Jun 18, 26 3384.0%$79$79$421-$11.789-1.849-0.238474.1%7.500.973.8%—
UBER Bull Put Jun 18, 26 3375.9%$66$66$434-$551.513-3.276-1.877537.1%0.810.46-25.8%-3.9%
MRNA Bull Put Jun 18, 26 3384.5%$56$56$444-$211.438-1.559-0.864379.0%1.660.92-8.9%-1.1%
BX Bull Put Jun 18, 26 3377.5%$72$72$428-$401.428-2.914-0.596041.5%2.400.49-22.2%-3.7%
EL Bull Put Jun 18, 26 3372.9%$81$81$419-$541.425-2.630-1.072945.6%1.330.54-29.6%-5.7%
COIN Bull Put Jun 18, 26 3372.8%$74$74$426-$621.408-1.7420.476870.6%2.950.81-62.2%-10.8%
UPS Bull Put Jun 18, 26 3397.0%$50$50$450$351.374-3.303-1.221934.0%1.120.42-9.0%-1.0%
SHOP Bear Call Jun 18, 26 3379.8%$74$74$426-$271.344-1.668-0.238456.1%5.640.81-2.7%-0.5%
GM Bull Put Jun 18, 26 3375.6%$53$53$448-$701.327-2.957-1.639139.4%0.810.45-50.5%-5.9%
BA Bull Put Jun 18, 26 3372.6%$56$56$445-$821.305-3.3100.000034.5%—0.39-104.5%-13.0%
AMZN Bull Put Jun 18, 26 3383.1%$54$54$446-$311.270-3.448-0.119232.5%10.660.37-10.2%-1.2%
DAL Bull Put Jun 18, 26 3376.3%$72$72$428-$471.262-2.413-1.370948.3%0.920.52-13.2%-2.2%
PLTR Bear Call Jun 18, 26 3383.5%$67$67$433-$151.251-1.859-0.238449.3%5.250.6714.2%—
CVNA Bear Call Jun 18, 26 3386.4%$53$53$447-$151.123-1.349-0.596060.1%1.880.8331.1%—
FSLR Bull Put Jun 18, 26 3384.7%$78$78$422$21.077-1.9210.000054.8%—0.5639.7%—
XYZ Bull Put Jun 26, 26 4182.0%$89$89$611-$371.936-3.619-1.460349.5%1.330.54-5.6%-0.8%
CRWV Bull Put Jun 26, 26 4179.3%$69$69$431-$351.356-1.602-0.238487.2%5.690.85-32.6%-5.2%
TOTAL / AVG —78.4% avg$1740$1740$10960-$100040.800-58.762-15.944256.4% avg2.5621.28-721.0%-4.4%
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.