Portfolio Analysis — live-active-by-symbol-2026-05-15_13-56

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
TEAM2.921 2.921
RDDT2.727 2.727
HOOD1.930 1.930
IREN1.922 1.922
CRCL1.810 1.810
MRNA1.773 1.773
XYZ1.700 1.700
COIN1.693 1.693
EL1.680 1.680
BX1.621 1.621
NFLX1.552 1.552
UAL1.529 1.529
ARM1.435 1.435
UBER1.418 1.418
QCOM1.400 1.400
SHOP1.378 1.378
DAL1.365 1.365
UPS1.340 1.340
AMZN1.321 1.321
CRWV1.307 1.307
FSLR1.294 1.294
GM1.286 1.286
CVNA1.260 1.260
FCX1.203 1.203
PLTR1.176 1.176
JPM1.168 1.168
BA1.159 1.159
NOW1.117 1.117
ZS0.723 0.723
TOTAL0.7235.6474.65024.6498.538 44.208

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
NFLX20.934 20.934
EL13.953 13.953
GM13.784 13.784
UBER13.609 13.609
DAL13.133 13.133
XYZ12.426 12.426
BX10.313 10.313
FCX9.872 9.872
MRNA9.442 9.442
TEAM8.728 8.728
UPS8.518 8.518
UAL8.190 8.190
IREN8.081 8.081
JPM7.812 7.812
BA6.996 6.996
HOOD6.978 6.978
RDDT6.411 6.411
NOW5.563 5.563
CRWV4.227 4.227
AMZN3.747 3.747
COIN3.693 3.693
CRCL3.614 3.614
QCOM2.743 2.743
ARM2.322 2.322
FSLR2.232 2.232
PLTR-4.554 -4.554
ZS-4.666 -4.666
CVNA-5.260 -5.260
SHOP-6.757 -6.757
TOTAL-4.66615.13935.724101.44338.445 186.086

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-2.146 -2.146
UBER-1.907 -1.907
GM-1.848 -1.848
XYZ-1.371 -1.371
DAL-1.311 -1.311
EL-1.252 -1.252
JPM-1.192 -1.192
MRNA-1.192 -1.192
UPS-1.162 -1.162
FCX-1.103 -1.103
BX-0.954 -0.954
TEAM-0.775 -0.775
BA-0.715 -0.715
HOOD-0.715 -0.715
IREN-0.596 -0.596
CVNA-0.507 -0.507
NOW-0.477 -0.477
RDDT-0.477 -0.477
SHOP-0.477 -0.477
ZS-0.477 -0.477
CRCL-0.358 -0.358
UAL-0.358 -0.358
AMZN-0.238 -0.238
PLTR-0.238 -0.238
ARM0.000 0.000
CRWV0.000 0.000
FSLR0.238 0.238
QCOM0.238 0.238
COIN0.477 0.477
TOTAL-0.477-1.252-4.053-12.040-3.070 -20.891

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-3.648 -3.648
XYZ-3.513 -3.513
AMZN-3.441 -3.441
NFLX-3.361 -3.361
UBER-3.267 -3.267
UPS-3.229 -3.229
BA-3.152 -3.152
BX-3.089 -3.089
GM-2.977 -2.977
EL-2.862 -2.862
DAL-2.526 -2.526
FCX-2.439 -2.439
UAL-2.253 -2.253
NOW-2.064 -2.064
QCOM-2.005 -2.005
FSLR-1.993 -1.993
RDDT-1.939 -1.939
HOOD-1.907 -1.907
COIN-1.894 -1.894
TEAM-1.871 -1.871
PLTR-1.794 -1.794
MRNA-1.761 -1.761
CRCL-1.751 -1.751
ARM-1.708 -1.708
SHOP-1.691 -1.691
CRWV-1.615 -1.615
IREN-1.419 -1.419
CVNA-1.349 -1.349
ZS-0.566 -0.566
TOTAL-0.566-3.809-8.915-40.404-13.387 -67.082

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
QCOM Jun 26, 26 QCOM Jun 26th 160/165 Bull Put Spread 5.873
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread 5.718
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 5.542
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 5.429
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 5.062
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 4.931
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 4.274
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 3.769
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 3.550
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 3.224
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 2.891
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 2.698
CVNA Jun 18, 26 CVNA Jun 18th 85/90 Bear Call Spread 2.488
NOW Jun 26, 26 NOW Jun 26th 75/80 Bull Put Spread 2.343
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 1.700
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 1.621
ZS May 29, 26 ZS May 29th 175/180 Bear Call Spread 1.517
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.487
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 1.342
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 1.240
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 1.153
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 1.091
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 1.041
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 0.980
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.743
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.723
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.696
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread —
CRWV Jun 26, 26 CRWV Jun 26th 80/85 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|
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 1.561
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread 1.407
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 1.354
ZS May 29, 26 ZS May 29th 175/180 Bear Call Spread 1.279
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 1.034
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 1.012
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.007
CVNA Jun 18, 26 CVNA Jun 18th 85/90 Bear Call Spread 0.934
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 0.894
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 0.840
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 0.815
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 0.809
QCOM Jun 26, 26 QCOM Jun 26th 160/165 Bull Put Spread 0.698
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 0.678
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 0.655
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 0.649
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 0.587
NOW Jun 26, 26 NOW Jun 26th 75/80 Bull Put Spread 0.541
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.540
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 0.525
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 0.493
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 0.484
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.462
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.434
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.432
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.415
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 0.384
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.368
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 1366.7%$56$56$444-$1100.723-0.566-0.476899.2%1.521.28-83.0%-10.5%
TEAM Bull Put Jun 5, 26 2080.6%$91$91$409-$62.921-1.871-0.774971.4%3.771.561.1%—
RDDT Bull Put Jun 5, 26 2074.5%$77$77$423-$512.727-1.939-0.476864.6%5.721.41-61.0%-11.1%
HOOD Bull Put Jun 12, 26 2782.9%$78$78$422-$71.930-1.907-0.715363.9%2.701.0128.2%—
NFLX Bull Put Jun 12, 26 2765.0%$71$71$429-$1041.552-3.361-2.145831.6%0.720.46-81.0%-13.4%
JPM Bull Put Jun 12, 26 2766.3%$75$75$425-$941.168-3.648-1.192126.1%0.980.32-83.3%-14.7%
IREN Bull Put Jun 18, 26 3377.8%$74$74$426-$371.922-1.419-0.5960104.0%3.221.35-29.1%-5.0%
MRNA Bull Put Jun 18, 26 3382.9%$56$56$444-$301.773-1.761-1.192175.5%1.491.01-17.9%-2.3%
COIN Bull Put Jun 18, 26 3375.5%$74$74$426-$481.693-1.8940.476869.7%3.550.89-58.8%-10.2%
EL Bull Put Jun 18, 26 3372.6%$81$81$419-$561.680-2.862-1.251744.0%1.340.59-42.0%-8.1%
BX Bull Put Jun 18, 26 3372.9%$72$72$428-$631.621-3.089-0.953740.3%1.700.52-56.3%-9.5%
UAL Bull Put Jun 18, 26 3375.8%$76$76$424-$451.529-2.253-0.357656.0%4.270.68-15.8%-2.8%
ARM Bull Put Jun 18, 26 3383.3%$79$79$421-$51.435-1.7080.000072.7%—0.8417.1%—
UBER Bull Put Jun 18, 26 3377.6%$66$66$434-$461.418-3.267-1.907335.9%0.740.43-7.6%-1.2%
SHOP Bear Call Jun 18, 26 3380.0%$74$74$426-$261.378-1.691-0.476856.0%2.890.82-0.7%-0.1%
DAL Bull Put Jun 18, 26 3373.9%$72$72$428-$591.365-2.526-1.311347.1%1.040.54-26.4%-4.4%
UPS Bull Put Jun 18, 26 33100.0%$50$50$450$501.340-3.229-1.162333.7%1.150.422.0%—
AMZN Bull Put Jun 18, 26 3384.7%$54$54$446-$231.321-3.441-0.238432.8%5.540.38-7.4%-0.9%
FSLR Bull Put Jun 18, 26 3387.0%$78$78$422$131.294-1.9930.238456.1%5.430.6535.9%—
GM Bull Put Jun 18, 26 3374.9%$53$53$448-$731.286-2.977-1.847738.6%0.700.43-50.5%-5.9%
CVNA Bear Call Jun 18, 26 33100.0%$53$53$447$531.260-1.349-0.506662.7%2.490.9333.0%—
PLTR Bear Call Jun 18, 26 3383.9%$67$67$433-$141.176-1.794-0.238449.4%4.930.6620.9%—
BA Bull Put Jun 18, 26 3369.0%$56$56$445-$1001.159-3.152-0.715333.9%1.620.37-124.3%-15.5%
CRCL Bull Put Jun 26, 26 4183.4%$62$62$438-$211.810-1.751-0.357689.7%5.061.03-37.1%-5.3%
XYZ Bull Put Jun 26, 26 4180.4%$89$89$611-$481.700-3.513-1.370947.7%1.240.483.9%—
QCOM Bull Put Jun 26, 26 4182.0%$80$80$420-$101.400-2.0050.238468.2%5.870.70-7.5%-1.4%
CRWV Bull Put Jun 26, 26 4179.3%$69$69$431-$351.307-1.6150.000084.8%—0.81-26.1%-4.2%
FCX Bull Put Jun 26, 26 4179.4%$70$70$430-$331.203-2.439-1.102749.8%1.090.498.6%—
NOW Bull Put Jun 26, 26 4181.5%$68$68$432-$241.117-2.064-0.476858.4%2.340.548.1%—
TOTAL / AVG —79.1% avg$2020$2020$12680-$105144.208-67.082-20.891457.4% avg2.1221.61-656.9%-3.4%
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.