Portfolio Analysis — live-active-by-symbol-2026-05-18_08-46

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
RDDT3.976 3.976
TEAM3.200 3.200
FSLR2.528 2.528
EL2.379 2.379
ARM2.232 2.232
CRCL2.059 2.059
NFLX2.041 2.041
IREN2.036 2.036
NOW2.026 2.026
UAL1.981 1.981
JPM1.857 1.857
HOOD1.808 1.808
UBER1.694 1.694
COIN1.663 1.663
BX1.628 1.628
XYZ1.623 1.623
SHOP1.597 1.597
UPS1.543 1.543
GM1.467 1.467
DAL1.432 1.432
PLTR1.349 1.349
CRWV1.326 1.326
MRNA1.322 1.322
FCX1.302 1.302
AMZN1.285 1.285
BA1.192 1.192
CVNA1.151 1.151
QCOM1.135 1.135
ZS0.829 0.829
TOTAL0.8297.1765.70528.4799.472 51.660

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
NFLX15.438 15.438
GM15.146 15.146
EL14.495 14.495
UPS13.953 13.953
UBER13.580 13.580
FCX11.559 11.559
DAL10.926 10.926
IREN10.674 10.674
XYZ10.648 10.648
BX10.124 10.124
MRNA8.298 8.298
BA7.974 7.974
UAL7.900 7.900
JPM7.585 7.585
TEAM7.183 7.183
RDDT7.112 7.112
HOOD6.218 6.218
CRWV5.475 5.475
NOW5.088 5.088
CRCL4.624 4.624
COIN4.487 4.487
FSLR3.321 3.321
QCOM3.097 3.097
ARM3.035 3.035
AMZN2.949 2.949
PLTR-4.550 -4.550
CVNA-4.802 -4.802
ZS-5.765 -5.765
SHOP-7.373 -7.373
TOTAL-5.76514.29529.241110.13640.491 188.399

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
UPS-2.056 -2.056
NFLX-1.967 -1.967
GM-1.907 -1.907
UBER-1.699 -1.699
XYZ-1.460 -1.460
DAL-1.371 -1.371
MRNA-1.162 -1.162
FCX-1.132 -1.132
EL-1.013 -1.013
IREN-0.954 -0.954
UAL-0.715 -0.715
HOOD-0.656 -0.656
BX-0.596 -0.596
TEAM-0.596 -0.596
CVNA-0.566 -0.566
QCOM-0.477 -0.477
CRCL-0.358 -0.358
NOW-0.358 -0.358
BA-0.238 -0.238
CRWV-0.238 -0.238
JPM-0.238 -0.238
AMZN-0.119 -0.119
FSLR-0.119 -0.119
PLTR-0.119 -0.119
ARM0.000 0.000
COIN0.000 0.000
RDDT0.000 0.000
SHOP0.000 0.000
ZS0.954 0.954
TOTAL0.954-0.596-2.861-12.636-4.023 -19.163

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-3.975 -3.975
UPS-3.916 -3.916
NFLX-3.503 -3.503
XYZ-3.186 -3.186
UBER-3.158 -3.158
EL-3.081 -3.081
GM-3.019 -3.019
AMZN-2.976 -2.976
BX-2.912 -2.912
BA-2.769 -2.769
FSLR-2.722 -2.722
FCX-2.419 -2.419
NOW-2.391 -2.391
DAL-2.363 -2.363
UAL-2.276 -2.276
RDDT-2.046 -2.046
ARM-1.980 -1.980
CRCL-1.864 -1.864
QCOM-1.770 -1.770
PLTR-1.753 -1.753
SHOP-1.700 -1.700
HOOD-1.664 -1.664
COIN-1.649 -1.649
TEAM-1.638 -1.638
CRWV-1.526 -1.526
MRNA-1.442 -1.442
IREN-1.358 -1.358
CVNA-1.225 -1.225
ZS-0.113 -0.113
TOTAL-0.113-3.685-9.142-40.299-13.157 -66.395

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 21.206
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 11.316
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 10.783
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 7.788
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 5.758
NOW Jun 26, 26 NOW Jun 26th 75/80 Bull Put Spread 5.665
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 5.563
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 5.369
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 4.999
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 2.769
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 2.757
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 2.732
QCOM Jun 26, 26 QCOM Jun 26th 160/165 Bull Put Spread 2.381
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 2.347
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 2.135
CVNA Jun 18, 26 CVNA Jun 18th 85/90 Bear Call Spread 2.033
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 1.150
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.137
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 1.111
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 1.045
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 1.038
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.997
ZS May 29, 26 ZS May 29th 175/180 Bear Call Spread 0.869
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.769
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.750
ARM Jun 18, 26 ARM Jun 18th 165/170 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 —
SHOP Jun 18, 26 SHOP Jun 18th 115/120 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 7.356
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 1.953
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread 1.943
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 1.499
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 1.127
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 1.105
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 1.087
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 1.009
CVNA Jun 18, 26 CVNA Jun 18th 85/90 Bear Call Spread 0.940
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 0.939
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 0.929
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 0.870
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 0.869
NOW Jun 26, 26 NOW Jun 26th 75/80 Bull Put Spread 0.847
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 0.772
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 0.769
QCOM Jun 26, 26 QCOM Jun 26th 160/165 Bull Put Spread 0.641
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.606
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.583
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 0.559
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 0.538
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.537
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 0.509
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.486
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 0.467
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 0.432
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.430
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.394

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 1054.4%$56$56$444-$1720.829-0.1130.9537111.4%0.877.36-261.6%-33.0%
RDDT Bull Put Jun 5, 26 1774.6%$77$77$423-$503.976-2.0460.000066.5%—1.94-81.2%-14.8%
TEAM Bull Put Jun 5, 26 1781.5%$91$91$409-$23.200-1.638-0.596079.1%5.371.9520.3%—
NFLX Bull Put Jun 12, 26 2477.2%$71$71$429-$432.041-3.503-1.967034.1%1.040.58-17.6%-2.9%
JPM Bull Put Jun 12, 26 2469.7%$75$75$425-$771.857-3.975-0.238427.5%7.790.47-78.0%-13.8%
HOOD Bull Put Jun 12, 26 2485.7%$78$78$422$61.808-1.664-0.655766.2%2.761.0941.0%—
FSLR Bull Put Jun 18, 26 3085.0%$78$78$422$32.528-2.722-0.119256.0%21.210.93-7.7%-1.4%
EL Bull Put Jun 18, 26 3073.8%$81$81$419-$502.379-3.081-1.013345.9%2.350.77-54.3%-10.5%
ARM Bull Put Jun 18, 26 3081.3%$79$79$421-$142.232-1.9800.000073.6%—1.13-19.0%-3.6%
IREN Bull Put Jun 18, 26 3071.6%$74$74$426-$682.036-1.358-0.9537104.1%2.141.50-73.7%-12.8%
UAL Bull Put Jun 18, 26 3078.6%$76$76$424-$311.981-2.276-0.715359.4%2.770.87-16.4%-2.9%
UBER Bull Put Jun 18, 26 3078.7%$66$66$434-$411.694-3.158-1.698738.5%1.000.54-13.6%-2.1%
COIN Bull Put Jun 18, 26 3068.4%$74$74$426-$841.663-1.6490.000071.0%—1.01-106.1%-18.4%
BX Bull Put Jun 18, 26 3073.6%$72$72$428-$601.628-2.912-0.596041.5%2.730.56-47.2%-7.9%
SHOP Bear Call Jun 18, 26 3079.5%$74$74$426-$281.597-1.7000.000057.1%—0.94-12.8%-2.2%
UPS Bull Put Jun 18, 26 3075.0%$50$50$450-$751.543-3.916-2.056429.8%0.750.39-49.0%-5.4%
GM Bull Put Jun 18, 26 3074.5%$53$53$448-$751.467-3.019-1.907338.4%0.770.49-61.9%-7.3%
DAL Bull Put Jun 18, 26 3078.1%$72$72$428-$371.432-2.363-1.370949.2%1.040.612.8%—
PLTR Bear Call Jun 18, 26 3085.1%$67$67$433-$81.349-1.753-0.119251.7%11.320.7720.9%—
MRNA Bull Put Jun 18, 26 3079.3%$56$56$444-$481.322-1.442-1.162378.0%1.140.929.8%—
AMZN Bull Put Jun 18, 26 3086.6%$54$54$446-$131.285-2.976-0.119234.1%10.780.4322.2%—
BA Bull Put Jun 18, 26 3064.5%$56$56$445-$1221.192-2.769-0.238434.6%5.000.43-174.8%-21.8%
CVNA Bear Call Jun 18, 26 3088.4%$53$53$447-$51.151-1.225-0.566261.7%2.030.9444.3%—
CRCL Bull Put Jun 26, 26 3881.3%$62$62$438-$312.059-1.864-0.357686.4%5.761.10-66.9%-9.5%
NOW Bull Put Jun 26, 26 3888.1%$68$68$432$92.026-2.391-0.357663.9%5.670.850.7%—
XYZ Bull Put Jun 26, 26 3883.8%$89$89$611-$251.623-3.186-1.460348.2%1.110.5124.7%—
CRWV Bull Put Jun 26, 26 3873.2%$69$69$431-$651.326-1.526-0.238486.5%5.560.87-72.5%-11.6%
FCX Bull Put Jun 26, 26 3878.6%$70$70$430-$371.302-2.419-1.132551.3%1.150.54-11.4%-1.9%
QCOM Bull Put Jun 26, 26 3876.8%$80$80$420-$361.135-1.770-0.476870.3%2.380.64-18.8%-3.6%
TOTAL / AVG —77.5% avg$2020$2020$12680-$127851.660-66.395-19.162959.2% avg2.7031.11-1057.6%-5.4%
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.