Portfolio Analysis — live-active-by-symbol-2026-05-18_13-59

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.

SymbolJun 5, 26Jun 12, 26Jun 18, 26Jun 26, 26Total
RDDT3.561 3.561
TEAM2.571 2.571
HOOD2.351 2.351
ARM2.214 2.214
IREN2.109 2.109
EL2.101 2.101
CRWV2.079 2.079
NFLX2.060 2.060
XYZ1.947 1.947
FSLR1.926 1.926
MRNA1.872 1.872
JPM1.743 1.743
QCOM1.718 1.718
SHOP1.709 1.709
CRCL1.653 1.653
UAL1.621 1.621
UBER1.597 1.597
UPS1.585 1.585
COIN1.572 1.572
FCX1.497 1.497
BX1.493 1.493
DAL1.492 1.492
BA1.439 1.439
GM1.438 1.438
PLTR1.366 1.366
AMZN1.283 1.283
MSFT0.994 0.994
NOW0.954 0.954
OKLO0.743 0.743
ASTS0.304 0.304
TOTAL6.1326.15426.81711.890 50.994

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.

SymbolJun 5, 26Jun 12, 26Jun 18, 26Jun 26, 26Total
GM17.916 17.916
EL15.330 15.330
NFLX15.291 15.291
UBER14.197 14.197
FCX13.907 13.907
DAL13.241 13.241
UPS13.172 13.172
XYZ12.152 12.152
BX10.420 10.420
MRNA9.983 9.983
IREN9.804 9.804
UAL8.329 8.329
JPM7.262 7.262
HOOD7.251 7.251
BA7.222 7.222
RDDT6.715 6.715
TEAM6.491 6.491
CRWV5.534 5.534
COIN4.268 4.268
CRCL3.757 3.757
AMZN3.378 3.378
NOW2.962 2.962
QCOM2.760 2.760
FSLR2.619 2.619
ARM2.396 2.396
MSFT2.316 2.316
ASTS-2.837 -2.837
PLTR-4.883 -4.883
OKLO-5.739 -5.739
SHOP-8.003 -8.003
TOTAL13.20629.804119.38834.812 197.210

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).

SymbolJun 5, 26Jun 12, 26Jun 18, 26Jun 26, 26Total
NFLX-2.176 -2.176
GM-2.086 -2.086
UBER-2.027 -2.027
UPS-1.788 -1.788
DAL-1.490 -1.490
XYZ-1.416 -1.416
FCX-1.371 -1.371
MRNA-1.371 -1.371
EL-1.132 -1.132
BX-0.954 -0.954
HOOD-0.805 -0.805
IREN-0.596 -0.596
UAL-0.596 -0.596
CRWV-0.477 -0.477
JPM-0.477 -0.477
TEAM-0.477 -0.477
PLTR-0.358 -0.358
AMZN-0.238 -0.238
MSFT-0.238 -0.238
NOW-0.238 -0.238
QCOM-0.238 -0.238
RDDT-0.238 -0.238
SHOP-0.238 -0.238
ARM0.000 0.000
BA0.000 0.000
COIN0.000 0.000
CRCL0.000 0.000
FSLR0.000 0.000
OKLO0.000 0.000
ASTS0.954 0.954
TOTAL-0.715-3.457-12.875-3.025 -20.072

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.

SymbolJun 5, 26Jun 12, 26Jun 18, 26Jun 26, 26Total
JPM-4.031 -4.031
UPS-3.873 -3.873
XYZ-3.566 -3.566
NFLX-3.520 -3.520
MSFT-3.483 -3.483
BA-3.178 -3.178
AMZN-3.160 -3.160
UBER-3.121 -3.121
EL-3.032 -3.032
GM-3.023 -3.023
BX-2.792 -2.792
FCX-2.607 -2.607
DAL-2.434 -2.434
FSLR-2.255 -2.255
UAL-2.215 -2.215
QCOM-2.017 -2.017
RDDT-1.950 -1.950
HOOD-1.922 -1.922
PLTR-1.875 -1.875
ARM-1.869 -1.869
CRWV-1.788 -1.788
SHOP-1.768 -1.768
MRNA-1.740 -1.740
COIN-1.692 -1.692
CRCL-1.633 -1.633
TEAM-1.511 -1.511
NOW-1.471 -1.471
IREN-1.364 -1.364
OKLO-0.788 -0.788
ASTS-0.419 -0.419
TOTAL-3.461-9.473-39.390-17.772 -70.096

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread 14.938
QCOM Jun 26, 26 QCOM Jun 26th 160/165 Bull Put Spread 7.207
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 7.166
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 5.392
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 5.383
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 4.360
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 4.171
NOW Jun 26, 26 NOW Jun 26th 75/80 Bull Put Spread 4.000
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 3.819
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 3.655
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 3.539
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 2.922
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 2.719
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 1.855
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 1.566
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 1.375
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.365
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 1.092
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 1.001
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.947
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.886
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.788
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.689
ASTS Jun 26, 26 ASTS Jun 26th 115/120 Bear Call Spread 0.319
ARM Jun 18, 26 ARM Jun 18th 165/170 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 —
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread —
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread —
OKLO Jun 26, 26 OKLO Jun 26th 74/79 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|
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread 1.826
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 1.701
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 1.546
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 1.224
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 1.185
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 1.163
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.076
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 1.012
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 0.966
OKLO Jun 26, 26 OKLO Jun 26th 74/79 Bear Call Spread 0.943
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 0.929
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 0.854
QCOM Jun 26, 26 QCOM Jun 26th 160/165 Bull Put Spread 0.852
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 0.732
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 0.728
ASTS Jun 26, 26 ASTS Jun 26th 115/120 Bear Call Spread 0.726
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 0.693
NOW Jun 26, 26 NOW Jun 26th 75/80 Bull Put Spread 0.648
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.613
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.585
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 0.574
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 0.546
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 0.535
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.512
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.476
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.453
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 0.432
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.409
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 0.406
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 0.286

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
RDDT Bull Put Jun 5, 26 1775.2%$77$77$423-$473.561-1.950-0.238467.0%14.941.83-63.6%-11.6%
TEAM Bull Put Jun 5, 26 1785.1%$91$91$409$172.571-1.511-0.476876.5%5.391.7036.8%—
HOOD Bull Put Jun 12, 26 2489.7%$78$78$422$262.351-1.922-0.804765.5%2.921.2226.9%—
NFLX Bull Put Jun 12, 26 2476.8%$71$71$429-$452.060-3.520-2.175633.9%0.950.59-14.1%-2.3%
JPM Bull Put Jun 12, 26 2471.7%$75$75$425-$671.743-4.031-0.476827.2%3.660.43-58.7%-10.4%
ARM Bull Put Jun 18, 26 3086.5%$79$79$421$112.214-1.8690.000076.8%—1.186.3%—
IREN Bull Put Jun 18, 26 3075.0%$74$74$426-$512.109-1.364-0.5960106.5%3.541.55-60.1%-10.4%
EL Bull Put Jun 18, 26 3072.5%$81$81$419-$572.101-3.032-1.132543.5%1.850.69-51.2%-9.9%
FSLR Bull Put Jun 18, 26 3087.3%$78$78$422$141.926-2.2550.000057.4%—0.8520.5%—
MRNA Bull Put Jun 18, 26 3081.4%$56$56$444-$371.872-1.740-1.370974.3%1.371.08-14.3%-1.8%
SHOP Bear Call Jun 18, 26 3077.6%$74$74$426-$381.709-1.768-0.238455.9%7.170.97-25.7%-4.5%
UAL Bull Put Jun 18, 26 3077.5%$76$76$424-$361.621-2.215-0.596055.9%2.720.73-9.2%-1.7%
UBER Bull Put Jun 18, 26 3077.1%$66$66$434-$491.597-3.121-2.026638.1%0.790.51-16.7%-2.5%
UPS Bull Put Jun 18, 26 3078.3%$50$50$450-$581.585-3.873-1.788130.2%0.890.41-40.0%-4.4%
COIN Bull Put Jun 18, 26 3071.3%$74$74$426-$701.572-1.6920.000070.3%—0.93-82.4%-14.3%
BX Bull Put Jun 18, 26 3072.2%$72$72$428-$671.493-2.792-0.953741.6%1.570.53-52.1%-8.8%
DAL Bull Put Jun 18, 26 3074.6%$72$72$428-$551.492-2.434-1.490148.6%1.000.61-25.0%-4.2%
BA Bull Put Jun 18, 26 3069.8%$56$56$445-$951.439-3.1780.000034.7%—0.45-130.6%-16.3%
GM Bull Put Jun 18, 26 3069.8%$53$53$448-$991.438-3.023-2.086237.5%0.690.48-99.0%-11.6%
PLTR Bear Call Jun 18, 26 3084.2%$67$67$433-$121.366-1.875-0.357648.8%3.820.7318.7%—
AMZN Bull Put Jun 18, 26 3085.5%$54$54$446-$181.283-3.160-0.238432.9%5.380.4113.0%—
CRWV Bull Put Jun 26, 26 3876.1%$69$69$431-$512.079-1.788-0.476888.0%4.361.16-96.4%-15.4%
XYZ Bull Put Jun 26, 26 3883.3%$89$89$611-$281.947-3.566-1.415647.1%1.380.5511.2%—
QCOM Bull Put Jun 26, 26 3883.3%$80$80$420-$31.718-2.017-0.238471.7%7.210.85-13.8%-2.6%
CRCL Bull Put Jun 26, 26 3886.0%$62$62$438-$81.653-1.6330.000088.3%—1.01-27.4%-3.9%
FCX Bull Put Jun 26, 26 3873.6%$70$70$430-$621.497-2.607-1.370950.1%1.090.57-41.4%-6.7%
MSFT Bull Put Jun 26, 26 3884.8%$68$68$433-$80.994-3.483-0.238431.2%4.170.2914.8%—
NOW Bull Put Jun 26, 26 3887.8%$68$68$432$70.954-1.471-0.238465.5%4.000.6552.2%—
OKLO Bear Call Jun 26, 26 3879.0%$68$68$432-$370.743-0.7880.000091.8%—0.9411.8%—
ASTS Bear Call Jun 26, 26 3875.5%$74$74$426-$480.304-0.4190.9537125.0%0.320.7322.3%—
TOTAL / AVG —78.9% avg$2121$2121$13080-$107050.994-70.096-20.071959.4% avg2.5424.63-687.3%-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.