Portfolio Analysis — live-active-by-symbol-2026-05-19_08-40

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
RDDT3.932 3.932
TEAM3.558 3.558
QCOM3.066 3.066
HOOD2.435 2.435
JPM2.078 2.078
CRCL2.009 2.009
NFLX1.996 1.996
MRNA1.995 1.995
IREN1.869 1.869
ARM1.848 1.848
COIN1.736 1.736
EL1.732 1.732
UBER1.622 1.622
BX1.599 1.599
XYZ1.574 1.574
FSLR1.566 1.566
AMZN1.555 1.555
UPS1.528 1.528
SHOP1.504 1.504
UAL1.487 1.487
PLTR1.480 1.480
CRWV1.385 1.385
MSFT1.326 1.326
DAL1.316 1.316
FCX1.299 1.299
OKLO1.194 1.194
BA1.173 1.173
GM1.155 1.155
ASTS1.064 1.064
TOTAL7.4906.50825.16412.917 52.079

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
GM20.444 20.444
EL17.346 17.346
FCX16.127 16.127
DAL15.870 15.870
UBER13.780 13.780
NFLX12.777 12.777
UPS12.767 12.767
IREN12.733 12.733
MRNA12.411 12.411
BX11.519 11.519
XYZ10.708 10.708
UAL10.223 10.223
HOOD9.603 9.603
JPM7.888 7.888
BA7.416 7.416
RDDT7.331 7.331
TEAM7.155 7.155
CRWV6.495 6.495
AMZN5.227 5.227
QCOM4.703 4.703
COIN4.253 4.253
CRCL4.231 4.231
FSLR3.227 3.227
MSFT2.508 2.508
ARM2.481 2.481
ASTS-3.377 -3.377
PLTR-4.984 -4.984
OKLO-5.744 -5.744
SHOP-8.145 -8.145
TOTAL14.48630.268136.56935.650 216.973

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-1.997 -1.997
UBER-1.907 -1.907
GM-1.848 -1.848
DAL-1.669 -1.669
MRNA-1.669 -1.669
UPS-1.609 -1.609
XYZ-1.401 -1.401
FCX-1.311 -1.311
BX-1.073 -1.073
EL-1.013 -1.013
HOOD-1.013 -1.013
IREN-0.834 -0.834
QCOM-0.715 -0.715
UAL-0.715 -0.715
SHOP-0.596 -0.596
RDDT-0.477 -0.477
TEAM-0.417 -0.417
ARM-0.238 -0.238
BA-0.238 -0.238
JPM-0.238 -0.238
OKLO-0.238 -0.238
PLTR-0.238 -0.238
COIN0.000 0.000
CRWV0.000 0.000
MSFT0.000 0.000
AMZN0.119 0.119
CRCL0.119 0.119
FSLR0.238 0.238
ASTS0.715 0.715
TOTAL-0.894-3.248-13.292-2.831 -20.266

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-4.129 -4.129
MSFT-3.793 -3.793
AMZN-3.670 -3.670
UPS-3.628 -3.628
NFLX-3.362 -3.362
UBER-3.102 -3.102
XYZ-3.075 -3.075
BA-2.926 -2.926
BX-2.786 -2.786
QCOM-2.731 -2.731
GM-2.546 -2.546
EL-2.529 -2.529
FCX-2.344 -2.344
DAL-2.340 -2.340
FSLR-2.194 -2.194
HOOD-2.021 -2.021
RDDT-2.020 -2.020
UAL-1.999 -1.999
PLTR-1.896 -1.896
MRNA-1.847 -1.847
CRCL-1.781 -1.781
TEAM-1.726 -1.726
COIN-1.725 -1.725
ARM-1.713 -1.713
SHOP-1.652 -1.652
CRWV-1.400 -1.400
IREN-1.215 -1.215
OKLO-0.905 -0.905
ASTS-0.594 -0.594
TOTAL-3.746-9.512-37.769-16.625 -67.652

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 16.850
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 13.046
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 8.714
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 8.528
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread 8.245
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 7.750
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 6.566
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 6.209
OKLO Jun 26, 26 OKLO Jun 26th 74/79 Bear Call Spread 5.009
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 4.920
QCOM Jun 26, 26 QCOM Jun 26th 160/165 Bull Put Spread 4.287
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 2.523
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 2.403
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 2.240
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 2.079
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 1.709
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 1.490
ASTS Jun 26, 26 ASTS Jun 26th 115/120 Bear Call Spread 1.488
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.196
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 1.123
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.999
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 0.991
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.949
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.850
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.789
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.625
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread —
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread —
MSFT Jun 26, 26 MSFT Jun 26th 380/385 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 2.061
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread 1.946
ASTS Jun 26, 26 ASTS Jun 26th 115/120 Bear Call Spread 1.791
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 1.538
OKLO Jun 26, 26 OKLO Jun 26th 74/79 Bear Call Spread 1.319
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 1.205
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 1.128
QCOM Jun 26, 26 QCOM Jun 26th 160/165 Bull Put Spread 1.123
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.081
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 1.079
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 1.007
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 0.989
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 0.910
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 0.781
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 0.744
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 0.713
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 0.685
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.594
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 0.574
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.563
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 0.554
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.523
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 0.512
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 0.503
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.454
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 0.424
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.421
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.401
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 0.350

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 1673.5%$77$77$423-$563.932-2.020-0.476865.3%8.251.95-74.0%-13.5%
TEAM Bull Put Jun 5, 26 1681.2%$91$91$409-$33.558-1.726-0.417275.3%8.532.0628.6%—
HOOD Bull Put Jun 12, 26 2379.3%$78$78$422-$252.435-2.021-1.013364.5%2.401.201.3%—
JPM Bull Put Jun 12, 26 2370.5%$75$75$425-$732.078-4.129-0.238427.2%8.710.50-80.0%-14.1%
NFLX Bull Put Jun 12, 26 2380.9%$71$71$429-$251.996-3.362-1.996833.7%1.000.5914.1%—
MRNA Bull Put Jun 18, 26 2977.9%$56$56$444-$541.995-1.847-1.668972.4%1.201.08-42.0%-5.3%
IREN Bull Put Jun 18, 26 2966.2%$74$74$426-$951.869-1.215-0.8345103.5%2.241.54-114.9%-20.0%
ARM Bull Put Jun 18, 26 2983.1%$79$79$421-$51.848-1.713-0.238476.6%7.751.088.2%—
COIN Bull Put Jun 18, 26 2971.9%$74$74$426-$661.736-1.7250.000071.0%—1.01-82.4%-14.3%
EL Bull Put Jun 18, 26 2965.5%$81$81$419-$911.732-2.529-1.013344.2%1.710.68-85.2%-16.5%
UBER Bull Put Jun 18, 26 2978.4%$66$66$434-$421.622-3.102-1.907337.9%0.850.52-9.1%-1.4%
BX Bull Put Jun 18, 26 2969.5%$72$72$428-$811.599-2.786-1.072941.2%1.490.57-73.6%-12.4%
FSLR Bull Put Jun 18, 26 2981.4%$78$78$422-$151.566-2.1940.238454.8%6.570.719.0%—
AMZN Bull Put Jun 18, 26 2978.7%$54$54$446-$531.555-3.6700.119232.2%13.050.42-50.9%-6.2%
UPS Bull Put Jun 18, 26 2979.5%$50$50$450-$531.528-3.628-1.609331.6%0.950.42-39.0%-4.3%
SHOP Bear Call Jun 18, 26 2975.8%$74$74$426-$471.504-1.652-0.596055.3%2.520.91-27.0%-4.7%
UAL Bull Put Jun 18, 26 2971.1%$76$76$424-$691.487-1.999-0.715358.3%2.080.74-52.6%-9.4%
PLTR Bear Call Jun 18, 26 2984.0%$67$67$433-$131.480-1.896-0.238449.5%6.210.7815.7%—
DAL Bull Put Jun 18, 26 2968.8%$72$72$428-$841.316-2.340-1.668947.1%0.790.56-50.0%-8.4%
BA Bull Put Jun 18, 26 2967.6%$56$56$445-$1071.173-2.926-0.238434.7%4.920.40-130.6%-16.3%
GM Bull Put Jun 18, 26 2962.3%$53$53$448-$1361.155-2.546-1.847738.7%0.630.45-151.4%-17.8%
QCOM Bull Put Jun 26, 26 3777.8%$80$80$420-$313.066-2.731-0.715366.8%4.291.12-123.1%-23.5%
CRCL Bull Put Jun 26, 26 3783.8%$62$62$438-$192.009-1.7810.119288.2%16.851.13-50.0%-7.1%
XYZ Bull Put Jun 26, 26 3783.4%$89$89$611-$271.574-3.075-1.400749.2%1.120.5124.7%—
CRWV Bull Put Jun 26, 26 3768.8%$69$69$431-$871.385-1.4000.000087.8%—0.99-128.3%-20.5%
MSFT Bull Put Jun 26, 26 3784.7%$68$68$433-$91.326-3.7930.000031.9%—0.35-0.7%-0.1%
FCX Bull Put Jun 26, 26 3768.0%$70$70$430-$901.299-2.344-1.311350.9%0.990.55-74.3%-12.1%
OKLO Bear Call Jun 26, 26 3785.0%$68$68$432-$71.194-0.905-0.238496.5%5.011.3213.2%—
ASTS Bear Call Jun 26, 26 3780.1%$74$74$426-$251.064-0.5940.7153128.2%1.491.792.0%—
TOTAL / AVG —75.8% avg$2053$2053$12648-$148852.079-67.652-20.265659.1% avg2.5725.97-1322.5%-7.0%
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.