Portfolio Analysis — live-active-by-symbol-2026-05-19_14-05

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
HOOD2.445 2.445
RDDT2.388 2.388
FSLR2.197 2.197
TEAM2.159 2.159
MRNA2.118 2.118
QCOM2.067 2.067
NFLX2.011 2.011
ARM1.990 1.990
IREN1.986 1.986
XYZ1.979 1.979
ASTS1.841 1.841
UBER1.820 1.820
UAL1.678 1.678
COIN1.651 1.651
SHOP1.612 1.612
CRWV1.603 1.603
UPS1.592 1.592
GM1.481 1.481
FCX1.470 1.470
EL1.464 1.464
AMZN1.442 1.442
PLTR1.418 1.418
CRCL1.410 1.410
BX1.358 1.358
JPM1.329 1.329
DAL1.259 1.259
MSFT1.163 1.163
BA0.972 0.972
OKLO0.875 0.875
TOTAL4.5465.78626.04012.408 48.780

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
GM19.251 19.251
EL18.626 18.626
DAL17.455 17.455
UBER16.915 16.915
FCX16.814 16.814
NFLX15.779 15.779
XYZ14.097 14.097
MRNA13.808 13.808
BX12.802 12.802
IREN11.807 11.807
UPS11.062 11.062
UAL10.965 10.965
HOOD9.485 9.485
JPM8.994 8.994
BA8.842 8.842
TEAM7.800 7.800
RDDT7.480 7.480
CRWV5.889 5.889
AMZN4.604 4.604
FSLR4.004 4.004
COIN3.843 3.843
QCOM3.660 3.660
CRCL3.501 3.501
MSFT2.912 2.912
ARM1.851 1.851
PLTR-4.892 -4.892
ASTS-5.004 -5.004
OKLO-5.144 -5.144
SHOP-7.159 -7.159
TOTAL15.28134.259143.78736.724 230.050

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-2.086 -2.086
UBER-2.027 -2.027
GM-1.907 -1.907
DAL-1.848 -1.848
XYZ-1.669 -1.669
UPS-1.580 -1.580
MRNA-1.550 -1.550
FCX-1.490 -1.490
IREN-1.073 -1.073
HOOD-1.013 -1.013
BX-0.834 -0.834
EL-0.715 -0.715
TEAM-0.596 -0.596
ASTS-0.477 -0.477
OKLO-0.358 -0.358
UAL-0.358 -0.358
AMZN-0.238 -0.238
FSLR-0.238 -0.238
JPM-0.238 -0.238
MSFT-0.238 -0.238
PLTR-0.119 -0.119
SHOP-0.119 -0.119
COIN0.000 0.000
QCOM0.000 0.000
CRCL0.119 0.119
ARM0.238 0.238
BA0.238 0.238
RDDT0.238 0.238
CRWV0.477 0.477
TOTAL-0.358-3.338-12.130-3.636 -19.461

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
MSFT-3.851 -3.851
UPS-3.631 -3.631
XYZ-3.618 -3.618
AMZN-3.538 -3.538
NFLX-3.452 -3.452
JPM-3.361 -3.361
UBER-3.336 -3.336
GM-2.902 -2.902
FSLR-2.572 -2.572
BX-2.512 -2.512
FCX-2.470 -2.470
BA-2.394 -2.394
DAL-2.304 -2.304
QCOM-2.234 -2.234
UAL-2.128 -2.128
HOOD-2.084 -2.084
MRNA-1.880 -1.880
PLTR-1.878 -1.878
EL-1.801 -1.801
COIN-1.755 -1.755
SHOP-1.700 -1.700
RDDT-1.674 -1.674
ARM-1.588 -1.588
CRWV-1.569 -1.569
CRCL-1.519 -1.519
TEAM-1.429 -1.429
IREN-1.255 -1.255
OKLO-0.798 -0.798
ASTS-0.753 -0.753
TOTAL-3.102-8.897-37.176-16.813 -65.988

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 13.526
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 11.894
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 11.825
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread 10.015
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 9.216
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 8.347
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 6.048
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 5.573
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 4.879
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 4.692
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 4.078
ASTS Jun 26, 26 ASTS Jun 26th 115/120 Bear Call Spread 3.862
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 3.622
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 3.362
OKLO Jun 26, 26 OKLO Jun 26th 74/79 Bear Call Spread 2.446
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 2.413
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 2.047
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 1.851
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 1.628
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.367
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 1.186
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 1.008
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 0.986
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.964
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.898
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.777
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.681
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread —
QCOM Jun 26, 26 QCOM Jun 26th 160/165 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|
ASTS Jun 26, 26 ASTS Jun 26th 115/120 Bear Call Spread 2.445
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 1.582
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 1.511
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread 1.427
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 1.253
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 1.173
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.126
OKLO Jun 26, 26 OKLO Jun 26th 74/79 Bear Call Spread 1.095
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 1.022
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 0.948
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 0.941
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 0.928
QCOM Jun 26, 26 QCOM Jun 26th 160/165 Bull Put Spread 0.925
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 0.854
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 0.813
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 0.788
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 0.755
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 0.595
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.583
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 0.547
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.546
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.545
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 0.541
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.510
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.438
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 0.408
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.406
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 0.395
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 0.302

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 1669.0%$77$77$423-$782.388-1.6740.238464.2%10.021.43-63.0%-11.5%
TEAM Bull Put Jun 5, 26 1679.0%$91$91$409-$142.159-1.429-0.596077.7%3.621.5125.8%—
HOOD Bull Put Jun 12, 26 2381.0%$78$78$422-$172.445-2.084-1.013361.7%2.411.179.6%—
NFLX Bull Put Jun 12, 26 2375.6%$71$71$429-$512.011-3.452-2.086233.6%0.960.58-13.4%-2.2%
JPM Bull Put Jun 12, 26 2363.2%$75$75$425-$1091.329-3.361-0.238426.0%5.570.40-106.7%-18.8%
FSLR Bull Put Jun 18, 26 2979.6%$78$78$422-$242.197-2.572-0.238453.8%9.220.85-23.7%-4.4%
MRNA Bull Put Jun 18, 26 2974.5%$56$56$444-$722.118-1.880-1.549773.0%1.371.13-66.1%-8.3%
ARM Bull Put Jun 18, 26 2987.5%$79$79$421$171.990-1.5880.238482.6%8.351.2526.6%—
IREN Bull Put Jun 18, 26 2968.8%$74$74$426-$821.986-1.255-1.0729105.9%1.851.58-98.7%-17.1%
UBER Bull Put Jun 18, 26 2972.5%$66$66$434-$711.820-3.336-2.026636.9%0.900.55-41.7%-6.3%
UAL Bull Put Jun 18, 26 2969.9%$76$76$424-$741.678-2.128-0.357656.2%4.690.79-61.8%-11.1%
COIN Bull Put Jun 18, 26 2973.9%$74$74$426-$561.651-1.7550.000070.9%—0.94-52.0%-9.0%
SHOP Bear Call Jun 18, 26 2980.8%$74$74$426-$221.612-1.700-0.119256.8%13.530.95-3.4%-0.6%
UPS Bull Put Jun 18, 26 2985.6%$50$50$450-$221.592-3.631-1.579530.9%1.010.44-12.0%-1.3%
GM Bull Put Jun 18, 26 2966.9%$53$53$448-$1131.481-2.902-1.907338.1%0.780.51-124.8%-14.6%
EL Bull Put Jun 18, 26 2957.9%$81$81$419-$1301.464-1.801-0.715347.2%2.050.81-146.9%-28.4%
AMZN Bull Put Jun 18, 26 2981.1%$54$54$446-$411.442-3.538-0.238432.0%6.050.41-23.1%-2.8%
PLTR Bear Call Jun 18, 26 2984.9%$67$67$433-$91.418-1.878-0.119248.8%11.890.7520.1%—
BX Bull Put Jun 18, 26 2964.9%$72$72$428-$1041.358-2.512-0.834540.7%1.630.54-100.0%-16.8%
DAL Bull Put Jun 18, 26 2965.7%$72$72$428-$991.259-2.304-1.847745.9%0.680.55-66.0%-11.1%
BA Bull Put Jun 18, 26 2960.6%$56$56$445-$1410.972-2.3940.238433.8%4.080.41-206.3%-25.8%
QCOM Bull Put Jun 26, 26 3779.0%$80$80$420-$252.067-2.2340.000068.4%—0.93-54.4%-10.4%
XYZ Bull Put Jun 26, 26 3780.1%$89$89$611-$501.979-3.618-1.668947.4%1.190.55-5.1%-0.7%
ASTS Bear Call Jun 26, 26 3775.7%$74$74$426-$481.841-0.753-0.4768121.2%3.862.44-82.4%-14.3%
CRWV Bull Put Jun 26, 26 3773.1%$69$69$431-$651.603-1.5690.476887.1%3.361.02-95.7%-15.3%
FCX Bull Put Jun 26, 26 3767.8%$70$70$430-$911.470-2.470-1.490150.0%0.990.60-83.6%-13.6%
CRCL Bull Put Jun 26, 26 3782.1%$62$62$438-$271.410-1.5190.119286.5%11.820.93-6.5%-0.9%
MSFT Bull Put Jun 26, 26 3781.4%$68$68$433-$251.163-3.851-0.238430.2%4.880.30-11.1%-1.7%
OKLO Bear Call Jun 26, 26 3783.1%$68$68$432-$160.875-0.798-0.357694.4%2.451.1027.2%—
TOTAL / AVG —74.7% avg$2053$2053$12648-$166148.780-65.988-19.460958.7% avg2.5125.41-1438.8%-7.7%
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.