Portfolio Analysis — live-active-by-symbol-2026-05-20_08-41

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
CRCL3.523 3.523
TEAM2.386 2.386
FSLR2.306 2.306
IREN2.176 2.176
NFLX2.082 2.082
COIN2.037 2.037
XYZ2.029 2.029
HOOD1.897 1.897
JPM1.825 1.825
UBER1.761 1.761
EL1.747 1.747
BA1.720 1.720
QCOM1.628 1.628
MRNA1.626 1.626
CRWV1.589 1.589
GM1.557 1.557
BX1.556 1.556
PLTR1.535 1.535
AMZN1.509 1.509
SHOP1.449 1.449
DAL1.395 1.395
UAL1.352 1.352
ARM1.268 1.268
RDDT1.260 1.260
FCX1.250 1.250
MSFT1.221 1.221
UPS1.201 1.201
OKLO1.067 1.067
ASTS0.791 0.791
TOTAL3.6465.80426.19313.098 48.740

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
NFLX18.541 18.541
UBER18.201 18.201
EL17.776 17.776
GM14.979 14.979
FCX13.062 13.062
XYZ12.595 12.595
BX12.402 12.402
DAL11.630 11.630
IREN10.244 10.244
RDDT9.866 9.866
TEAM9.312 9.312
MRNA9.297 9.297
UPS8.573 8.573
JPM8.011 8.011
HOOD7.500 7.500
BA7.223 7.223
UAL6.650 6.650
CRWV5.705 5.705
CRCL5.686 5.686
COIN4.001 4.001
AMZN3.994 3.994
FSLR3.368 3.368
MSFT3.244 3.244
QCOM2.837 2.837
ARM0.751 0.751
ASTS-3.834 -3.834
PLTR-5.142 -5.142
OKLO-6.943 -6.943
SHOP-7.527 -7.527
TOTAL19.17834.052116.41932.352 202.001

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-2.384 -2.384
UBER-2.235 -2.235
GM-2.056 -2.056
XYZ-1.699 -1.699
UPS-1.431 -1.431
DAL-1.371 -1.371
FCX-1.311 -1.311
MRNA-1.311 -1.311
HOOD-1.013 -1.013
EL-0.954 -0.954
RDDT-0.954 -0.954
BX-0.834 -0.834
TEAM-0.834 -0.834
IREN-0.715 -0.715
SHOP-0.596 -0.596
UAL-0.596 -0.596
CRCL-0.358 -0.358
BA-0.238 -0.238
FSLR-0.238 -0.238
MSFT-0.238 -0.238
OKLO-0.238 -0.238
AMZN-0.119 -0.119
PLTR-0.119 -0.119
ARM0.000 0.000
ASTS0.000 0.000
COIN0.000 0.000
CRWV0.000 0.000
JPM0.000 0.000
QCOM0.000 0.000
TOTAL-1.788-3.397-12.815-3.844 -21.845

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-4.053 -4.053
MSFT-3.885 -3.885
NFLX-3.507 -3.507
XYZ-3.442 -3.442
AMZN-3.411 -3.411
BA-3.371 -3.371
UBER-3.214 -3.214
UPS-2.972 -2.972
GM-2.931 -2.931
BX-2.686 -2.686
FSLR-2.456 -2.456
CRCL-2.396 -2.396
DAL-2.288 -2.288
FCX-2.205 -2.205
EL-2.131 -2.131
PLTR-1.941 -1.941
QCOM-1.879 -1.879
COIN-1.843 -1.843
UAL-1.843 -1.843
HOOD-1.705 -1.705
SHOP-1.609 -1.609
CRWV-1.542 -1.542
MRNA-1.524 -1.524
TEAM-1.476 -1.476
IREN-1.330 -1.330
OKLO-0.913 -0.913
ARM-0.908 -0.908
RDDT-0.880 -0.880
ASTS-0.520 -0.520
TOTAL-2.356-9.265-36.457-16.782 -64.861

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 12.874
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 12.655
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 9.851
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 9.672
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 7.214
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 5.122
OKLO Jun 26, 26 OKLO Jun 26th 74/79 Bear Call Spread 4.476
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 3.042
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 2.859
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 2.431
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 2.268
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 1.872
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 1.864
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 1.832
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread 1.321
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.240
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 1.194
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 1.017
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 0.953
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.873
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.840
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 0.757
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread —
ASTS Jun 26, 26 ASTS Jun 26th 115/120 Bear Call Spread —
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread —
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread —
JPM Jun 12, 26 JPM Jun 12th 285/290 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|
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 1.636
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 1.616
ASTS Jun 26, 26 ASTS Jun 26th 115/120 Bear Call Spread 1.520
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 1.471
RDDT Jun 5, 26 RDDT Jun 5th 140/145 Bull Put Spread 1.432
ARM Jun 18, 26 ARM Jun 18th 165/170 Bull Put Spread 1.396
OKLO Jun 26, 26 OKLO Jun 26th 74/79 Bear Call Spread 1.169
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 1.113
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 1.105
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.067
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 1.030
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 0.939
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 0.900
QCOM Jun 26, 26 QCOM Jun 26th 160/165 Bull Put Spread 0.867
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 0.820
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 0.791
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 0.734
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.609
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.594
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 0.589
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 0.579
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 0.567
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.548
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.531
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.510
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 0.450
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 0.442
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.404
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 0.314

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
TEAM Bull Put Jun 5, 26 1576.0%$91$91$409-$292.386-1.476-0.834576.6%2.861.629.3%—
RDDT Bull Put Jun 5, 26 1554.9%$77$77$423-$1491.260-0.880-0.953763.9%1.321.43-169.5%-30.9%
NFLX Bull Put Jun 12, 26 2271.9%$71$71$429-$702.082-3.507-2.384232.8%0.870.59-35.9%-5.9%
HOOD Bull Put Jun 12, 26 2286.4%$78$78$422$101.897-1.705-1.013365.7%1.871.1132.0%—
JPM Bull Put Jun 12, 26 2270.1%$75$75$425-$741.825-4.0530.000026.4%—0.45-66.0%-11.6%
FSLR Bull Put Jun 18, 26 2884.8%$78$78$422$22.306-2.456-0.238457.0%9.670.94-5.1%-0.9%
IREN Bull Put Jun 18, 26 2874.1%$74$74$426-$562.176-1.330-0.7153107.3%3.041.64-62.8%-10.9%
COIN Bull Put Jun 18, 26 2875.3%$74$74$426-$502.037-1.8430.000071.5%—1.11-65.5%-11.4%
UBER Bull Put Jun 18, 26 2870.3%$66$66$434-$831.761-3.214-2.235237.1%0.790.55-55.3%-8.4%
EL Bull Put Jun 18, 26 2862.3%$81$81$419-$1081.747-2.131-0.953747.5%1.830.82-119.1%-23.0%
BA Bull Put Jun 18, 26 2871.6%$56$56$445-$871.720-3.371-0.238434.7%7.210.51-119.8%-15.0%
MRNA Bull Put Jun 18, 26 2884.2%$56$56$444-$231.626-1.524-1.311378.2%1.241.07-2.7%-0.3%
GM Bull Put Jun 18, 26 2874.6%$53$53$448-$741.557-2.931-2.056439.4%0.760.53-57.1%-6.7%
BX Bull Put Jun 18, 26 2868.0%$72$72$428-$881.556-2.686-0.834540.7%1.860.58-86.1%-14.5%
PLTR Bear Call Jun 18, 26 2883.8%$67$67$433-$141.535-1.941-0.119248.5%12.870.7915.7%—
AMZN Bull Put Jun 18, 26 2883.4%$54$54$446-$291.509-3.411-0.119232.5%12.660.44-2.8%-0.3%
SHOP Bear Call Jun 18, 26 2877.1%$74$74$426-$411.449-1.609-0.596056.3%2.430.90-10.1%-1.8%
DAL Bull Put Jun 18, 26 2876.3%$72$72$428-$461.395-2.288-1.370949.3%1.020.610.7%—
UAL Bull Put Jun 18, 26 2879.6%$76$76$424-$261.352-1.843-0.596061.7%2.270.7314.5%—
ARM Bull Put Jun 18, 26 2893.7%$79$79$421$471.268-0.9080.0000100.6%—1.4067.1%—
UPS Bull Put Jun 18, 26 2885.2%$50$50$450-$241.201-2.972-1.430532.0%0.840.4021.0%—
CRCL Bull Put Jun 26, 26 3683.6%$62$62$438-$203.523-2.396-0.357689.3%9.851.47-133.9%-18.9%
XYZ Bull Put Jun 26, 26 3682.0%$89$89$611-$372.029-3.442-1.698749.4%1.190.594.5%—
QCOM Bull Put Jun 26, 26 3681.3%$80$80$420-$141.628-1.8790.000073.8%—0.87-16.3%-3.1%
CRWV Bull Put Jun 26, 26 3673.6%$69$69$431-$631.589-1.5420.000088.4%—1.03-87.0%-13.9%
FCX Bull Put Jun 26, 26 3675.1%$70$70$430-$541.250-2.205-1.311354.8%0.950.57-37.9%-6.2%
MSFT Bull Put Jun 26, 26 3678.8%$68$68$433-$381.221-3.885-0.238430.4%5.120.31-29.6%-4.6%
OKLO Bear Call Jun 26, 26 3677.5%$68$68$432-$451.067-0.913-0.238489.2%4.481.17-14.0%-2.2%
ASTS Bear Call Jun 26, 26 3673.0%$74$74$426-$610.791-0.5200.0000119.9%—1.52-25.0%-4.3%
TOTAL / AVG —76.8% avg$2053$2053$12648-$134248.740-64.861-21.845160.5% avg2.2325.74-1036.8%-5.6%
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.