Portfolio Analysis — live-active-by-symbol-2026-05-20_14-07

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
SHOP1.5991.410 3.010
TEAM2.375 2.375
FSLR2.287 2.287
QCOM2.251 2.251
NFLX2.172 2.172
IREN2.092 2.092
HOOD2.037 2.037
JPM1.982 1.982
CRCL1.967 1.967
XYZ1.849 1.849
COIN1.794 1.794
FCX1.771 1.771
BA1.755 1.755
EL1.745 1.745
MRNA1.730 1.730
BX1.698 1.698
CRWV1.674 1.674
MSFT1.582 1.582
PLTR1.555 1.555
UAL1.545 1.545
UBER1.472 1.472
GM1.454 1.454
AMZN1.432 1.432
DAL1.414 1.414
UPS1.286 1.286
BABA1.184 1.184
ASTS1.007 1.007
OKLO0.263 0.263
TOTAL2.3756.19124.85914.957 48.382

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
NFLX19.394 19.394
EL16.597 16.597
UBER14.380 14.380
FCX13.998 13.998
GM11.441 11.441
XYZ11.195 11.195
BX11.029 11.029
MRNA9.207 9.207
TEAM8.130 8.130
IREN8.058 8.058
DAL8.017 8.017
UPS7.448 7.448
HOOD7.314 7.314
JPM7.107 7.107
BA7.097 7.097
BABA5.771 5.771
CRWV5.555 5.555
UAL5.273 5.273
COIN4.230 4.230
CRCL3.967 3.967
AMZN3.387 3.387
QCOM3.130 3.130
MSFT2.953 2.953
FSLR2.490 2.490
SHOP-8.8895.966 -2.924
ASTS-3.979 -3.979
PLTR-5.511 -5.511
OKLO-5.994 -5.994
TOTAL8.13033.81594.25342.562 178.761

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-2.474 -2.474
UBER-1.997 -1.997
GM-1.788 -1.788
FCX-1.520 -1.520
XYZ-1.475 -1.475
MRNA-1.281 -1.281
UPS-1.252 -1.252
DAL-1.073 -1.073
COIN-0.954 -0.954
HOOD-0.864 -0.864
BX-0.834 -0.834
EL-0.834 -0.834
TEAM-0.715 -0.715
IREN-0.596 -0.596
SHOP-0.238-0.358 -0.596
ASTS-0.477 -0.477
JPM-0.477 -0.477
OKLO-0.477 -0.477
FSLR-0.358 -0.358
UAL-0.358 -0.358
BABA-0.298 -0.298
BA-0.238 -0.238
PLTR-0.238 -0.238
CRCL-0.119 -0.119
QCOM0.000 0.000
AMZN0.119 0.119
MSFT0.238 0.238
CRWV0.477 0.477
TOTAL-0.715-3.815-11.921-4.008 -20.459

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-4.337 -4.337
MSFT-4.259 -4.259
SHOP-1.644-2.136 -3.780
NFLX-3.605 -3.605
BA-3.449 -3.449
XYZ-3.243 -3.243
AMZN-3.144 -3.144
UBER-2.919 -2.919
BX-2.875 -2.875
UPS-2.857 -2.857
BABA-2.812 -2.812
FCX-2.730 -2.730
GM-2.700 -2.700
EL-2.372 -2.372
FSLR-2.241 -2.241
QCOM-2.116 -2.116
PLTR-2.023 -2.023
DAL-2.007 -2.007
COIN-1.819 -1.819
UAL-1.767 -1.767
CRCL-1.740 -1.740
HOOD-1.719 -1.719
MRNA-1.605 -1.605
CRWV-1.561 -1.561
TEAM-1.478 -1.478
IREN-1.310 -1.310
OKLO-0.587 -0.587
ASTS-0.565 -0.565
TOTAL-1.478-9.661-34.732-21.748 -67.619

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 16.498
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 12.012
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 7.361
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 6.708
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 6.634
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 6.522
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 6.394
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 4.321
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 4.156
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 3.973
SHOP Jun 26, 26 SHOP Jun 26th 85/90 Bull Put Spread 3.943
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 3.510
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 3.510
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 3.320
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 2.357
ASTS Jun 26, 26 ASTS Jun 26th 115/120 Bear Call Spread 2.112
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 2.091
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 2.035
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 1.882
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.350
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 1.318
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 1.253
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 1.165
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 1.028
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.878
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.813
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.737
OKLO Jun 26, 26 OKLO Jun 26th 74/79 Bear Call Spread 0.552
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 1.783
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 1.607
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 1.597
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 1.185
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 1.130
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.078
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 1.072
QCOM Jun 26, 26 QCOM Jun 26th 160/165 Bull Put Spread 1.064
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 1.020
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 0.986
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 0.973
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 0.875
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 0.769
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 0.736
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.705
SHOP Jun 26, 26 SHOP Jun 26th 85/90 Bull Put Spread 0.660
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 0.649
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.603
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 0.591
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 0.570
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.538
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.509
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.504
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 0.457
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 0.455
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.450
OKLO Jun 26, 26 OKLO Jun 26th 74/79 Bear Call Spread 0.448
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 0.421
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 0.371

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 1579.8%$91$91$409-$102.375-1.478-0.715374.8%3.321.6128.6%—
NFLX Bull Put Jun 12, 26 2271.1%$71$71$429-$732.172-3.605-2.473632.2%0.880.60-40.9%-6.8%
HOOD Bull Put Jun 12, 26 2285.0%$78$78$422$32.037-1.719-0.864366.2%2.361.1832.7%—
JPM Bull Put Jun 12, 26 2273.8%$75$75$425-$561.982-4.337-0.476826.3%4.160.46-34.7%-6.1%
FSLR Bull Put Jun 18, 26 2889.0%$78$78$422$232.287-2.241-0.357660.5%6.391.0221.8%—
IREN Bull Put Jun 18, 26 2879.2%$74$74$426-$302.092-1.310-0.5960108.5%3.511.60-18.9%-3.3%
COIN Bull Put Jun 18, 26 2873.8%$74$74$426-$571.794-1.819-0.953768.4%1.880.99-62.2%-10.8%
BA Bull Put Jun 18, 26 2872.6%$56$56$445-$821.755-3.449-0.238434.4%7.360.51-109.0%-13.6%
EL Bull Put Jun 18, 26 2866.0%$81$81$419-$891.745-2.372-0.834546.7%2.090.74-82.1%-15.9%
MRNA Bull Put Jun 18, 26 2882.4%$56$56$444-$321.730-1.605-1.281573.7%1.351.085.4%—
BX Bull Put Jun 18, 26 2871.9%$72$72$428-$681.698-2.875-0.834541.1%2.040.59-54.9%-9.2%
SHOP Bear Call Jun 18, 26 2873.2%$74$74$426-$601.599-1.644-0.238454.7%6.710.97-42.6%-7.4%
PLTR Bear Call Jun 18, 26 2883.0%$67$67$433-$181.555-2.023-0.238447.0%6.520.7710.4%—
UAL Bull Put Jun 18, 26 2885.0%$76$76$424$11.545-1.767-0.357664.6%4.320.8729.6%—
UBER Bull Put Jun 18, 26 2876.2%$66$66$434-$531.472-2.919-1.996838.5%0.740.50-12.1%-1.8%
GM Bull Put Jun 18, 26 2882.0%$53$53$448-$371.454-2.700-1.788140.6%0.810.54-11.4%-1.3%
AMZN Bull Put Jun 18, 26 2886.2%$54$54$446-$151.432-3.1440.119233.2%12.010.4614.8%—
DAL Bull Put Jun 18, 26 2884.0%$72$72$428-$81.414-2.007-1.072953.8%1.320.7030.6%—
UPS Bull Put Jun 18, 26 2888.8%$50$50$450-$61.286-2.857-1.251732.5%1.030.4531.0%—
QCOM Bull Put Jun 26, 26 3681.7%$80$80$420-$112.251-2.1160.000075.6%—1.06-45.0%-8.6%
CRCL Bull Put Jun 26, 26 3682.3%$62$62$438-$261.967-1.740-0.119287.2%16.501.13-31.4%-4.5%
XYZ Bull Put Jun 26, 26 3683.6%$89$89$611-$261.849-3.243-1.475248.9%1.250.5720.2%—
FCX Bull Put Jun 26, 26 3675.9%$70$70$430-$501.771-2.730-1.519950.2%1.170.65-40.0%-6.5%
CRWV Bull Put Jun 26, 26 3674.2%$69$69$431-$601.674-1.5610.476889.4%3.511.07-84.1%-13.5%
MSFT Bull Put Jun 26, 26 3683.5%$68$68$433-$151.582-4.2590.238430.4%6.630.37-16.3%-2.5%
SHOP Bull Put Jun 26, 26 3682.0%$80$80$420-$101.410-2.136-0.357659.5%3.940.665.0%—
BABA Bull Put Jun 26, 26 3683.9%$70$70$430-$101.184-2.812-0.298040.2%3.970.4217.1%—
ASTS Bear Call Jun 26, 26 3675.3%$74$74$426-$491.007-0.565-0.4768121.3%2.111.78-31.8%-5.5%
OKLO Bear Call Jun 26, 26 3672.7%$68$68$432-$680.263-0.587-0.476895.0%0.550.451.5%—
TOTAL / AVG —79.2% avg$2047$2047$12654-$99548.382-67.619-20.459358.5% avg2.3623.81-468.6%-2.5%
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.