Portfolio Analysis — live-active-by-symbol-2026-05-21_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
TEAM4.305 4.305
SHOP1.7211.461 3.182
HOOD2.592 2.592
EL2.371 2.371
NFLX2.332 2.332
CRCL2.226 2.226
FSLR2.207 2.207
IREN2.156 2.156
JPM2.109 2.109
CRWV2.105 2.105
MRNA2.034 2.034
BABA1.984 1.984
XYZ1.907 1.907
FCX1.865 1.865
COIN1.826 1.826
UBER1.765 1.765
PLTR1.677 1.677
QCOM1.674 1.674
UPS1.635 1.635
BX1.630 1.630
UAL1.556 1.556
BA1.522 1.522
GM1.497 1.497
AMZN1.469 1.469
DAL1.350 1.350
MSFT1.143 1.143
OKLO0.862 0.862
ASTS0.438 0.438
TOTAL4.3057.03226.41515.665 53.417

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
UBER19.340 19.340
NFLX18.598 18.598
EL17.841 17.841
XYZ14.860 14.860
FCX13.824 13.824
TEAM13.159 13.159
GM11.720 11.720
MRNA11.576 11.576
BX11.144 11.144
BABA10.329 10.329
UPS9.409 9.409
BA8.920 8.920
HOOD8.637 8.637
DAL8.193 8.193
JPM7.264 7.264
IREN6.347 6.347
UAL5.707 5.707
CRWV5.054 5.054
COIN4.740 4.740
CRCL4.008 4.008
AMZN3.616 3.616
MSFT2.935 2.935
QCOM2.337 2.337
FSLR2.194 2.194
SHOP-8.2446.658 -1.586
ASTS-3.471 -3.471
PLTR-5.613 -5.613
OKLO-7.069 -7.069
TOTAL13.15934.498106.88949.463 204.010

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-2.682 -2.682
UBER-2.176 -2.176
GM-1.878 -1.878
XYZ-1.758 -1.758
UPS-1.639 -1.639
FCX-1.460 -1.460
MRNA-1.401 -1.401
DAL-1.043 -1.043
EL-0.834 -0.834
TEAM-0.834 -0.834
HOOD-0.805 -0.805
BX-0.715 -0.715
BABA-0.596 -0.596
SHOP-0.358-0.238 -0.596
IREN-0.536 -0.536
CRCL-0.477 -0.477
OKLO-0.477 -0.477
QCOM-0.477 -0.477
UAL-0.477 -0.477
JPM-0.358 -0.358
PLTR-0.358 -0.358
AMZN-0.238 -0.238
BA-0.238 -0.238
ASTS0.000 0.000
COIN0.000 0.000
CRWV0.000 0.000
MSFT0.000 0.000
FSLR0.119 0.119
TOTAL-0.834-3.844-11.772-5.484 -21.935

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-4.369 -4.369
SHOP-1.732-2.174 -3.906
MSFT-3.832 -3.832
NFLX-3.754 -3.754
XYZ-3.523 -3.523
BABA-3.477 -3.477
UPS-3.393 -3.393
AMZN-3.252 -3.252
UBER-3.196 -3.196
BA-2.851 -2.851
BX-2.783 -2.783
GM-2.721 -2.721
FCX-2.684 -2.684
EL-2.464 -2.464
FSLR-2.093 -2.093
PLTR-2.069 -2.069
HOOD-1.969 -1.969
DAL-1.964 -1.964
COIN-1.797 -1.797
CRCL-1.789 -1.789
TEAM-1.781 -1.781
UAL-1.776 -1.776
MRNA-1.747 -1.747
CRWV-1.727 -1.727
QCOM-1.706 -1.706
IREN-1.258 -1.258
OKLO-0.743 -0.743
ASTS-0.482 -0.482
TOTAL-1.781-10.092-35.098-22.137 -69.108

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 18.516
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 6.384
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 6.160
SHOP Jun 26, 26 SHOP Jun 26th 85/90 Bull Put Spread 6.127
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 5.896
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 5.159
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 4.814
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 4.690
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 4.667
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 4.020
QCOM Jun 26, 26 QCOM Jun 26th 160/165 Bull Put Spread 3.510
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 3.329
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 3.262
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 3.221
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 2.841
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 2.278
OKLO Jun 26, 26 OKLO Jun 26th 74/79 Bear Call Spread 1.808
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.452
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 1.294
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 1.277
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 1.084
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.997
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.869
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.811
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.797
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 —
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 2.417
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 1.714
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 1.316
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 1.244
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 1.219
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.164
OKLO Jun 26, 26 OKLO Jun 26th 74/79 Bear Call Spread 1.161
FSLR Jun 18, 26 FSLR Jun 18th 190/195 Bull Put Spread 1.055
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 1.017
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 0.994
QCOM Jun 26, 26 QCOM Jun 26th 160/165 Bull Put Spread 0.981
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 0.962
ASTS Jun 26, 26 ASTS Jun 26th 115/120 Bear Call Spread 0.910
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 0.876
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 0.810
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 0.695
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.687
SHOP Jun 26, 26 SHOP Jun 26th 85/90 Bull Put Spread 0.672
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.621
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 0.586
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 0.571
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.552
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.550
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 0.541
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.534
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 0.483
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.482
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 0.452
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 0.298

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 1471.2%$91$91$409-$534.305-1.781-0.834572.8%5.162.42-45.6%-10.1%
HOOD Bull Put Jun 12, 26 2183.1%$78$78$422-$72.592-1.969-0.804763.7%3.221.3220.5%—
NFLX Bull Put Jun 12, 26 2173.2%$71$71$429-$632.332-3.754-2.682231.5%0.870.62-24.6%-4.1%
JPM Bull Put Jun 12, 26 2173.7%$75$75$425-$572.109-4.369-0.357626.3%5.900.48-36.0%-6.4%
EL Bull Put Jun 18, 26 2765.1%$81$81$419-$942.371-2.464-0.834547.9%2.840.96-119.1%-23.0%
FSLR Bull Put Jun 18, 26 2789.7%$78$78$422$262.207-2.0930.119261.3%18.521.0533.3%—
IREN Bull Put Jun 18, 26 2784.4%$74$74$426-$42.156-1.258-0.5364110.1%4.021.719.5%—
MRNA Bull Put Jun 18, 26 2778.1%$56$56$444-$532.034-1.747-1.400774.2%1.451.16-26.8%-3.4%
COIN Bull Put Jun 18, 26 2770.5%$74$74$426-$741.826-1.7970.000066.8%—1.02-82.4%-14.3%
UBER Bull Put Jun 18, 26 2769.3%$66$66$434-$881.765-3.196-2.175636.5%0.810.55-61.4%-9.3%
SHOP Bear Call Jun 18, 26 2777.3%$74$74$426-$401.721-1.732-0.357655.2%4.810.99-21.6%-3.8%
PLTR Bear Call Jun 18, 26 2784.0%$67$67$433-$131.677-2.069-0.357647.0%4.690.819.7%—
UPS Bull Put Jun 18, 26 2784.6%$50$50$450-$271.635-3.393-1.639131.1%1.000.4812.0%—
BX Bull Put Jun 18, 26 2770.6%$72$72$428-$751.630-2.783-0.715341.3%2.280.59-54.2%-9.1%
UAL Bull Put Jun 18, 26 2782.5%$76$76$424-$121.556-1.776-0.476864.7%3.260.8824.3%—
BA Bull Put Jun 18, 26 2763.7%$56$56$445-$1261.522-2.851-0.238433.7%6.380.53-197.3%-24.6%
GM Bull Put Jun 18, 26 2780.8%$53$53$448-$431.497-2.721-1.877540.2%0.800.55-11.4%-1.3%
AMZN Bull Put Jun 18, 26 2785.2%$54$54$446-$201.469-3.252-0.238432.2%6.160.4513.0%—
DAL Bull Put Jun 18, 26 2783.5%$72$72$428-$111.350-1.964-1.043153.7%1.290.6931.3%—
CRCL Bull Put Jun 26, 26 3584.3%$62$62$438-$172.226-1.789-0.476889.6%4.671.24-39.5%-5.6%
CRWV Bull Put Jun 26, 26 3578.7%$69$69$431-$372.105-1.7270.000089.9%—1.22-66.7%-10.7%
BABA Bull Put Jun 26, 26 3573.1%$70$70$430-$651.984-3.477-0.596039.6%3.330.57-94.3%-15.3%
XYZ Bull Put Jun 26, 26 3578.3%$89$89$611-$631.907-3.523-1.758347.1%1.080.54-5.6%-0.8%
FCX Bull Put Jun 26, 26 3576.5%$70$70$430-$481.865-2.684-1.460351.8%1.280.69-42.9%-7.0%
QCOM Bull Put Jun 26, 26 3584.2%$80$80$420$11.674-1.706-0.476881.8%3.510.98-4.4%-0.8%
SHOP Bull Put Jun 26, 26 3579.4%$80$80$420-$231.461-2.174-0.238458.9%6.130.67-6.9%-1.3%
MSFT Bull Put Jun 26, 26 3579.8%$68$68$433-$341.143-3.8320.000029.5%—0.30-3.7%-0.6%
OKLO Bear Call Jun 26, 26 3573.5%$68$68$432-$640.862-0.743-0.476894.6%1.811.16-31.6%-5.0%
ASTS Bear Call Jun 26, 26 3573.5%$74$74$426-$590.438-0.4820.0000116.1%—0.912.0%—
TOTAL / AVG —77.6% avg$2047$2047$12654-$124053.417-69.108-21.934558.2% avg2.4425.56-820.4%-4.4%
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.