Portfolio Analysis — live-active-by-symbol-2026-05-21_14-04

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
SHOP1.6801.743 3.424
TEAM2.871 2.871
HOOD2.634 2.634
NFLX2.302 2.302
COIN2.275 2.275
CRWV2.225 2.225
XYZ2.125 2.125
JPM2.045 2.045
QCOM2.038 2.038
IREN2.007 2.007
EL1.885 1.885
UBER1.762 1.762
BABA1.730 1.730
CRCL1.718 1.718
UPS1.693 1.693
PLTR1.633 1.633
BX1.554 1.554
FCX1.509 1.509
GM1.395 1.395
AMZN1.351 1.351
UAL1.335 1.335
MRNA1.302 1.302
BA1.242 1.242
DAL1.208 1.208
OKLO1.068 1.068
MSFT1.013 1.013
ASTS0.643 0.643
TOTAL2.8716.98222.32115.811 47.985

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
UBER17.582 17.582
NFLX16.184 16.184
EL16.071 16.071
XYZ15.082 15.082
TEAM12.554 12.554
FCX10.943 10.943
GM9.315 9.315
BX9.176 9.176
UPS9.061 9.061
MRNA8.998 8.998
BABA8.310 8.310
HOOD7.943 7.943
BA7.476 7.476
JPM6.716 6.716
DAL6.226 6.226
IREN5.158 5.158
CRWV4.820 4.820
UAL4.319 4.319
COIN4.259 4.259
CRCL3.176 3.176
AMZN2.686 2.686
MSFT2.550 2.550
QCOM2.301 2.301
SHOP-8.9126.529 -2.383
ASTS-4.282 -4.282
PLTR-5.584 -5.584
OKLO-8.792 -8.792
TOTAL12.55430.84285.83040.639 169.864

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-2.697 -2.697
UBER-2.354 -2.354
XYZ-1.729 -1.729
GM-1.594 -1.594
UPS-1.550 -1.550
MRNA-1.490 -1.490
FCX-1.371 -1.371
EL-1.132 -1.132
DAL-0.894 -0.894
HOOD-0.864 -0.864
TEAM-0.715 -0.715
BX-0.596 -0.596
BABA-0.417 -0.417
SHOP0.000-0.417 -0.417
UAL-0.417 -0.417
CRCL-0.358 -0.358
IREN-0.358 -0.358
PLTR-0.358 -0.358
AMZN-0.238 -0.238
BA-0.238 -0.238
MSFT-0.238 -0.238
CRWV-0.119 -0.119
JPM-0.119 -0.119
ASTS0.000 0.000
QCOM0.000 0.000
COIN0.238 0.238
OKLO0.238 0.238
TOTAL-0.715-3.681-10.982-4.411 -19.789

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-4.421 -4.421
SHOP-1.698-2.414 -4.112
NFLX-3.715 -3.715
XYZ-3.638 -3.638
MSFT-3.606 -3.606
BABA-3.418 -3.418
UPS-3.353 -3.353
UBER-3.204 -3.204
BA-3.109 -3.109
AMZN-2.808 -2.808
BX-2.750 -2.750
EL-2.640 -2.640
GM-2.514 -2.514
FCX-2.390 -2.390
PLTR-2.093 -2.093
COIN-2.017 -2.017
HOOD-1.927 -1.927
QCOM-1.882 -1.882
CRWV-1.772 -1.772
DAL-1.693 -1.693
CRCL-1.556 -1.556
UAL-1.543 -1.543
TEAM-1.533 -1.533
MRNA-1.423 -1.423
IREN-1.155 -1.155
OKLO-0.760 -0.760
ASTS-0.509 -0.509
TOTAL-1.533-10.064-32.002-21.945 -65.544

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 18.662
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 17.155
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 9.540
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 5.665
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 5.611
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 5.210
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 4.805
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 4.566
OKLO Jun 26, 26 OKLO Jun 26th 74/79 Bear Call Spread 4.478
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 4.248
SHOP Jun 26, 26 SHOP Jun 26th 85/90 Bull Put Spread 4.178
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 4.147
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 4.014
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 3.199
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 3.048
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 2.607
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 1.665
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 1.351
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 1.229
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 1.100
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 1.093
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.875
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 0.874
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.854
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.748
ASTS Jun 26, 26 ASTS Jun 26th 115/120 Bear Call Spread —
QCOM Jun 26, 26 QCOM Jun 26th 160/165 Bull Put Spread —
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call 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 1.873
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 1.737
OKLO Jun 26, 26 OKLO Jun 26th 74/79 Bear Call Spread 1.404
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 1.367
ASTS Jun 26, 26 ASTS Jun 26th 115/120 Bear Call Spread 1.265
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 1.255
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 1.127
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 1.104
QCOM Jun 26, 26 QCOM Jun 26th 160/165 Bull Put Spread 1.083
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 0.989
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 0.915
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 0.865
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 0.780
SHOP Jun 26, 26 SHOP Jun 26th 85/90 Bull Put Spread 0.722
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 0.714
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.713
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 0.631
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.620
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 0.584
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 0.565
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.555
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.550
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 0.506
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.505
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 0.481
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 0.463
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.400
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 0.281

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 1470.9%$91$91$409-$552.871-1.533-0.715373.0%4.011.87-26.4%-5.9%
HOOD Bull Put Jun 12, 26 2186.0%$78$78$422$82.634-1.927-0.864364.3%3.051.3727.6%—
NFLX Bull Put Jun 12, 26 2178.0%$71$71$429-$392.302-3.715-2.697131.3%0.850.620.0%—
JPM Bull Put Jun 12, 26 2176.5%$75$75$425-$432.045-4.421-0.119225.9%17.160.46-15.3%-2.7%
COIN Bull Put Jun 18, 26 2776.3%$74$74$426-$452.275-2.0170.238467.2%9.541.13-58.8%-10.2%
IREN Bull Put Jun 18, 26 2789.2%$74$74$426$202.007-1.155-0.3576112.0%5.611.7427.7%—
EL Bull Put Jun 18, 26 2770.3%$81$81$419-$681.885-2.640-1.132544.8%1.660.71-54.3%-10.5%
UBER Bull Put Jun 18, 26 2772.2%$66$66$434-$731.762-3.204-2.354436.7%0.750.55-39.4%-6.0%
UPS Bull Put Jun 18, 26 2785.1%$50$50$450-$251.693-3.353-1.549731.6%1.090.5014.0%—
SHOP Bear Call Jun 18, 26 2774.6%$74$74$426-$531.680-1.6980.000054.2%—0.99-36.5%-6.3%
PLTR Bear Call Jun 18, 26 2784.1%$67$67$433-$131.633-2.093-0.357645.7%4.570.7814.2%—
BX Bull Put Jun 18, 26 2776.5%$72$72$428-$451.554-2.750-0.596041.9%2.610.57-15.3%-2.6%
GM Bull Put Jun 18, 26 2786.6%$53$53$448-$151.395-2.514-1.594439.8%0.870.5519.1%—
AMZN Bull Put Jun 18, 26 2789.2%$54$54$446-$01.351-2.808-0.238433.1%5.660.4838.0%—
UAL Bull Put Jun 18, 26 2787.4%$76$76$424$131.335-1.543-0.417266.2%3.200.8646.0%—
MRNA Bull Put Jun 18, 26 2783.3%$56$56$444-$281.302-1.423-1.490174.4%0.870.9217.0%—
BA Bull Put Jun 18, 26 2769.3%$56$56$445-$981.242-3.109-0.238433.5%5.210.40-102.7%-12.8%
DAL Bull Put Jun 18, 26 2787.5%$72$72$428$101.208-1.693-0.894156.4%1.350.7148.6%—
CRWV Bull Put Jun 26, 26 3581.7%$69$69$431-$222.225-1.772-0.119290.2%18.661.26-58.0%-9.3%
XYZ Bull Put Jun 26, 26 3579.0%$89$89$611-$582.125-3.638-1.728547.6%1.230.58-11.2%-1.6%
QCOM Bull Put Jun 26, 26 3586.1%$80$80$420$102.038-1.8820.000080.3%—1.08-3.1%-0.6%
SHOP Bull Put Jun 26, 26 3581.4%$80$80$420-$131.743-2.414-0.417256.4%4.180.720.0%—
BABA Bull Put Jun 26, 26 3580.2%$70$70$430-$291.730-3.418-0.417239.1%4.150.51-34.3%-5.6%
CRCL Bull Put Jun 26, 26 3585.8%$62$62$438-$91.718-1.556-0.357687.3%4.801.103.2%—
FCX Bull Put Jun 26, 26 3579.6%$70$70$430-$321.509-2.390-1.370952.6%1.100.63-2.1%-0.3%
OKLO Bear Call Jun 26, 26 3568.1%$68$68$432-$921.068-0.7600.238488.5%4.481.40-85.3%-13.4%
MSFT Bull Put Jun 26, 26 3583.2%$68$68$433-$171.013-3.606-0.238429.3%4.250.2817.0%—
ASTS Bear Call Jun 26, 26 3569.9%$74$74$426-$760.643-0.5090.0000109.9%—1.26-38.5%-6.7%
TOTAL / AVG —79.9% avg$1969$1969$12232-$88547.985-65.544-19.788757.6% avg2.4224.05-308.9%-1.9%
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.