Portfolio Analysis — live-active-by-symbol-2026-05-22_08-39

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
TEAM4.021 4.021
SHOP1.8291.745 3.573
CRCL2.987 2.987
JPM2.643 2.643
NFLX2.380 2.380
UAL2.372 2.372
HOOD2.119 2.119
MRNA2.057 2.057
XYZ2.050 2.050
COIN1.921 1.921
IREN1.918 1.918
UBER1.914 1.914
CRWV1.887 1.887
BABA1.858 1.858
QCOM1.836 1.836
BX1.717 1.717
PLTR1.661 1.661
BA1.512 1.512
MSFT1.487 1.487
GM1.474 1.474
EL1.473 1.473
FCX1.412 1.412
AMZN1.335 1.335
UPS1.196 1.196
DAL0.806 0.806
OKLO0.677 0.677
ASTS-0.231 -0.231
TOTAL4.0217.14123.18515.707 50.054

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
UBER18.178 18.178
NFLX17.790 17.790
XYZ15.523 15.523
TEAM11.542 11.542
FCX11.372 11.372
MRNA10.519 10.519
BX9.737 9.737
BABA9.150 9.150
BA8.610 8.610
HOOD8.352 8.352
GM7.127 7.127
JPM6.490 6.490
UPS6.118 6.118
EL5.915 5.915
UAL5.807 5.807
IREN5.514 5.514
DAL5.125 5.125
CRWV4.943 4.943
COIN4.652 4.652
CRCL4.585 4.585
MSFT3.074 3.074
AMZN2.571 2.571
QCOM1.326 1.326
SHOP-9.4616.237 -3.224
ASTS-4.315 -4.315
PLTR-4.894 -4.894
OKLO-8.556 -8.556
TOTAL11.54232.63275.51843.339 163.031

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-2.712 -2.712
UBER-2.295 -2.295
XYZ-1.848 -1.848
MRNA-1.565 -1.565
FCX-1.431 -1.431
GM-1.296 -1.296
UPS-1.222 -1.222
TEAM-1.073 -1.073
HOOD-1.043 -1.043
EL-0.834 -0.834
SHOP-0.358-0.477 -0.834
DAL-0.745 -0.745
IREN-0.745 -0.745
BX-0.715 -0.715
UAL-0.536 -0.536
JPM-0.477 -0.477
BABA-0.358 -0.358
PLTR-0.298 -0.298
BA-0.238 -0.238
MSFT-0.238 -0.238
AMZN-0.179 -0.179
CRCL-0.179 -0.179
CRWV-0.119 -0.119
QCOM0.000 0.000
OKLO0.238 0.238
COIN0.477 0.477
ASTS0.954 0.954
TOTAL-1.073-4.232-10.550-3.457 -19.312

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-4.832 -4.832
SHOP-1.789-2.446 -4.234
MSFT-4.229 -4.229
NFLX-3.715 -3.715
XYZ-3.430 -3.430
BABA-3.395 -3.395
UBER-3.225 -3.225
BA-3.069 -3.069
BX-2.821 -2.821
AMZN-2.730 -2.730
UPS-2.468 -2.468
FCX-2.338 -2.338
GM-2.231 -2.231
CRCL-2.165 -2.165
UAL-2.049 -2.049
PLTR-1.967 -1.967
EL-1.929 -1.929
TEAM-1.859 -1.859
COIN-1.799 -1.799
HOOD-1.799 -1.799
MRNA-1.735 -1.735
CRWV-1.703 -1.703
QCOM-1.483 -1.483
DAL-1.397 -1.397
IREN-1.163 -1.163
OKLO-0.487 -0.487
ASTS-0.159 -0.159
TOTAL-1.859-10.345-30.371-21.834 -64.409

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 16.703
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 15.826
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 7.466
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 6.343
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 6.235
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 5.574
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 5.542
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 5.195
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 5.114
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 4.421
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 4.030
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 3.748
SHOP Jun 26, 26 SHOP Jun 26th 85/90 Bull Put Spread 3.659
OKLO Jun 26, 26 OKLO Jun 26th 74/79 Bear Call Spread 2.842
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 2.574
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 2.401
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 2.031
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 1.765
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.314
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 1.137
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 1.110
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 1.082
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 0.987
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.979
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.877
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.834
ASTS Jun 26, 26 ASTS Jun 26th 115/120 Bear Call Spread -0.242
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|
TEAM Jun 5, 26 TEAM Jun 5th 72/77 Bull Put Spread 2.163
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 1.649
OKLO Jun 26, 26 OKLO Jun 26th 74/79 Bear Call Spread 1.392
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 1.379
QCOM Jun 26, 26 QCOM Jun 26th 160/165 Bull Put Spread 1.238
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.185
HOOD Jun 12, 26 HOOD Jun 12th 60/65 Bull Put Spread 1.178
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 1.157
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 1.108
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 1.068
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 1.022
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 0.845
EL Jun 18, 26 EL Jun 18th 70/75 Bull Put Spread 0.764
SHOP Jun 26, 26 SHOP Jun 26th 85/90 Bull Put Spread 0.713
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.661
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.641
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 0.609
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 0.604
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 0.598
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.593
DAL Jun 18, 26 DAL Jun 18th 60/65 Bull Put Spread 0.577
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 0.547
JPM Jun 12, 26 JPM Jun 12th 285/290 Bull Put Spread 0.547
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.493
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 0.489
UPS Jun 18, 26 UPS Jun 18th 85/90 Bull Put Spread 0.485
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 0.351
ASTS Jun 26, 26 ASTS Jun 26th 115/120 Bear Call Spread -1.450

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 1376.7%$91$91$409-$264.021-1.859-1.072968.0%3.752.161.1%—
JPM Bull Put Jun 12, 26 2081.5%$75$75$425-$172.643-4.832-0.476825.8%5.540.55-8.0%-1.4%
NFLX Bull Put Jun 12, 26 2076.5%$71$71$429-$472.380-3.715-2.712031.4%0.880.64-12.0%-2.0%
HOOD Bull Put Jun 12, 26 2082.4%$78$78$422-$102.119-1.799-1.043161.8%2.031.1832.7%—
UAL Bull Put Jun 18, 26 2686.1%$76$76$424$72.372-2.049-0.536465.4%4.421.1617.1%—
MRNA Bull Put Jun 18, 26 2682.2%$56$56$444-$332.057-1.735-1.564671.6%1.311.19-4.5%-0.6%
COIN Bull Put Jun 18, 26 2672.5%$74$74$426-$641.921-1.7990.476867.7%4.031.07-75.7%-13.1%
IREN Bull Put Jun 18, 26 2686.2%$74$74$426$51.918-1.163-0.7451106.9%2.571.6530.4%—
UBER Bull Put Jun 18, 26 2672.1%$66$66$434-$731.914-3.225-2.294837.1%0.830.59-47.0%-7.1%
SHOP Bear Call Jun 18, 26 2674.1%$74$74$426-$561.829-1.789-0.357652.7%5.111.02-41.9%-7.3%
BX Bull Put Jun 18, 26 2676.0%$72$72$428-$481.717-2.821-0.715341.8%2.400.61-23.6%-4.0%
PLTR Bear Call Jun 18, 26 2686.6%$67$67$433$01.661-1.967-0.298047.5%5.570.8427.6%—
BA Bull Put Jun 18, 26 2666.8%$56$56$445-$1111.512-3.069-0.238433.2%6.340.49-156.8%-19.6%
GM Bull Put Jun 18, 26 26100.0%$53$53$448$531.474-2.231-1.296442.3%1.140.6636.2%—
EL Bull Put Jun 18, 26 2688.1%$81$81$419$211.473-1.929-0.834551.4%1.760.7653.7%—
AMZN Bull Put Jun 18, 26 2690.8%$54$54$446$81.335-2.730-0.178832.7%7.470.4943.5%—
UPS Bull Put Jun 18, 26 2690.1%$50$50$450$01.196-2.468-1.221933.2%0.980.4847.0%—
DAL Bull Put Jun 18, 26 2687.9%$72$72$428$120.806-1.397-0.745157.6%1.080.5863.2%—
CRCL Bull Put Jun 26, 26 3488.2%$62$62$438$32.987-2.165-0.178886.7%16.701.38-58.1%-8.2%
XYZ Bull Put Jun 26, 26 3477.5%$89$89$611-$682.050-3.430-1.847749.9%1.110.60-20.2%-2.9%
CRWV Bull Put Jun 26, 26 3479.3%$69$69$431-$351.887-1.703-0.119285.5%15.831.11-42.0%-6.7%
BABA Bull Put Jun 26, 26 3477.3%$70$70$430-$431.858-3.395-0.357639.9%5.200.55-57.9%-9.4%
QCOM Bull Put Jun 26, 26 3491.8%$80$80$420$391.836-1.4830.000091.2%—1.2435.6%—
SHOP Bull Put Jun 26, 26 3483.7%$80$80$420-$21.745-2.446-0.476854.4%3.660.7112.5%—
MSFT Bull Put Jun 26, 26 3483.2%$68$68$433-$161.487-4.229-0.238429.1%6.240.35-9.6%-1.5%
FCX Bull Put Jun 26, 26 3478.9%$70$70$430-$351.412-2.338-1.430552.0%0.990.60-2.1%-0.3%
OKLO Bear Call Jun 26, 26 3463.8%$68$68$432-$1130.677-0.4870.238493.9%2.841.39-107.3%-16.9%
ASTS Bear Call Jun 26, 26 3460.5%$74$74$426-$123-0.231-0.1590.9537113.5%-0.24-1.45-65.5%-11.4%
TOTAL / AVG —80.7% avg$1969$1969$12232-$77250.054-64.409-19.311958.0% avg2.5922.61-331.5%-1.8%
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.