Portfolio Analysis — live-active-by-symbol-2026-05-22_14-03

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 12, 26Jun 18, 26Jun 26, 26Total
SHOP1.8271.671 3.498
NFLX2.125 2.125
MRNA1.978 1.978
BA1.933 1.933
COIN1.887 1.887
CRWV1.774 1.774
BABA1.736 1.736
XYZ1.736 1.736
UBER1.638 1.638
CRCL1.635 1.635
GM1.598 1.598
PLTR1.595 1.595
BX1.559 1.559
FCX1.497 1.497
UAL1.471 1.471
AMZN1.424 1.424
IREN1.402 1.402
MSFT1.345 1.345
OKLO1.096 1.096
TOTAL2.12518.31312.490 32.928

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 12, 26Jun 18, 26Jun 26, 26Total
UBER22.517 22.517
NFLX17.357 17.357
XYZ14.705 14.705
FCX11.171 11.171
MRNA10.988 10.988
BX9.121 9.121
BABA9.097 9.097
BA8.419 8.419
GM7.917 7.917
COIN5.317 5.317
CRWV4.739 4.739
IREN4.706 4.706
UAL4.432 4.432
CRCL3.239 3.239
AMZN2.957 2.957
MSFT2.857 2.857
SHOP-8.1437.139 -1.004
PLTR-5.221 -5.221
OKLO-9.129 -9.129
TOTAL17.35763.01043.817 124.185

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 12, 26Jun 18, 26Jun 26, 26Total
NFLX-2.921 -2.921
UBER-2.325 -2.325
XYZ-1.937 -1.937
MRNA-1.639 -1.639
FCX-1.431 -1.431
GM-1.431 -1.431
SHOP-0.358-0.477 -0.834
BABA-0.715 -0.715
BX-0.596 -0.596
IREN-0.596 -0.596
BA-0.477 -0.477
UAL-0.417 -0.417
PLTR-0.298 -0.298
CRCL-0.238 -0.238
CRWV-0.238 -0.238
MSFT-0.238 -0.238
AMZN-0.119 -0.119
COIN0.000 0.000
OKLO0.000 0.000
TOTAL-2.921-8.255-5.275 -16.451

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 12, 26Jun 18, 26Jun 26, 26Total
SHOP-1.865-2.453 -4.318
MSFT-4.053 -4.053
NFLX-3.588 -3.588
BABA-3.347 -3.347
XYZ-3.336 -3.336
BA-3.280 -3.280
UBER-2.997 -2.997
AMZN-2.943 -2.943
BX-2.687 -2.687
FCX-2.416 -2.416
GM-2.402 -2.402
PLTR-2.033 -2.033
COIN-1.785 -1.785
MRNA-1.735 -1.735
CRWV-1.654 -1.654
CRCL-1.554 -1.554
UAL-1.511 -1.511
IREN-0.978 -0.978
OKLO-0.744 -0.744
TOTAL-3.588-24.215-19.558 -47.361

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 11.945
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 7.442
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 6.859
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 5.640
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 5.353
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 5.108
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 4.055
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 3.526
SHOP Jun 26, 26 SHOP Jun 26th 85/90 Bull Put Spread 3.504
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 2.615
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 2.427
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 2.352
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.207
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 1.117
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 1.047
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 0.896
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.728
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.705
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread —
OKLO Jun 26, 26 OKLO Jun 26th 74/79 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|
OKLO Jun 26, 26 OKLO Jun 26th 74/79 Bear Call Spread 1.473
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 1.434
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.140
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 1.073
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 1.057
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 1.052
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 0.979
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 0.973
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 0.785
SHOP Jun 26, 26 SHOP Jun 26th 85/90 Bull Put Spread 0.681
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.665
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 0.620
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.592
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.589
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 0.580
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.547
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 0.520
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 0.519
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 0.484
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 0.332

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
NFLX Bull Put Jun 12, 26 2075.8%$71$71$429-$502.125-3.588-2.920630.9%0.730.59-2.8%-0.5%
MRNA Bull Put Jun 18, 26 2682.3%$56$56$444-$321.978-1.735-1.639170.3%1.211.14-5.4%-0.7%
BA Bull Put Jun 18, 26 2669.0%$56$56$445-$1001.933-3.280-0.476834.2%4.050.59-162.2%-20.2%
COIN Bull Put Jun 18, 26 2669.3%$74$74$426-$801.887-1.7850.000064.5%—1.06-99.3%-17.3%
SHOP Bear Call Jun 18, 26 2680.3%$74$74$426-$241.827-1.865-0.357652.7%5.110.98-6.8%-1.2%
UBER Bull Put Jun 18, 26 2664.4%$66$66$434-$1121.638-2.997-2.324635.8%0.700.55-90.9%-13.8%
GM Bull Put Jun 18, 26 2689.3%$53$53$448-$11.598-2.402-1.430541.3%1.120.6729.5%—
PLTR Bear Call Jun 18, 26 2685.4%$67$67$433-$61.595-2.033-0.298045.3%5.350.7825.4%—
BX Bull Put Jun 18, 26 2676.6%$72$72$428-$451.559-2.687-0.596042.4%2.620.58-12.5%-2.1%
UAL Bull Put Jun 18, 26 2686.1%$76$76$424$71.471-1.511-0.417271.1%3.530.9739.5%—
AMZN Bull Put Jun 18, 26 2689.2%$54$54$446$01.424-2.943-0.119232.3%11.940.4834.3%—
IREN Bull Put Jun 18, 26 2687.9%$74$74$426$141.402-0.978-0.5960112.0%2.351.4343.9%—
CRWV Bull Put Jun 26, 26 3480.7%$69$69$431-$281.774-1.654-0.238485.6%7.441.07-31.9%-5.1%
BABA Bull Put Jun 26, 26 3478.7%$70$70$430-$371.736-3.347-0.715339.2%2.430.52-50.0%-8.1%
XYZ Bull Put Jun 26, 26 3478.2%$89$89$611-$641.736-3.336-1.937247.4%0.900.520.6%—
SHOP Bull Put Jun 26, 26 3480.2%$80$80$420-$191.671-2.453-0.476853.6%3.500.68-0.6%-0.1%
CRCL Bull Put Jun 26, 26 3485.6%$62$62$438-$101.635-1.554-0.238482.8%6.861.0512.1%—
FCX Bull Put Jun 26, 26 3480.3%$70$70$430-$281.497-2.416-1.430550.8%1.050.622.9%—
MSFT Bull Put Jun 26, 26 3483.3%$68$68$433-$161.345-4.053-0.238428.7%5.640.334.4%—
OKLO Bear Call Jun 26, 26 3467.4%$68$68$432-$951.096-0.7440.000087.8%—1.47-94.8%-14.9%
TOTAL / AVG —79.5% avg$1368$1368$8833-$72532.928-47.361-16.450955.4% avg2.0016.10-364.7%-2.7%
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.