Portfolio Analysis — live-active-by-symbol-2026-05-25_13-58

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
SHOP2.0501.834 3.884
NFLX2.497 2.497
MRNA2.230 2.230
BA2.181 2.181
COIN2.133 2.133
CRWV1.941 1.941
BABA1.906 1.906
XYZ1.906 1.906
UBER1.853 1.853
GM1.804 1.804
PLTR1.789 1.789
CRCL1.787 1.787
BX1.762 1.762
UAL1.660 1.660
FCX1.642 1.642
AMZN1.611 1.611
IREN1.581 1.581
MSFT1.475 1.475
OKLO1.195 1.195
TOTAL2.49720.65513.685 36.838

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
UBER22.566 22.566
NFLX17.410 17.410
XYZ14.729 14.729
FCX11.183 11.183
MRNA11.000 11.000
BX9.139 9.139
BABA9.113 9.113
BA8.433 8.433
GM7.930 7.930
COIN5.326 5.326
CRWV4.739 4.739
IREN4.712 4.712
UAL4.437 4.437
CRCL3.237 3.237
AMZN2.965 2.965
MSFT2.860 2.860
SHOP-8.1327.150 -0.982
PLTR-5.213 -5.213
OKLO-9.118 -9.118
TOTAL17.41063.16343.893 124.467

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-2.891 -2.891
UBER-2.503 -2.503
XYZ-1.967 -1.967
MRNA-1.654 -1.654
FCX-1.431 -1.431
GM-1.356 -1.356
SHOP-0.477-0.536 -1.013
BX-0.834 -0.834
BABA-0.596 -0.596
IREN-0.477 -0.477
UAL-0.417 -0.417
CRWV-0.358 -0.358
PLTR-0.298 -0.298
OKLO-0.238 -0.238
AMZN-0.119 -0.119
CRCL-0.119 -0.119
BA0.000 0.000
COIN0.000 0.000
MSFT0.238 0.238
TOTAL-2.891-8.136-5.007 -16.034

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-1.759-2.348 -4.107
MSFT-3.876 -3.876
NFLX-3.328 -3.328
BABA-3.203 -3.203
XYZ-3.194 -3.194
BA-3.090 -3.090
UBER-2.826 -2.826
AMZN-2.781 -2.781
BX-2.536 -2.536
FCX-2.312 -2.312
GM-2.267 -2.267
PLTR-1.915 -1.915
COIN-1.683 -1.683
MRNA-1.637 -1.637
CRWV-1.581 -1.581
CRCL-1.485 -1.485
UAL-1.426 -1.426
IREN-0.923 -0.923
OKLO-0.711 -0.711
TOTAL-3.328-22.842-18.710 -44.879

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 14.992
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 13.513
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 6.187
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 6.002
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 5.428
OKLO Jun 26, 26 OKLO Jun 26th 74/79 Bear Call Spread 5.011
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 4.300
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 3.978
SHOP Jun 26, 26 SHOP Jun 26th 85/90 Bull Put Spread 3.418
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 3.317
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 3.198
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 2.112
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.348
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 1.330
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 1.147
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 0.969
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.864
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.740
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread —
COIN Jun 18, 26 COIN Jun 18th 165/170 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|
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 1.714
OKLO Jun 26, 26 OKLO Jun 26th 74/79 Bear Call Spread 1.680
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.362
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 1.267
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 1.228
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 1.204
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 1.166
UAL Jun 18, 26 UAL Jun 18th 77.5/82.5 Bull Put Spread 1.164
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 0.934
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.796
SHOP Jun 26, 26 SHOP Jun 26th 85/90 Bull Put Spread 0.781
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.750
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 0.710
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.706
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 0.695
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.656
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 0.597
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 0.595
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 0.579
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 0.381

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 1775.8%$71$71$429-$502.497-3.328-2.890833.3%0.860.75-2.8%-0.5%
MRNA Bull Put Jun 18, 26 2382.3%$56$56$444-$322.230-1.637-1.654074.5%1.351.36-5.4%-0.7%
BA Bull Put Jun 18, 26 2369.0%$56$56$445-$1002.181-3.0900.000036.1%—0.71-162.2%-20.2%
COIN Bull Put Jun 18, 26 2369.3%$74$74$426-$802.133-1.6830.000068.2%—1.27-99.3%-17.3%
SHOP Bear Call Jun 18, 26 2380.4%$74$74$426-$242.050-1.759-0.476856.0%4.301.17-6.8%-1.2%
UBER Bull Put Jun 18, 26 2364.4%$66$66$434-$1121.853-2.826-2.503437.8%0.740.66-90.9%-13.8%
GM Bull Put Jun 18, 26 2389.2%$53$53$448-$21.804-2.267-1.356043.7%1.330.8029.5%—
PLTR Bear Call Jun 18, 26 2385.5%$67$67$433-$61.789-1.915-0.298048.1%6.000.9325.4%—
BX Bull Put Jun 18, 26 2376.6%$72$72$428-$451.762-2.536-0.834544.9%2.110.69-12.5%-2.1%
UAL Bull Put Jun 18, 26 2386.1%$76$76$424$61.660-1.426-0.417275.3%3.981.1639.5%—
AMZN Bull Put Jun 18, 26 2389.1%$54$54$446-$11.611-2.781-0.119234.1%13.510.5834.3%—
IREN Bull Put Jun 18, 26 2387.9%$74$74$426$131.581-0.923-0.4768118.8%3.321.7143.9%—
CRWV Bull Put Jun 26, 26 3180.6%$69$69$431-$281.941-1.581-0.357689.5%5.431.23-31.9%-5.1%
BABA Bull Put Jun 26, 26 3178.6%$70$70$430-$371.906-3.203-0.596040.9%3.200.60-50.0%-8.1%
XYZ Bull Put Jun 26, 26 3178.1%$89$89$611-$641.906-3.194-1.967049.5%0.970.600.6%—
SHOP Bull Put Jun 26, 26 3180.2%$80$80$420-$191.834-2.348-0.536456.0%3.420.78-0.6%-0.1%
CRCL Bull Put Jun 26, 26 3185.5%$62$62$438-$101.787-1.485-0.119286.5%14.991.2012.1%—
FCX Bull Put Jun 26, 26 3180.3%$70$70$430-$281.642-2.312-1.430553.1%1.150.712.9%—
MSFT Bull Put Jun 26, 26 3183.2%$68$68$433-$171.475-3.8760.238430.0%6.190.384.4%—
OKLO Bear Call Jun 26, 26 3167.5%$68$68$432-$951.195-0.711-0.238491.9%5.011.68-94.8%-14.9%
TOTAL / AVG —79.5% avg$1368$1368$8833-$73036.838-44.879-16.033658.4% avg2.3018.96-364.7%-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.