Portfolio Analysis — live-active-by-symbol-2026-05-26_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 12, 26Jun 18, 26Jun 26, 26Total
SHOP2.0721.301 3.373
NFLX3.149 3.149
CRWV2.295 2.295
BX2.212 2.212
XYZ2.170 2.170
COIN2.089 2.089
CRCL2.004 2.004
BA1.963 1.963
BABA1.921 1.921
IREN1.866 1.866
AMZN1.866 1.866
PLTR1.731 1.731
MSFT1.693 1.693
UBER1.678 1.678
FCX1.631 1.631
MRNA1.611 1.611
GM1.473 1.473
OKLO-0.011 -0.011
TOTAL3.14918.56013.004 34.713

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
UBER26.853 26.853
NFLX22.103 22.103
XYZ13.504 13.504
BX9.691 9.691
BABA9.325 9.325
FCX8.243 8.243
MRNA8.049 8.049
BA7.133 7.133
GM6.229 6.229
COIN5.357 5.357
CRWV4.873 4.873
CRCL4.465 4.465
IREN3.901 3.901
AMZN3.346 3.346
MSFT3.110 3.110
SHOP-8.9345.473 -3.461
PLTR-4.621 -4.621
OKLO-8.974 -8.974
TOTAL22.10357.00540.019 119.127

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-3.070 -3.070
UBER-2.086 -2.086
XYZ-1.669 -1.669
MRNA-1.401 -1.401
SHOP-0.834-0.358 -1.192
GM-1.177 -1.177
FCX-1.103 -1.103
BX-0.775 -0.775
BABA-0.477 -0.477
COIN-0.477 -0.477
IREN-0.417 -0.417
PLTR-0.417 -0.417
AMZN-0.358 -0.358
CRWV-0.238 -0.238
MSFT-0.238 -0.238
CRCL-0.119 -0.119
BA0.000 0.000
OKLO0.000 0.000
TOTAL-3.070-7.942-4.202 -15.214

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
MSFT-4.190 -4.190
SHOP-1.698-1.912 -3.610
NFLX-3.552 -3.552
BABA-3.252 -3.252
XYZ-3.225 -3.225
BA-3.192 -3.192
AMZN-3.025 -3.025
BX-2.736 -2.736
UBER-2.331 -2.331
FCX-2.062 -2.062
GM-1.859 -1.859
PLTR-1.784 -1.784
CRWV-1.718 -1.718
COIN-1.692 -1.692
CRCL-1.666 -1.666
MRNA-1.283 -1.283
IREN-0.898 -0.898
OKLO-0.210 -0.210
TOTAL-3.552-20.498-18.235 -42.285

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 16.810
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 9.628
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 7.099
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 5.216
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 4.473
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 4.380
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 4.148
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 4.030
SHOP Jun 26, 26 SHOP Jun 26th 85/90 Bull Put Spread 3.637
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 2.855
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 2.483
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 1.479
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 1.300
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 1.251
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.150
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 1.026
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.804
BA Jun 18, 26 BA Jun 18th 205/210 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|
IREN Jun 18, 26 IREN Jun 18th 37/42 Bull Put Spread 2.079
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 1.336
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.256
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 1.235
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 1.220
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 1.202
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 0.970
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.887
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 0.809
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.792
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 0.791
UBER Jun 18, 26 UBER Jun 18th 65/70 Bull Put Spread 0.720
SHOP Jun 26, 26 SHOP Jun 26th 85/90 Bull Put Spread 0.680
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 0.673
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 0.617
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.615
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 0.591
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 0.404
OKLO Jun 26, 26 OKLO Jun 26th 74/79 Bear Call Spread -0.055

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 1670.8%$71$71$429-$753.149-3.552-3.069633.1%1.030.89-45.8%-7.6%
BX Bull Put Jun 18, 26 2278.0%$72$72$428-$382.212-2.736-0.774944.4%2.860.81-20.8%-3.5%
COIN Bull Put Jun 18, 26 2269.9%$74$74$426-$772.089-1.692-0.476867.4%4.381.23-89.2%-15.5%
SHOP Bear Call Jun 18, 26 2276.3%$74$74$426-$442.072-1.698-0.834556.4%2.481.22-25.0%-4.3%
BA Bull Put Jun 18, 26 2273.5%$56$56$445-$771.963-3.1920.000035.9%—0.62-85.6%-10.7%
IREN Bull Put Jun 18, 26 2289.7%$74$74$426$231.866-0.898-0.4172118.8%4.472.0852.0%—
AMZN Bull Put Jun 18, 26 2288.3%$54$54$446-$41.866-3.025-0.357633.6%5.220.6225.9%—
PLTR Bear Call Jun 18, 26 2287.2%$67$67$433$31.731-1.784-0.417249.0%4.150.9737.3%—
UBER Bull Put Jun 18, 26 2256.2%$66$66$434-$1531.678-2.331-2.086237.6%0.800.72-156.8%-23.8%
MRNA Bull Put Jun 18, 26 2285.5%$56$56$444-$171.611-1.283-1.400778.9%1.151.2629.5%—
GM Bull Put Jun 18, 26 2289.6%$53$53$448$01.473-1.859-1.177245.5%1.250.7947.6%—
CRWV Bull Put Jun 26, 26 3081.6%$69$69$431-$232.295-1.718-0.238487.2%9.631.34-32.6%-5.2%
XYZ Bull Put Jun 26, 26 3081.5%$89$89$611-$412.170-3.225-1.668949.9%1.300.679.0%—
CRCL Bull Put Jun 26, 26 3082.5%$62$62$438-$262.004-1.666-0.119283.2%16.811.20-20.2%-2.9%
BABA Bull Put Jun 26, 26 3078.8%$70$70$430-$361.921-3.252-0.476840.0%4.030.59-46.4%-7.6%
MSFT Bull Put Jun 26, 26 3082.8%$68$68$433-$181.693-4.190-0.238429.1%7.100.40-2.2%-0.3%
FCX Bull Put Jun 26, 26 3086.0%$70$70$430-$01.631-2.062-1.102756.0%1.480.7929.3%—
SHOP Bull Put Jun 26, 26 3084.6%$80$80$420$31.301-1.912-0.357658.3%3.640.6830.6%—
OKLO Bear Call Jun 26, 26 3057.0%$68$68$432-$147-0.011-0.2100.000093.6%—-0.05-120.6%-19.0%
TOTAL / AVG —78.9% avg$1292$1292$8409-$74734.713-42.285-15.214157.8% avg2.2816.82-383.9%-3.1%
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.