Portfolio Analysis — live-active-by-symbol-2026-05-26_14-06

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, 26Jul 2, 26Total
SHOP1.9431.885 3.828
NFLX2.884 2.884
MRNA2.280 2.280
XYZ2.219 2.219
CRCL2.139 2.139
GM2.035 2.035
CRWV2.009 2.009
BABA2.008 2.008
BX1.918 1.918
PLTR1.854 1.854
COIN1.813 1.813
AMZN1.804 1.804
BA1.787 1.787
NOW1.706 1.706
FCX1.482 1.482
MSFT1.295 1.295
TOTAL2.88415.43513.0371.706 33.061

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, 26Jul 2, 26Total
NFLX21.183 21.183
XYZ13.549 13.549
MRNA10.548 10.548
BX9.635 9.635
BABA9.543 9.543
BA8.124 8.124
FCX7.973 7.973
GM7.333 7.333
NOW6.452 6.452
COIN6.137 6.137
CRCL5.224 5.224
CRWV4.659 4.659
AMZN3.188 3.188
MSFT2.891 2.891
SHOP-8.8506.288 -2.562
PLTR-5.060 -5.060
TOTAL21.18331.05550.1276.452 108.817

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, 26Jul 2, 26Total
NFLX-3.129 -3.129
XYZ-1.907 -1.907
MRNA-1.758 -1.758
GM-1.281 -1.281
FCX-1.043 -1.043
BX-0.894 -0.894
SHOP-0.238-0.358 -0.596
BABA-0.477 -0.477
NOW-0.477 -0.477
CRCL-0.358 -0.358
CRWV-0.358 -0.358
PLTR-0.358 -0.358
AMZN-0.298 -0.298
BA-0.238 -0.238
COIN0.000 0.000
MSFT0.238 0.238
TOTAL-3.129-5.066-4.262-0.477 -12.934

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, 26Jul 2, 26Total
SHOP-1.623-2.211 -3.834
MSFT-3.771 -3.771
NFLX-3.488 -3.488
BABA-3.245 -3.245
XYZ-3.214 -3.214
BA-2.947 -2.947
AMZN-2.936 -2.936
BX-2.614 -2.614
NOW-2.362 -2.362
GM-2.235 -2.235
FCX-1.929 -1.929
PLTR-1.906 -1.906
CRCL-1.793 -1.793
MRNA-1.630 -1.630
CRWV-1.548 -1.548
COIN-1.466 -1.466
TOTAL-3.488-17.356-17.711-2.362 -40.918

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 8.149
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 7.495
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 6.055
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 5.980
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 5.617
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 5.431
SHOP Jun 26, 26 SHOP Jun 26th 85/90 Bull Put Spread 5.272
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 5.183
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 4.211
NOW Jul 2, 26 NOW Jul 2nd 80/85 Bull Put Spread 3.578
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 2.146
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 1.588
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 1.421
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.297
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 1.163
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.922
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|
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.399
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 1.298
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 1.237
SHOP Jun 18, 26 SHOP Jun 18th 115/120 Bear Call Spread 1.197
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 1.193
PLTR Jun 18, 26 PLTR Jun 18th 155/160 Bear Call Spread 0.972
GM Jun 18, 26 GM Jun 18th 65/70 Bull Put Spread 0.911
SHOP Jun 26, 26 SHOP Jun 26th 85/90 Bull Put Spread 0.853
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.827
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 0.769
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 0.734
NOW Jul 2, 26 NOW Jul 2nd 80/85 Bull Put Spread 0.722
XYZ Jun 26, 26 XYZ Jun 26th 55/62 Bull Put Spread 0.690
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 0.619
AMZN Jun 18, 26 AMZN Jun 18th 235/240 Bull Put Spread 0.614
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.606
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 0.343

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 1671.9%$71$71$429-$702.884-3.488-3.129232.6%0.920.83-29.6%-4.9%
MRNA Bull Put Jun 18, 26 2281.5%$56$56$444-$362.280-1.630-1.758372.1%1.301.407.1%—
GM Bull Put Jun 18, 26 2290.5%$53$53$448$52.035-2.235-1.281544.7%1.590.9134.3%—
SHOP Bear Call Jun 18, 26 2275.1%$74$74$426-$501.943-1.623-0.238457.0%8.151.20-24.3%-4.2%
BX Bull Put Jun 18, 26 2276.8%$72$72$428-$441.918-2.614-0.894144.0%2.150.73-14.6%-2.5%
PLTR Bear Call Jun 18, 26 2286.4%$67$67$433-$11.854-1.906-0.357647.8%5.180.9731.3%—
COIN Bull Put Jun 18, 26 2264.5%$74$74$426-$1041.813-1.4660.000066.0%—1.24-129.7%-22.5%
AMZN Bull Put Jun 18, 26 2289.1%$54$54$446-$01.804-2.936-0.298033.4%6.050.6131.5%—
BA Bull Put Jun 18, 26 2268.4%$56$56$445-$1021.787-2.947-0.238435.9%7.500.61-127.0%-15.9%
XYZ Bull Put Jun 26, 26 3080.8%$89$89$611-$452.219-3.214-1.907350.4%1.160.697.3%—
CRCL Bull Put Jun 26, 26 3081.3%$62$62$438-$322.139-1.793-0.357679.6%5.981.19-37.1%-5.3%
CRWV Bull Put Jun 26, 26 3080.7%$69$69$431-$272.009-1.548-0.357691.5%5.621.30-30.4%-4.9%
BABA Bull Put Jun 26, 26 3079.1%$70$70$430-$352.008-3.245-0.476840.6%4.210.62-55.0%-9.0%
SHOP Bull Put Jun 26, 26 3084.3%$80$80$420$11.885-2.211-0.357659.0%5.270.8510.0%—
FCX Bull Put Jun 26, 26 3086.6%$70$70$430$31.482-1.929-1.043157.6%1.420.7731.4%—
MSFT Bull Put Jun 26, 26 3082.8%$68$68$433-$191.295-3.7710.238428.8%5.430.3412.6%—
NOW Bull Put Jul 2, 26 3679.7%$72$72$428-$301.706-2.362-0.476857.8%3.580.72-7.6%-1.3%
TOTAL / AVG —80.0% avg$1156$1156$7545-$58533.061-40.918-12.934252.9% avg2.5614.98-289.8%-2.6%
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.