Portfolio Analysis — live-active-by-symbol-2026-05-28_14-08

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, 26Jul 10, 26Total
RKLB3.220 3.220
NFLX3.213 3.213
NBIS2.892 2.892
CRCL2.811 2.811
MRNA2.488 2.488
BX2.334 2.334
COIN2.295 2.295
BA2.180 2.180
CRWV2.122 2.122
FCX2.069 2.069
SBUX1.971 1.971
BABA1.934 1.934
INTC1.883 1.883
GLW1.748 1.748
MSFT1.631 1.631
NVDA1.294 1.294
NEM1.258 1.258
AMZN1.136 1.136
TOTAL3.2139.29610.56614.2671.136 38.479

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, 26Jul 10, 26Total
NFLX27.503 27.503
BX12.173 12.173
BABA11.820 11.820
MRNA9.688 9.688
FCX7.856 7.856
COIN6.104 6.104
NEM5.236 5.236
CRCL4.835 4.835
BA4.689 4.689
CRWV4.444 4.444
INTC3.917 3.917
NVDA3.697 3.697
GLW3.575 3.575
RKLB3.567 3.567
AMZN3.236 3.236
MSFT2.190 2.190
NBIS1.688 1.688
SBUX-11.780 -11.780
TOTAL27.50332.65331.1459.9003.236 104.437

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, 26Jul 10, 26Total
NFLX-3.874 -3.874
MRNA-1.714 -1.714
SBUX-1.341 -1.341
FCX-0.983 -0.983
COIN-0.954 -0.954
BX-0.775 -0.775
BABA-0.715 -0.715
NBIS-0.477 -0.477
BA-0.417 -0.417
NEM-0.417 -0.417
NVDA-0.358 -0.358
CRCL-0.238 -0.238
CRWV-0.238 -0.238
GLW-0.238 -0.238
INTC-0.238 -0.238
AMZN-0.119 -0.119
MSFT0.000 0.000
RKLB0.000 0.000
TOTAL-3.874-3.859-2.176-3.070-0.119 -13.098

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, 26Jul 10, 26Total
SBUX-3.842 -3.842
AMZN-3.630 -3.630
NFLX-3.529 -3.529
MSFT-3.466 -3.466
BA-3.035 -3.035
BABA-2.964 -2.964
NVDA-2.805 -2.805
BX-2.786 -2.786
NEM-2.126 -2.126
FCX-2.102 -2.102
RKLB-1.959 -1.959
GLW-1.906 -1.906
CRCL-1.852 -1.852
INTC-1.785 -1.785
NBIS-1.748 -1.748
COIN-1.679 -1.679
MRNA-1.550 -1.550
CRWV-1.524 -1.524
TOTAL-3.529-9.050-11.908-16.170-3.630 -44.287

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 11.789
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 9.533
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 8.899
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 7.898
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 7.332
NBIS Jul 2, 26 NBIS Jul 2nd 145/150 Bull Put Spread 6.065
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 5.225
NVDA Jul 2, 26 NVDA Jul 2nd 185/190 Bull Put Spread 3.619
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 3.014
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 3.012
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 2.704
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 2.406
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 2.103
SBUX Jul 2, 26 SBUX Jul 2nd 110/115 Bear Call Spread 1.470
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.452
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.829
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread —
RKLB Jul 2, 26 RKLB Jul 2nd 105/110 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|
NBIS Jul 2, 26 NBIS Jul 2nd 145/150 Bull Put Spread 1.655
RKLB Jul 2, 26 RKLB Jul 2nd 105/110 Bull Put Spread 1.644
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.605
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 1.518
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 1.392
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 1.366
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 1.055
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 0.984
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 0.917
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.910
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 0.838
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.718
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 0.653
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 0.591
SBUX Jul 2, 26 SBUX Jul 2nd 110/115 Bear Call Spread 0.513
MSFT Jun 26, 26 MSFT Jun 26th 380/385 Bull Put Spread 0.471
NVDA Jul 2, 26 NVDA Jul 2nd 185/190 Bull Put Spread 0.461
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.313

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 1465.4%$71$71$429-$1023.213-3.529-3.874330.6%0.830.91-62.7%-10.4%
MRNA Bull Put Jun 18, 26 2089.9%$56$56$444$52.488-1.550-1.713673.2%1.451.6118.8%—
BX Bull Put Jun 18, 26 2073.1%$72$72$428-$622.334-2.786-0.774942.0%3.010.84-43.1%-7.2%
COIN Bull Put Jun 18, 26 2068.1%$74$74$426-$862.295-1.679-0.953765.1%2.411.37-102.7%-17.8%
BA Bull Put Jun 18, 26 2083.8%$56$56$445-$252.180-3.035-0.417236.4%5.230.722.7%—
CRCL Bull Put Jun 26, 26 2886.5%$62$62$438-$52.811-1.852-0.238485.5%11.791.52-37.1%-5.3%
CRWV Bull Put Jun 26, 26 2883.2%$69$69$431-$152.122-1.524-0.238491.5%8.901.39-16.7%-2.7%
FCX Bull Put Jun 26, 26 2887.9%$70$70$430$92.069-2.102-0.983558.5%2.100.9830.0%—
BABA Bull Put Jun 26, 26 2870.5%$70$70$430-$781.934-2.964-0.715339.9%2.700.65-100.0%-16.3%
MSFT Bull Put Jun 26, 26 2889.0%$68$68$433$131.631-3.4660.000031.5%—0.4731.9%—
RKLB Bull Put Jul 2, 26 3482.7%$90$90$410$33.220-1.9590.0000100.0%—1.64-41.1%-9.0%
NBIS Bull Put Jul 2, 26 3489.5%$80$80$420$282.892-1.748-0.4768106.1%6.061.65-3.1%-0.6%
SBUX Bear Call Jul 2, 26 3484.5%$62$62$438-$151.971-3.842-1.341130.9%1.470.51-17.7%-2.5%
INTC Bull Put Jul 2, 26 3484.4%$60$60$440-$181.883-1.785-0.238479.8%7.901.06-25.8%-3.5%
GLW Bull Put Jul 2, 26 3478.0%$80$80$420-$301.748-1.906-0.238472.2%7.330.92-34.4%-6.5%
NVDA Bull Put Jul 2, 26 3484.3%$75$75$425-$41.294-2.805-0.357640.8%3.620.4621.3%—
NEM Bull Put Jul 2, 26 3484.4%$48$48$352-$141.258-2.126-0.417246.7%3.010.59-3.1%-0.4%
AMZN Bull Put Jul 10, 26 4285.0%$60$60$440-$151.136-3.630-0.119232.3%9.530.313.3%—
TOTAL / AVG —81.7% avg$1222$1222$7678-$41238.479-44.287-13.098159.1% avg2.9417.61-379.6%-3.6%
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.