Portfolio Analysis — live-active-by-symbol-2026-05-29_08-42

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
NBIS3.815 3.815
NFLX3.234 3.234
CRCL2.470 2.470
FCX2.401 2.401
COIN2.299 2.299
GLW2.131 2.131
CRWV2.075 2.075
INTC2.073 2.073
MRNA2.041 2.041
BX1.897 1.897
AMZN1.859 1.859
BABA1.840 1.840
BA1.653 1.653
SBUX1.590 1.590
NVDA1.369 1.369
RKLB1.186 1.186
NEM0.859 0.859
TOTAL3.2347.8908.78613.0231.859 34.792

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
NFLX29.660 29.660
BABA13.268 13.268
BX12.000 12.000
FCX9.525 9.525
MRNA8.931 8.931
COIN6.440 6.440
CRWV5.220 5.220
GLW4.752 4.752
INTC4.603 4.603
AMZN4.593 4.593
NEM4.507 4.507
CRCL4.486 4.486
BA4.121 4.121
NVDA3.656 3.656
RKLB3.245 3.245
NBIS2.296 2.296
SBUX-9.639 -9.639
TOTAL29.66031.49232.49913.4194.593 111.664

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-4.023 -4.023
MRNA-1.773 -1.773
BX-1.311 -1.311
SBUX-1.162 -1.162
FCX-1.103 -1.103
BABA-0.715 -0.715
COIN-0.477 -0.477
CRWV-0.477 -0.477
GLW-0.477 -0.477
RKLB-0.477 -0.477
AMZN-0.238 -0.238
BA-0.238 -0.238
NEM-0.238 -0.238
CRCL-0.179 -0.179
INTC-0.119 -0.119
NVDA-0.119 -0.119
NBIS0.000 0.000
TOTAL-4.023-3.800-2.474-2.593-0.238 -13.128

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
AMZN-4.804 -4.804
SBUX-3.430 -3.430
NFLX-3.348 -3.348
NVDA-2.785 -2.785
BA-2.595 -2.595
BX-2.561 -2.561
BABA-2.533 -2.533
FCX-2.308 -2.308
NBIS-2.051 -2.051
GLW-2.000 -2.000
INTC-1.943 -1.943
CRCL-1.729 -1.729
COIN-1.597 -1.597
NEM-1.555 -1.555
CRWV-1.546 -1.546
MRNA-1.364 -1.364
RKLB-1.259 -1.259
TOTAL-3.348-8.117-8.116-15.023-4.804 -39.409

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 17.393
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 13.814
NVDA Jul 2, 26 NVDA Jul 2nd 185/190 Bull Put Spread 11.482
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 7.795
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 6.934
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 4.822
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 4.469
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 4.352
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 3.604
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 2.572
RKLB Jul 2, 26 RKLB Jul 2nd 105/110 Bull Put Spread 2.486
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 2.177
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 1.447
SBUX Jul 2, 26 SBUX Jul 2nd 110/115 Bear Call Spread 1.368
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.151
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.804
NBIS Jul 2, 26 NBIS Jul 2nd 145/150 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 1.860
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.496
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 1.440
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 1.428
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 1.342
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 1.067
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 1.066
FCX Jun 26, 26 FCX Jun 26th 50/55 Bull Put Spread 1.040
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.966
RKLB Jul 2, 26 RKLB Jul 2nd 105/110 Bull Put Spread 0.942
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 0.741
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 0.726
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.637
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 0.553
NVDA Jul 2, 26 NVDA Jul 2nd 185/190 Bull Put Spread 0.491
SBUX Jul 2, 26 SBUX Jul 2nd 110/115 Bear Call Spread 0.464
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.387

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 1362.5%$71$71$429-$1173.234-3.348-4.023330.8%0.800.97-78.9%-13.1%
COIN Bull Put Jun 18, 26 1966.7%$74$74$426-$922.299-1.597-0.476865.2%4.821.44-116.2%-20.2%
MRNA Bull Put Jun 18, 26 1984.8%$56$56$444-$202.041-1.364-1.773274.1%1.151.5031.3%—
BX Bull Put Jun 18, 26 1972.2%$72$72$428-$671.897-2.561-1.311342.3%1.450.74-32.6%-5.5%
BA Bull Put Jun 18, 26 1984.5%$56$56$445-$221.653-2.595-0.238437.2%6.930.6421.6%—
CRCL Bull Put Jun 26, 26 2785.1%$62$62$438-$122.470-1.729-0.178883.2%13.811.43-14.5%-2.1%
FCX Bull Put Jun 26, 26 2783.7%$70$70$430-$122.401-2.308-1.102758.5%2.181.0412.1%—
CRWV Bull Put Jun 26, 26 2779.1%$69$69$431-$362.075-1.546-0.476888.4%4.351.34-31.2%-5.0%
BABA Bull Put Jun 26, 26 2764.0%$70$70$430-$1101.840-2.533-0.715340.4%2.570.73-150.0%-24.4%
NBIS Bull Put Jul 2, 26 3387.3%$80$80$420$173.815-2.0510.0000107.4%—1.86-52.5%-10.0%
GLW Bull Put Jul 2, 26 3372.5%$80$80$420-$582.131-2.000-0.476869.2%4.471.07-93.8%-17.9%
INTC Bull Put Jul 2, 26 3381.9%$60$60$440-$312.073-1.943-0.119275.9%17.391.07-41.7%-5.7%
SBUX Bear Call Jul 2, 26 3384.6%$62$62$438-$151.590-3.430-1.162329.8%1.370.4617.7%—
NVDA Bull Put Jul 2, 26 3384.6%$75$75$425-$21.369-2.785-0.119241.5%11.480.4921.3%—
RKLB Bull Put Jul 2, 26 3376.4%$90$90$410-$281.186-1.259-0.4768101.1%2.490.940.0%—
NEM Bull Put Jul 2, 26 3383.2%$48$48$352-$190.859-1.555-0.238457.5%3.600.55-4.2%-0.6%
AMZN Bull Put Jul 10, 26 4183.3%$60$60$440-$231.859-4.804-0.238431.6%7.800.39-53.3%-7.3%
TOTAL / AVG —78.6% avg$1155$1155$7246-$64834.792-39.409-13.127960.8% avg2.6516.65-564.8%-5.7%
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.