Portfolio Analysis — live-active-by-symbol-2026-05-29_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
NFLX3.362 3.362
COIN3.278 3.278
RKLB1.9941.119 3.112
NBIS2.827 2.827
MRNA2.429 2.429
BX2.323 2.323
INTC2.277 2.277
CRWV2.185 2.185
BABA2.167 2.167
CRCL2.101 2.101
UBER1.957 1.957
PLTR1.931 1.931
BA1.924 1.924
IREN1.798 1.798
FCX1.788 1.788
GLW1.539 1.539
NVDA1.486 1.486
AMZN1.094 1.094
NEM1.068 1.068
TOTAL3.3629.9546.45314.9365.942 40.647

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
NFLX29.653 29.653
BABA13.757 13.757
BX11.010 11.010
MRNA9.680 9.680
FCX9.255 9.255
PLTR5.957 5.957
INTC5.447 5.447
RKLB3.0742.304 5.379
IREN5.337 5.337
COIN5.282 5.282
NVDA4.468 4.468
NEM4.312 4.312
CRWV3.943 3.943
BA3.710 3.710
GLW3.600 3.600
AMZN3.591 3.591
CRCL3.275 3.275
NBIS1.518 1.518
UBER-14.324 -14.324
TOTAL29.65329.68220.97517.35117.189 114.850

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-4.143 -4.143
UBER-2.086 -2.086
MRNA-1.922 -1.922
FCX-1.177 -1.177
BX-1.013 -1.013
INTC-0.477 -0.477
IREN-0.358 -0.358
NEM-0.358 -0.358
PLTR-0.358 -0.358
BA-0.298 -0.298
COIN-0.238 -0.238
CRCL-0.179 -0.179
BABA-0.119 -0.119
GLW0.000 0.000
NVDA0.000 0.000
CRWV0.119 0.119
AMZN0.238 0.238
NBIS0.238 0.238
RKLB0.715-0.238 0.477
TOTAL-4.143-3.472-0.179-3.144-0.715 -11.653

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-3.672 -3.672
UBER-3.511 -3.511
NFLX-3.496 -3.496
PLTR-3.204 -3.204
NVDA-2.881 -2.881
BABA-2.767 -2.767
RKLB-1.466-1.293 -2.759
BX-2.685 -2.685
BA-2.629 -2.629
FCX-2.503 -2.503
COIN-2.034 -2.034
INTC-1.956 -1.956
GLW-1.849 -1.849
NEM-1.750 -1.750
NBIS-1.581 -1.581
MRNA-1.507 -1.507
IREN-1.493 -1.493
CRWV-1.440 -1.440
CRCL-1.431 -1.431
TOTAL-3.496-8.856-5.638-17.496-9.662 -45.149

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 18.326
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 18.180
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 13.750
NBIS Jul 2, 26 NBIS Jul 2nd 145/150 Bull Put Spread 11.856
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 11.748
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 6.456
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 5.400
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 5.027
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 4.775
RKLB Jul 10, 26 RKLB Jul 10th 100/105 Bull Put Spread 4.692
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 4.590
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 2.986
RKLB Jul 2, 26 RKLB Jul 2nd 105/110 Bull Put Spread 2.787
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 2.293
FCX Jul 2, 26 FCX Jul 2nd 50/56 Bull Put Spread 1.519
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.264
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.938
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.812
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread —
NVDA Jul 2, 26 NVDA Jul 2nd 185/190 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 1.788
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.612
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 1.611
CRWV Jun 26, 26 CRWV Jun 26th 80/85 Bull Put Spread 1.517
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 1.468
RKLB Jul 2, 26 RKLB Jul 2nd 105/110 Bull Put Spread 1.360
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.204
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 1.164
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.962
RKLB Jul 10, 26 RKLB Jul 10th 100/105 Bull Put Spread 0.865
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 0.865
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 0.832
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 0.783
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.732
FCX Jul 2, 26 FCX Jul 2nd 50/56 Bull Put Spread 0.714
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 0.610
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 0.603
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.558
NVDA Jul 2, 26 NVDA Jul 2nd 185/190 Bull Put Spread 0.516
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.298

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 1363.7%$71$71$429-$1113.362-3.496-4.142530.1%0.810.96-69.7%-11.5%
COIN Bull Put Jun 18, 26 1976.1%$74$74$426-$463.278-2.034-0.238466.0%13.751.61-60.8%-10.6%
MRNA Bull Put Jun 18, 26 1982.9%$56$56$444-$292.429-1.507-1.922271.7%1.261.6125.0%—
BX Bull Put Jun 18, 26 1975.5%$72$72$428-$502.323-2.685-1.013343.1%2.290.87-22.2%-3.7%
BA Bull Put Jun 18, 26 1989.0%$56$56$445$01.924-2.629-0.298036.8%6.460.7330.6%—
CRWV Bull Put Jun 26, 26 2784.2%$69$69$431-$102.185-1.4400.119296.1%18.331.52-5.8%-0.9%
BABA Bull Put Jun 26, 26 2765.0%$70$70$430-$1052.167-2.767-0.119239.6%18.180.78-157.1%-25.6%
CRCL Bull Put Jun 26, 26 2788.2%$62$62$438$32.101-1.431-0.178890.1%11.751.4713.7%—
NBIS Bull Put Jul 2, 26 3389.7%$80$80$420$292.827-1.5810.2384113.8%11.861.790.6%—
INTC Bull Put Jul 2, 26 3378.6%$60$60$440-$472.277-1.956-0.476878.6%4.781.16-88.3%-12.0%
RKLB Bull Put Jul 2, 26 3380.9%$90$90$410-$61.994-1.4660.7153102.4%2.791.36-8.3%-1.8%
UBER Bear Call Jul 2, 26 3386.3%$70$70$631-$271.957-3.511-2.086237.1%0.940.566.5%—
FCX Bull Put Jul 2, 26 3386.0%$60$60$540-$241.788-2.503-1.177254.8%1.520.714.2%—
GLW Bull Put Jul 2, 26 3377.2%$80$80$420-$341.539-1.8490.000070.0%—0.83-22.5%-4.3%
NVDA Bull Put Jul 2, 26 3379.9%$75$75$425-$251.486-2.8810.000042.7%—0.52-7.3%-1.3%
NEM Bull Put Jul 2, 26 3385.4%$48$48$352-$101.068-1.750-0.357652.1%2.990.6110.4%—
PLTR Bull Put Jul 10, 26 4180.4%$100$100$500-$181.931-3.204-0.357653.2%5.400.60-21.0%-4.2%
IREN Bull Put Jul 10, 26 4184.9%$81$81$419$61.798-1.493-0.3576106.5%5.031.20-0.6%-0.1%
RKLB Bull Put Jul 10, 26 4183.0%$93$93$408$71.119-1.293-0.2384102.3%4.690.8725.4%—
AMZN Bull Put Jul 10, 26 4183.0%$60$60$440-$251.094-3.6720.238431.6%4.590.30-4.2%-0.6%
TOTAL / AVG —81.0% avg$1426$1426$8875-$52240.647-45.149-11.652765.9% avg3.4920.06-351.5%-2.9%
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.