Portfolio Analysis — live-active-by-symbol-2026-06-01_09-43

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
NFLX4.157 4.157
RKLB2.1321.915 4.047
MRNA3.317 3.317
BA3.031 3.031
COIN2.954 2.954
BX2.852 2.852
INTC2.498 2.498
CRCL2.374 2.374
BABA2.367 2.367
NEM2.367 2.367
UBER2.020 2.020
FCX2.007 2.007
GLW1.743 1.743
IREN1.491 1.491
NVDA1.376 1.376
PLTR1.214 1.214
AMZN1.146 1.146
TOTAL4.15712.1544.74114.1425.765 40.960

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
NFLX30.550 30.550
MRNA13.397 13.397
BABA12.599 12.599
BX9.505 9.505
RKLB4.8854.296 9.181
FCX8.421 8.421
NEM7.397 7.397
BA6.416 6.416
INTC5.940 5.940
COIN5.463 5.463
AMZN4.685 4.685
GLW4.182 4.182
IREN4.097 4.097
PLTR4.034 4.034
CRCL4.029 4.029
NVDA2.795 2.795
UBER-20.258 -20.258
TOTAL30.55034.78116.62813.36217.112 112.432

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-4.232 -4.232
UBER-2.444 -2.444
MRNA-2.235 -2.235
FCX-1.132 -1.132
BX-1.013 -1.013
NEM-0.417 -0.417
BABA-0.358 -0.358
IREN-0.358 -0.358
CRCL-0.298 -0.298
BA-0.238 -0.238
COIN-0.238 -0.238
INTC-0.238 -0.238
AMZN0.000 0.000
GLW0.000 0.000
NVDA0.000 0.000
PLTR0.000 0.000
RKLB0.4770.000 0.477
TOTAL-4.232-3.725-0.656-3.755-0.358 -12.726

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-3.674 -3.674
UBER-3.560 -3.560
BA-3.220 -3.220
NFLX-3.065 -3.065
NEM-2.752 -2.752
BABA-2.726 -2.726
RKLB-1.224-1.397 -2.620
BX-2.447 -2.447
PLTR-2.392 -2.392
NVDA-2.344 -2.344
FCX-2.259 -2.259
INTC-1.827 -1.827
GLW-1.778 -1.778
COIN-1.663 -1.663
MRNA-1.595 -1.595
CRCL-1.510 -1.510
IREN-1.185 -1.185
TOTAL-3.065-8.925-4.236-15.744-8.647 -40.617

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 12.713
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 12.389
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 10.476
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 7.967
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 6.618
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 5.673
RKLB Jul 2, 26 RKLB Jul 2nd 105/110 Bull Put Spread 4.471
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 4.169
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 2.814
FCX Jul 2, 26 FCX Jul 2nd 50/56 Bull Put Spread 1.772
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.484
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.982
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.826
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread —
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread —
NVDA Jul 2, 26 NVDA Jul 2nd 185/190 Bull Put Spread —
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread —
RKLB Jul 10, 26 RKLB Jul 10th 100/105 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 2.080
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 1.776
RKLB Jul 2, 26 RKLB Jul 2nd 105/110 Bull Put Spread 1.742
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 1.573
RKLB Jul 10, 26 RKLB Jul 10th 100/105 Bull Put Spread 1.371
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 1.367
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 1.357
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.259
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 1.165
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 0.980
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.941
FCX Jul 2, 26 FCX Jul 2nd 50/56 Bull Put Spread 0.888
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 0.868
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 0.860
NVDA Jul 2, 26 NVDA Jul 2nd 185/190 Bull Put Spread 0.587
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.567
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 0.507
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.312

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 1062.4%$71$71$429-$1174.157-3.065-4.231933.5%0.981.36-77.5%-12.8%
MRNA Bull Put Jun 18, 26 1682.5%$56$56$444-$313.317-1.595-2.235277.8%1.482.08-14.3%-1.8%
BA Bull Put Jun 18, 26 1680.4%$56$56$445-$433.031-3.220-0.238437.2%12.710.94-34.2%-4.3%
COIN Bull Put Jun 18, 26 1672.6%$74$74$426-$632.954-1.663-0.238471.5%12.391.78-65.5%-11.4%
BX Bull Put Jun 18, 26 1680.5%$72$72$428-$252.852-2.447-1.013348.1%2.811.17-4.9%-0.8%
CRCL Bull Put Jun 26, 26 2485.6%$62$62$438-$102.374-1.510-0.298086.8%7.971.574.0%—
BABA Bull Put Jun 26, 26 2469.0%$70$70$430-$852.367-2.726-0.357642.6%6.620.87-124.3%-20.2%
INTC Bull Put Jul 2, 26 3076.0%$60$60$440-$602.498-1.827-0.238482.9%10.481.37-116.7%-15.9%
NEM Bull Put Jul 2, 26 3085.5%$48$48$352-$102.367-2.752-0.417248.3%5.670.86-64.6%-8.8%
RKLB Bull Put Jul 2, 26 3068.4%$90$90$410-$682.132-1.2240.4768104.6%4.471.74-105.6%-23.2%
UBER Bear Call Jul 2, 26 3071.6%$70$70$631-$1302.020-3.560-2.443836.7%0.830.57-49.6%-5.5%
FCX Bull Put Jul 2, 26 3087.9%$60$60$540-$132.007-2.259-1.132561.7%1.770.894.2%—
GLW Bull Put Jul 2, 26 3074.9%$80$80$420-$461.743-1.7780.000072.0%—0.98-50.0%-9.5%
NVDA Bull Put Jul 2, 26 3087.6%$75$75$425$131.376-2.3440.000045.2%—0.5941.3%—
RKLB Bull Put Jul 10, 26 3871.6%$93$93$408-$491.915-1.3970.0000103.5%—1.37-86.5%-19.6%
IREN Bull Put Jul 10, 26 3887.3%$81$81$419$181.491-1.185-0.3576119.1%4.171.2621.6%—
PLTR Bull Put Jul 10, 26 3883.5%$100$100$500$11.214-2.3920.000056.6%—0.5131.5%—
AMZN Bull Put Jul 10, 26 3877.2%$60$60$440-$541.146-3.6740.000032.1%—0.31-45.0%-6.1%
TOTAL / AVG —78.0% avg$1277$1277$8024-$77240.960-40.617-12.725664.5% avg3.2220.20-736.0%-6.4%
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.