Portfolio Analysis — live-active-by-symbol-2026-06-01_14-46

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
NFLX4.480 4.480
BA3.302 3.302
BX3.256 3.256
COIN2.986 2.986
CRCL2.754 2.754
MRNA2.620 2.620
INTC2.336 2.336
UBER2.276 2.276
BABA2.107 2.107
GLW2.105 2.105
PLTR1.966 1.966
AMZN1.945 1.945
FCX1.866 1.866
NEM1.862 1.862
HOOD1.729 1.729
IREN1.390 1.390
RKLB0.6180.759 1.377
NVDA1.250 1.250
WMT1.226 1.226
QCOM1.084 1.084
TOTAL4.48012.1644.86011.06311.349 43.916

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
NFLX30.723 30.723
BABA12.294 12.294
BX11.709 11.709
MRNA11.072 11.072
RKLB4.7564.115 8.872
FCX7.803 7.803
BA6.682 6.682
INTC6.527 6.527
AMZN6.390 6.390
HOOD6.303 6.303
COIN6.164 6.164
NEM6.066 6.066
CRCL5.123 5.123
PLTR4.931 4.931
GLW4.425 4.425
IREN4.150 4.150
NVDA3.165 3.165
QCOM2.046 2.046
WMT-10.072 -10.072
UBER-21.746 -21.746
TOTAL30.72335.62717.4177.83121.027 112.625

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-4.083 -4.083
MRNA-2.131 -2.131
UBER-2.056 -2.056
BX-1.073 -1.073
FCX-1.073 -1.073
WMT-1.073 -1.073
AMZN-0.477 -0.477
BA-0.477 -0.477
RKLB-0.4770.000 -0.477
HOOD-0.358 -0.358
NEM-0.358 -0.358
PLTR-0.358 -0.358
CRCL-0.298 -0.298
BABA-0.238 -0.238
INTC-0.238 -0.238
IREN-0.238 -0.238
NVDA0.000 0.000
QCOM0.000 0.000
COIN0.238 0.238
GLW0.954 0.954
TOTAL-4.083-3.442-0.536-3.248-2.503 -13.813

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-4.368 -4.368
WMT-3.846 -3.846
UBER-3.468 -3.468
BA-3.358 -3.358
NFLX-3.042 -3.042
PLTR-2.977 -2.977
NVDA-2.727 -2.727
BABA-2.649 -2.649
BX-2.568 -2.568
NEM-2.353 -2.353
FCX-2.232 -2.232
RKLB-1.006-1.187 -2.193
HOOD-2.127 -2.127
GLW-1.846 -1.846
CRCL-1.721 -1.721
INTC-1.713 -1.713
QCOM-1.595 -1.595
COIN-1.577 -1.577
MRNA-1.385 -1.385
IREN-1.157 -1.157
TOTAL-3.042-8.888-4.370-12.618-19.984 -48.901

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 12.523
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 9.799
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 9.240
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 8.837
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 6.926
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 5.828
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 5.497
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 5.206
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 4.834
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 4.080
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 3.035
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 2.207
FCX Jul 2, 26 FCX Jul 2nd 50/56 Bull Put Spread 1.739
RKLB Jul 2, 26 RKLB Jul 2nd 105/110 Bull Put Spread 1.296
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.230
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 1.143
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 1.107
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 1.097
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread —
QCOM Jul 10, 26 QCOM Jul 10th 180/185 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|
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 1.893
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.892
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 1.600
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 1.473
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 1.364
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 1.268
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.201
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 1.140
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.984
FCX Jul 2, 26 FCX Jul 2nd 50/56 Bull Put Spread 0.836
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 0.813
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 0.795
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 0.791
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 0.680
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 0.660
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.656
RKLB Jul 10, 26 RKLB Jul 10th 100/105 Bull Put Spread 0.639
RKLB Jul 2, 26 RKLB Jul 2nd 105/110 Bull Put Spread 0.615
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.459
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.445
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.319

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 1062.1%$71$71$429-$1194.480-3.042-4.082934.2%1.101.47-84.5%-14.0%
BA Bull Put Jun 18, 26 1679.8%$56$56$445-$453.302-3.358-0.476836.8%6.930.98-39.6%-4.9%
BX Bull Put Jun 18, 26 1673.8%$72$72$428-$593.256-2.568-1.072947.8%3.031.27-41.7%-7.0%
COIN Bull Put Jun 18, 26 1669.1%$74$74$426-$812.986-1.5770.238471.0%12.521.89-99.3%-17.3%
MRNA Bull Put Jun 18, 26 1684.1%$56$56$444-$242.620-1.385-2.130978.5%1.231.8914.3%—
CRCL Bull Put Jun 26, 26 2481.3%$62$62$438-$322.754-1.721-0.298083.0%9.241.60-21.8%-3.1%
BABA Bull Put Jun 26, 26 2468.3%$70$70$430-$892.107-2.649-0.238442.4%8.840.80-108.6%-17.7%
INTC Bull Put Jul 2, 26 3073.2%$60$60$440-$742.336-1.713-0.238482.7%9.801.36-145.0%-19.8%
UBER Bear Call Jul 2, 26 3072.0%$70$70$631-$1262.276-3.468-2.056438.9%1.110.66-84.9%-9.4%
GLW Bull Put Jul 2, 26 3074.4%$80$80$420-$482.105-1.8460.953773.1%2.211.14-71.9%-13.7%
FCX Bull Put Jul 2, 26 3087.4%$60$60$540-$161.866-2.232-1.072957.3%1.740.8421.7%—
NEM Bull Put Jul 2, 26 3087.2%$48$48$352-$31.862-2.353-0.357648.6%5.210.79-25.0%-3.4%
RKLB Bull Put Jul 2, 26 3065.2%$90$90$410-$840.618-1.006-0.4768101.4%1.300.61-44.4%-9.8%
PLTR Bull Put Jul 10, 26 3883.3%$100$100$500-$01.966-2.977-0.357655.5%5.500.666.0%—
AMZN Bull Put Jul 10, 26 3873.3%$60$60$440-$741.945-4.368-0.476832.0%4.080.45-144.2%-19.7%
HOOD Bull Put Jul 10, 26 3881.4%$84$84$416-$91.729-2.127-0.357667.4%4.830.81-1.2%-0.2%
IREN Bull Put Jul 10, 26 3885.9%$81$81$419$101.390-1.157-0.2384118.6%5.831.2023.5%—
NVDA Bull Put Jul 10, 26 3885.2%$60$60$440-$141.250-2.7270.000043.5%—0.460.0%—
WMT Bear Call Jul 10, 26 3884.1%$64$64$536-$321.226-3.846-1.072927.5%1.140.329.4%—
QCOM Bull Put Jul 10, 26 3881.4%$95$95$405$21.084-1.5950.000077.1%—0.6823.7%—
RKLB Bull Put Jul 10, 26 3869.1%$93$93$408-$620.759-1.1870.000098.2%—0.64-27.0%-6.1%
TOTAL / AVG —77.2% avg$1505$1505$9396-$97743.916-48.901-13.813462.6% avg3.1820.52-840.6%-6.1%
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.