Portfolio Analysis — live-active-by-symbol-2026-06-02_09-05

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
RKLB2.4083.312 5.720
BX3.251 3.251
BA3.211 3.211
BABA3.101 3.101
MRNA3.012 3.012
NFLX2.819 2.819
CRCL2.609 2.609
UBER2.540 2.540
GLW2.260 2.260
INTC1.934 1.934
QCOM1.842 1.842
PLTR1.792 1.792
COIN1.599 1.599
HOOD1.484 1.484
IREN1.433 1.433
WMT1.417 1.417
NEM1.404 1.404
NVDA1.252 1.252
AMZN1.245 1.245
FCX1.234 1.234
TOTAL2.81911.0725.71011.77913.777 45.157

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
NFLX37.853 37.853
MRNA13.667 13.667
RKLB5.3125.417 10.729
BX10.353 10.353
BABA8.578 8.578
BA8.399 8.399
COIN7.582 7.582
HOOD7.276 7.276
PLTR7.153 7.153
CRCL6.669 6.669
INTC6.560 6.560
AMZN5.621 5.621
NEM4.808 4.808
FCX4.464 4.464
IREN3.683 3.683
NVDA2.924 2.924
GLW2.356 2.356
QCOM2.040 2.040
WMT-9.554 -9.554
UBER-19.320 -19.320
TOTAL37.85340.00015.2474.17924.559 121.839

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-2.652 -2.652
MRNA-2.623 -2.623
UBER-2.384 -2.384
WMT-1.103 -1.103
BX-0.954 -0.954
BA-0.834 -0.834
INTC-0.715 -0.715
NEM-0.596 -0.596
FCX-0.507 -0.507
BABA-0.477 -0.477
CRCL-0.477 -0.477
PLTR-0.477 -0.477
HOOD-0.358 -0.358
IREN-0.358 -0.358
AMZN-0.238 -0.238
NVDA-0.238 -0.238
QCOM-0.238 -0.238
COIN0.000 0.000
RKLB0.0000.000 0.000
GLW0.477 0.477
TOTAL-2.652-4.411-0.954-3.725-3.010 -14.752

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
UBER-3.866 -3.866
WMT-3.859 -3.859
AMZN-3.525 -3.525
BABA-3.343 -3.343
BA-3.298 -3.298
PLTR-3.027 -3.027
RKLB-1.237-1.670 -2.907
NVDA-2.576 -2.576
BX-2.399 -2.399
HOOD-1.973 -1.973
NEM-1.960 -1.960
NFLX-1.859 -1.859
QCOM-1.844 -1.844
GLW-1.701 -1.701
CRCL-1.666 -1.666
INTC-1.623 -1.623
MRNA-1.526 -1.526
FCX-1.384 -1.384
IREN-1.119 -1.119
COIN-0.953 -0.953
TOTAL-1.859-8.177-5.009-11.770-19.593 -46.408

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 7.728
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 6.504
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 5.471
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 5.251
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 5.222
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 4.739
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 4.150
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 4.006
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 3.848
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 3.757
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 3.408
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 2.704
FCX Jul 2, 26 FCX Jul 2nd 50/56 Bull Put Spread 2.435
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 2.355
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 1.285
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.148
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 1.065
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 1.063
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread —
RKLB Jul 10, 26 RKLB Jul 10th 100/105 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|
RKLB Jul 10, 26 RKLB Jul 10th 100/105 Bull Put Spread 1.983
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.974
RKLB Jul 2, 26 RKLB Jul 2nd 105/110 Bull Put Spread 1.947
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 1.677
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 1.566
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 1.516
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 1.355
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 1.329
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.281
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 1.192
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 0.999
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.974
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 0.928
FCX Jul 2, 26 FCX Jul 2nd 50/56 Bull Put Spread 0.891
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 0.752
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 0.716
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.657
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 0.592
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.486
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.367
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.353

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, 26 948.3%$71$71$429-$1872.819-1.859-2.652434.2%1.061.52-166.2%-27.5%
BX Bull Put Jun 18, 26 1578.4%$72$72$428-$363.251-2.399-0.953750.6%3.411.35-23.6%-4.0%
BA Bull Put Jun 18, 26 1574.1%$56$56$445-$743.211-3.298-0.834536.1%3.850.97-82.0%-10.2%
MRNA Bull Put Jun 18, 26 1580.8%$56$56$444-$403.012-1.526-2.622675.3%1.151.97-3.6%-0.5%
COIN Bull Put Jun 18, 26 1557.5%$74$74$426-$1391.599-0.9530.000069.4%—1.68-170.3%-29.6%
BABA Bull Put Jun 26, 26 2386.3%$70$70$430$13.101-3.343-0.476843.4%6.500.93-22.9%-3.7%
CRCL Bull Put Jun 26, 26 2375.9%$62$62$438-$592.609-1.666-0.476883.0%5.471.57-64.5%-9.1%
UBER Bear Call Jul 2, 26 2979.0%$70$70$631-$782.540-3.866-2.384237.1%1.070.66-38.1%-4.2%
RKLB Bull Put Jul 2, 26 2966.9%$90$90$410-$762.408-1.2370.0000102.3%—1.95-125.0%-27.4%
GLW Bull Put Jul 2, 26 2985.4%$80$80$420$72.260-1.7010.476884.7%4.741.338.1%—
INTC Bull Put Jul 2, 26 2971.9%$60$60$440-$811.934-1.623-0.715380.4%2.701.19-121.7%-16.6%
NEM Bull Put Jul 2, 26 2990.0%$48$48$352$81.404-1.960-0.596048.4%2.360.7212.5%—
FCX Bull Put Jul 2, 26 2999.5%$60$60$540$571.234-1.384-0.506674.3%2.440.8947.5%—
RKLB Bull Put Jul 10, 26 3770.0%$93$93$408-$573.312-1.6700.0000100.8%—1.98-175.7%-39.9%
QCOM Bull Put Jul 10, 26 3784.3%$95$95$405$171.842-1.844-0.238480.9%7.731.008.9%—
PLTR Bull Put Jul 10, 26 3774.6%$100$100$500-$521.792-3.027-0.476851.3%3.760.59-34.5%-6.9%
HOOD Bull Put Jul 10, 26 3776.7%$84$84$416-$321.484-1.973-0.357667.7%4.150.75-17.3%-3.5%
IREN Bull Put Jul 10, 26 3786.7%$81$81$419$141.433-1.119-0.3576120.2%4.011.2831.5%—
WMT Bear Call Jul 10, 26 3784.1%$64$64$536-$311.417-3.859-1.102728.7%1.280.3711.7%—
NVDA Bull Put Jul 10, 26 3785.5%$60$60$440-$131.252-2.576-0.238445.4%5.250.495.8%—
AMZN Bull Put Jul 10, 26 3772.0%$60$60$440-$801.245-3.525-0.238433.0%5.220.35-100.0%-13.6%
TOTAL / AVG —77.5% avg$1505$1505$9396-$93045.157-46.408-14.752164.2% avg3.0623.53-1019.1%-8.1%
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.