Portfolio Analysis — live-active-by-symbol-2026-06-02_14-22

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
CRCL4.535 4.535
BX3.623 3.623
RKLB1.8831.356 3.239
MRNA3.141 3.141
BA2.914 2.914
BABA2.234 2.234
GLW2.123 2.123
INTC2.056 2.056
PLTR1.928 1.928
COIN1.831 1.831
UBER1.819 1.819
NEM1.780 1.780
NFLX1.777 1.777
HOOD1.599 1.599
IREN1.547 1.547
NVDA1.234 1.234
QCOM1.150 1.150
AMZN1.044 1.044
WMT0.927 0.927
TOTAL1.77711.5106.7699.66010.784 40.500

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
NFLX41.059 41.059
BX13.911 13.911
MRNA12.318 12.318
BA9.605 9.605
RKLB5.1244.287 9.410
BABA8.169 8.169
CRCL8.059 8.059
COIN7.589 7.589
HOOD7.033 7.033
PLTR6.959 6.959
INTC6.720 6.720
AMZN6.431 6.431
NEM5.316 5.316
IREN3.969 3.969
NVDA3.304 3.304
GLW2.261 2.261
QCOM1.588 1.588
WMT-7.609 -7.609
UBER-15.162 -15.162
TOTAL41.05943.42216.2284.25825.963 130.930

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
MRNA-2.429 -2.429
NFLX-2.146 -2.146
UBER-2.146 -2.146
WMT-1.013 -1.013
BX-0.954 -0.954
BABA-0.775 -0.775
BA-0.715 -0.715
HOOD-0.477 -0.477
NEM-0.477 -0.477
PLTR-0.477 -0.477
RKLB-0.4770.000 -0.477
CRCL-0.358 -0.358
AMZN-0.238 -0.238
IREN-0.179 -0.179
NVDA-0.119 -0.119
QCOM0.000 0.000
GLW0.238 0.238
INTC0.238 0.238
COIN0.477 0.477
TOTAL-2.146-3.621-1.132-2.623-2.503 -12.025

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-3.458 -3.458
PLTR-3.114 -3.114
UBER-3.073 -3.073
WMT-3.062 -3.062
BA-3.002 -3.002
BABA-2.877 -2.877
NVDA-2.684 -2.684
RKLB-1.113-1.250 -2.363
BX-2.345 -2.345
CRCL-2.226 -2.226
NEM-2.160 -2.160
HOOD-2.037 -2.037
INTC-1.657 -1.657
GLW-1.651 -1.651
MRNA-1.522 -1.522
QCOM-1.461 -1.461
NFLX-1.198 -1.198
IREN-1.198 -1.198
COIN-0.939 -0.939
TOTAL-1.198-7.808-5.103-9.655-18.264 -42.028

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 12.681
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 10.354
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 8.904
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 8.650
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 8.623
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 4.378
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 4.074
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 4.043
RKLB Jul 2, 26 RKLB Jul 2nd 105/110 Bull Put Spread 3.948
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 3.840
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 3.800
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 3.734
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 3.353
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 2.884
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.293
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.914
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.847
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 0.828
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|
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 2.064
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 2.037
COIN Jun 18, 26 COIN Jun 18th 165/170 Bull Put Spread 1.950
RKLB Jul 2, 26 RKLB Jul 2nd 105/110 Bull Put Spread 1.692
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 1.545
NFLX Jun 12, 26 NFLX Jun 12th 80/85 Bull Put Spread 1.483
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.291
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 1.286
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 1.240
RKLB Jul 10, 26 RKLB Jul 10th 100/105 Bull Put Spread 1.085
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.971
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 0.824
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 0.787
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 0.785
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 0.777
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 0.619
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.592
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.460
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.303
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.302

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, 26 941.9%$71$71$429-$2201.777-1.198-2.145833.3%0.831.48-207.8%-34.4%
BX Bull Put Jun 18, 26 1568.3%$72$72$428-$863.623-2.345-0.953750.0%3.801.55-95.1%-16.0%
MRNA Bull Put Jun 18, 26 1583.4%$56$56$444-$273.141-1.522-2.428973.9%1.292.0610.7%—
BA Bull Put Jun 18, 26 1569.8%$56$56$445-$962.914-3.002-0.715336.4%4.070.97-126.1%-15.7%
COIN Bull Put Jun 18, 26 1557.4%$74$74$426-$1391.831-0.9390.476870.4%3.841.95-180.4%-31.3%
CRCL Bull Put Jun 26, 26 2379.6%$62$62$438-$404.535-2.226-0.357681.9%12.682.04-121.0%-17.1%
BABA Bull Put Jun 26, 26 2382.8%$70$70$430-$162.234-2.877-0.774942.7%2.880.78-7.9%-1.3%
GLW Bull Put Jul 2, 26 2986.5%$80$80$420$122.123-1.6510.238483.7%8.901.2915.6%—
INTC Bull Put Jul 2, 26 2972.7%$60$60$440-$762.056-1.6570.238479.9%8.621.24-128.3%-17.5%
RKLB Bull Put Jul 2, 26 2965.9%$90$90$410-$801.883-1.113-0.4768104.3%3.951.69-108.3%-23.8%
UBER Bear Call Jul 2, 26 2980.4%$70$70$631-$681.819-3.073-2.145839.7%0.850.59-1.4%-0.2%
NEM Bull Put Jul 2, 26 2988.8%$48$48$352$31.780-2.160-0.476850.2%3.730.82-7.3%-1.0%
PLTR Bull Put Jul 10, 26 3776.5%$100$100$500-$411.928-3.114-0.476851.5%4.040.62-30.5%-6.1%
HOOD Bull Put Jul 10, 26 3778.5%$84$84$416-$231.599-2.037-0.476867.4%3.350.78-11.9%-2.4%
IREN Bull Put Jul 10, 26 3786.2%$81$81$419$121.547-1.198-0.1788114.3%8.651.2929.6%—
RKLB Bull Put Jul 10, 26 3769.6%$93$93$408-$591.356-1.2500.0000102.3%—1.09-62.2%-14.1%
NVDA Bull Put Jul 10, 26 3783.8%$60$60$440-$211.234-2.684-0.119243.9%10.350.46-4.2%-0.6%
QCOM Bull Put Jul 10, 26 3784.8%$95$95$405$191.150-1.4610.000083.0%—0.7937.9%—
AMZN Bull Put Jul 10, 26 3768.5%$60$60$440-$971.044-3.458-0.238430.7%4.380.30-116.7%-15.9%
WMT Bear Call Jul 10, 26 3786.3%$64$64$536-$180.927-3.062-1.013329.5%0.910.3036.7%—
TOTAL / AVG —75.6% avg$1445$1445$8856-$106240.500-42.028-12.025263.4% avg3.3722.09-1078.5%-8.4%
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.