Portfolio Analysis — live-active-by-symbol-2026-06-03_09-19

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 18, 26Jun 26, 26Jul 2, 26Jul 10, 26Total
GLW2.736 2.736
CRCL2.695 2.695
BABA2.573 2.573
BA2.388 2.388
MRNA2.225 2.225
INTC2.131 2.131
NEM1.954 1.954
IREN1.740 1.740
PLTR1.559 1.559
HOOD1.465 1.465
BX1.395 1.395
NVDA1.356 1.356
WMT1.353 1.353
QCOM1.234 1.234
UBER1.175 1.175
AMZN0.806 0.806
TOTAL6.0095.2687.9969.511 28.785

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 18, 26Jun 26, 26Jul 2, 26Jul 10, 26Total
BX15.676 15.676
BA11.721 11.721
BABA11.123 11.123
HOOD8.906 8.906
CRCL8.888 8.888
PLTR8.795 8.795
MRNA8.344 8.344
AMZN7.412 7.412
NEM5.997 5.997
INTC5.365 5.365
NVDA4.386 4.386
IREN4.123 4.123
GLW2.462 2.462
QCOM1.328 1.328
UBER-11.389 -11.389
WMT-12.147 -12.147
TOTAL35.74120.0112.43422.804 80.989

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 18, 26Jun 26, 26Jul 2, 26Jul 10, 26Total
UBER-1.937 -1.937
MRNA-1.907 -1.907
WMT-1.371 -1.371
BABA-0.834 -0.834
NVDA-0.715 -0.715
NEM-0.596 -0.596
AMZN-0.477 -0.477
BX-0.477 -0.477
CRCL-0.477 -0.477
HOOD-0.477 -0.477
PLTR-0.477 -0.477
GLW-0.238 -0.238
IREN-0.179 -0.179
INTC-0.119 -0.119
BA0.000 0.000
QCOM0.000 0.000
TOTAL-2.384-1.311-2.891-3.695 -10.282

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 18, 26Jun 26, 26Jul 2, 26Jul 10, 26Total
WMT-4.115 -4.115
BABA-3.048 -3.048
NVDA-2.895 -2.895
PLTR-2.661 -2.661
BA-2.551 -2.551
AMZN-2.460 -2.460
UBER-2.391 -2.391
NEM-2.335 -2.335
HOOD-1.946 -1.946
GLW-1.881 -1.881
INTC-1.708 -1.708
CRCL-1.541 -1.541
QCOM-1.376 -1.376
IREN-1.263 -1.263
MRNA-1.118 -1.118
BX-1.094 -1.094
TOTAL-4.764-4.589-8.316-16.716 -34.384

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 17.880
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 11.476
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 9.731
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 5.652
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 3.278
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 3.269
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 3.083
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 3.071
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 2.926
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 1.896
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 1.690
MRNA Jun 18, 26 MRNA Jun 18th 35/40 Bull Put Spread 1.167
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.987
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.607
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread —
QCOM Jul 10, 26 QCOM Jul 10th 180/185 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 1.990
CRCL Jun 26, 26 CRCL Jun 26th 80/85 Bull Put Spread 1.749
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 1.455
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.378
BX Jun 18, 26 BX Jun 18th 105/110 Bull Put Spread 1.275
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 1.248
BA Jun 18, 26 BA Jun 18th 205/210 Bull Put Spread 0.936
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 0.897
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 0.844
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 0.837
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 0.753
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 0.586
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.491
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.468
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.329
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.327

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
BA Bull Put Jun 18, 26 1462.4%$56$56$445-$1332.388-2.5510.000034.7%—0.94-184.7%-23.1%
MRNA Bull Put Jun 18, 26 1489.9%$56$56$444$52.225-1.118-1.907380.0%1.171.9944.6%—
BX Bull Put Jun 18, 26 1454.2%$72$72$428-$1571.395-1.094-0.476854.3%2.931.28-173.6%-29.2%
CRCL Bull Put Jun 26, 26 2269.2%$62$62$438-$922.695-1.541-0.476882.5%5.651.75-143.6%-20.3%
BABA Bull Put Jun 26, 26 2276.3%$70$70$430-$482.573-3.048-0.834541.6%3.080.84-60.0%-9.8%
GLW Bull Put Jul 2, 26 2887.6%$80$80$420$182.736-1.881-0.238482.7%11.481.456.3%—
INTC Bull Put Jul 2, 26 2879.6%$60$60$440-$422.131-1.708-0.119281.4%17.881.25-65.8%-9.0%
NEM Bull Put Jul 2, 26 2887.0%$48$48$352-$41.954-2.335-0.596048.4%3.280.84-16.7%-2.3%
UBER Bear Call Jul 2, 26 2883.8%$70$70$631-$441.175-2.391-1.937241.5%0.610.4933.8%—
IREN Bull Put Jul 10, 26 3687.1%$81$81$419$161.740-1.263-0.1788112.6%9.731.3827.2%—
PLTR Bull Put Jul 10, 26 3667.7%$100$100$500-$941.559-2.661-0.476850.6%3.270.59-77.0%-15.4%
HOOD Bull Put Jul 10, 26 3672.1%$84$84$416-$561.465-1.946-0.476865.7%3.070.75-45.2%-9.1%
NVDA Bull Put Jul 10, 26 3678.9%$60$60$440-$451.356-2.895-0.715342.8%1.900.47-45.8%-6.2%
WMT Bear Call Jul 10, 26 3679.1%$64$64$536-$611.353-4.115-1.370926.8%0.990.33-12.5%-1.5%
QCOM Bull Put Jul 10, 26 3687.8%$95$95$405$341.234-1.3760.000087.2%—0.9045.8%—
AMZN Bull Put Jul 10, 26 3660.1%$60$60$440-$1390.806-2.460-0.476831.8%1.690.33-204.2%-27.8%
TOTAL / AVG —76.4% avg$1117$1117$7183-$84128.785-34.384-10.281860.3% avg2.8015.56-871.4%-7.8%
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.