Portfolio Analysis — live-active-by-symbol-2026-06-03_14-28

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 26, 26Jul 2, 26Jul 10, 26Jul 17, 26Total
INTC1.7451.574 3.319
GLW3.231 3.231
BABA2.779 2.779
NEM2.183 2.183
HOOD1.5680.581 2.149
WMT2.075 2.075
UBER1.836 1.836
IREN1.705 1.705
QCOM1.674 1.674
IBM1.657 1.657
AAPL1.603 1.603
CRWV1.487 1.487
SMCI1.389 1.389
PLTR1.331 1.331
NVDA1.320 1.320
CSCO1.302 1.302
BAC0.913 0.913
AMZN0.706 0.706
TOTAL2.7798.99510.37810.506 32.659

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 26, 26Jul 2, 26Jul 10, 26Jul 17, 26Total
BAC13.800 13.800
BABA11.827 11.827
PLTR9.714 9.714
INTC5.0604.504 9.564
CSCO7.869 7.869
SMCI7.434 7.434
AMZN7.417 7.417
NEM6.740 6.740
HOOD9.759-3.715 6.045
NVDA4.671 4.671
IREN4.381 4.381
CRWV4.190 4.190
GLW2.805 2.805
IBM2.284 2.284
QCOM1.552 1.552
AAPL-5.028 -5.028
UBER-15.076 -15.076
WMT-15.513 -15.513
TOTAL11.827-0.47121.98231.337 64.675

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 26, 26Jul 2, 26Jul 10, 26Jul 17, 26Total
BAC-3.010 -3.010
UBER-2.027 -2.027
WMT-1.311 -1.311
BABA-0.834 -0.834
SMCI-0.834 -0.834
INTC-0.238-0.477 -0.715
PLTR-0.715 -0.715
HOOD-0.5960.000 -0.596
NEM-0.536 -0.536
AMZN-0.477 -0.477
CSCO-0.477 -0.477
NVDA-0.477 -0.477
IREN-0.358 -0.358
CRWV-0.238 -0.238
GLW-0.238 -0.238
AAPL0.000 0.000
IBM0.000 0.000
QCOM0.000 0.000
TOTAL-0.834-3.040-3.934-5.037 -12.845

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 26, 26Jul 2, 26Jul 10, 26Jul 17, 26Total
AAPL-4.912 -4.912
WMT-4.827 -4.827
INTC-1.578-1.885 -3.463
BABA-3.242 -3.242
CSCO-3.193 -3.193
UBER-2.989 -2.989
BAC-2.973 -2.973
HOOD-1.958-1.004 -2.962
IBM-2.940 -2.940
NVDA-2.907 -2.907
NEM-2.530 -2.530
PLTR-2.264 -2.264
AMZN-2.234 -2.234
GLW-2.069 -2.069
CRWV-1.639 -1.639
QCOM-1.594 -1.594
SMCI-1.590 -1.590
IREN-1.240 -1.240
TOTAL-3.242-9.165-17.025-20.136 -49.568

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 13.552
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 7.318
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 6.238
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 4.768
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 4.070
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 3.331
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread 3.301
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 2.767
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 2.730
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 2.630
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 1.861
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread 1.664
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 1.582
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 1.481
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.906
BAC Jul 17, 26 BAC Jul 17th 43/48 Bull Put Spread 0.303
AAPL Jul 17, 26 AAPL Jul 17th 335/340 Bear Call Spread —
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread —
IBM Jul 17, 26 IBM Jul 17th 250/255 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|
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 1.562
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.375
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 1.106
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.051
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 0.907
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread 0.874
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 0.863
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 0.857
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread 0.835
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 0.801
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.614
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 0.588
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 0.579
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.564
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.454
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.430
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.408
AAPL Jul 17, 26 AAPL Jul 17th 335/340 Bear Call Spread 0.326
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.316
BAC Jul 17, 26 BAC Jul 17th 43/48 Bull Put Spread 0.307

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
BABA Bull Put Jun 26, 26 2275.6%$70$70$430-$522.779-3.242-0.834540.1%3.330.86-65.7%-10.7%
GLW Bull Put Jul 2, 26 2886.4%$80$80$420$123.231-2.069-0.238483.2%13.551.56-12.5%-2.4%
NEM Bull Put Jul 2, 26 2883.6%$48$48$352-$182.183-2.530-0.536447.6%4.070.86-33.3%-4.5%
UBER Bear Call Jul 2, 26 2880.2%$70$70$631-$691.836-2.989-2.026640.4%0.910.61-0.7%-0.1%
INTC Bull Put Jul 2, 26 2877.9%$60$60$440-$501.745-1.578-0.238481.6%7.321.11-46.7%-6.4%
WMT Bear Call Jul 10, 26 3675.2%$64$64$536-$852.075-4.827-1.311327.4%1.580.43-74.2%-8.9%
IREN Bull Put Jul 10, 26 3685.0%$81$81$419$61.705-1.240-0.3576115.9%4.771.3820.4%—
QCOM Bull Put Jul 10, 26 3687.3%$95$95$405$311.674-1.5940.000086.8%—1.0530.5%—
HOOD Bull Put Jul 10, 26 3670.4%$84$84$416-$641.568-1.958-0.596064.9%2.630.80-65.5%-13.2%
PLTR Bull Put Jul 10, 26 3662.7%$100$100$500-$1241.331-2.264-0.715350.5%1.860.59-110.0%-22.0%
NVDA Bull Put Jul 10, 26 3677.7%$60$60$440-$511.320-2.907-0.476842.0%2.770.45-53.3%-7.3%
AMZN Bull Put Jul 10, 26 3658.7%$60$60$440-$1460.706-2.234-0.476832.3%1.480.32-212.5%-29.0%
IBM Bull Put Jul 17, 26 4384.7%$67$67$433-$101.657-2.9400.000050.1%—0.56-18.7%-2.9%
AAPL Bear Call Jul 17, 26 4383.1%$72$72$429-$131.603-4.9120.000024.0%—0.33-23.8%-4.0%
INTC Bull Put Jul 17, 26 4380.6%$103$103$397$61.574-1.885-0.476879.3%3.300.842.9%—
CRWV Bull Put Jul 17, 26 4378.1%$101$101$399-$81.487-1.639-0.238490.4%6.240.91-5.9%-1.5%
SMCI Bull Put Jul 17, 26 4384.4%$67$67$433-$111.389-1.590-0.834586.9%1.660.872.2%—
CSCO Bull Put Jul 17, 26 4377.8%$74$74$426-$371.302-3.193-0.476840.8%2.730.41-36.5%-6.3%
BAC Bull Put Jul 17, 26 4382.5%$51$51$449-$370.913-2.973-3.010035.3%0.300.312.0%—
HOOD Bear Call Jul 17, 26 4384.9%$51$51$450-$250.581-1.0040.000069.2%—0.5824.8%—
TOTAL / AVG —78.8% avg$1457$1457$8844-$74532.659-49.568-12.844859.4% avg2.5414.82-676.6%-5.3%
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.