Portfolio Analysis — live-active-by-symbol-2026-06-04_08-41

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
INTC2.1611.525 3.686
BABA3.093 3.093
HOOD1.4240.815 2.240
QCOM2.235 2.235
UBER1.742 1.742
IREN1.693 1.693
SMCI1.406 1.406
GLW1.399 1.399
PLTR1.385 1.385
CRWV1.366 1.366
NVDA1.337 1.337
AAPL1.291 1.291
WMT1.264 1.264
CSCO1.172 1.172
AMZN1.087 1.087
IBM1.078 1.078
NEM0.931 0.931
BAC0.894 0.894
TOTAL3.0936.23310.4259.549 29.300

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
BABA12.954 12.954
BAC11.375 11.375
INTC6.2784.961 11.240
PLTR9.915 9.915
CSCO7.594 7.594
SMCI7.551 7.551
AMZN7.087 7.087
IREN5.814 5.814
NVDA4.731 4.731
CRWV4.671 4.671
HOOD8.572-4.570 4.002
NEM3.727 3.727
GLW2.381 2.381
QCOM2.178 2.178
IBM1.885 1.885
AAPL-4.478 -4.478
WMT-15.797 -15.797
UBER-15.904 -15.904
TOTAL12.954-3.51722.50028.989 60.926

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-2.638 -2.638
UBER-2.176 -2.176
WMT-1.550 -1.550
BABA-1.013 -1.013
INTC-0.358-0.477 -0.834
SMCI-0.834 -0.834
HOOD-0.596-0.119 -0.715
CSCO-0.477 -0.477
NEM-0.477 -0.477
IREN-0.358 -0.358
GLW-0.238 -0.238
NVDA-0.238 -0.238
QCOM-0.238 -0.238
AAPL0.000 0.000
CRWV0.000 0.000
IBM0.238 0.238
PLTR0.238 0.238
AMZN0.477 0.477
TOTAL-1.013-3.248-2.265-4.306 -10.833

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-4.398 -4.398
WMT-3.797 -3.797
INTC-1.807-1.915 -3.722
BABA-3.302 -3.302
AMZN-3.144 -3.144
CSCO-3.105 -3.105
HOOD-1.894-1.155 -3.049
NVDA-3.003 -3.003
UBER-2.920 -2.920
BAC-2.717 -2.717
IBM-2.334 -2.334
PLTR-2.297 -2.297
QCOM-1.939 -1.939
SMCI-1.593 -1.593
CRWV-1.571 -1.571
NEM-1.525 -1.525
GLW-1.454 -1.454
IREN-1.302 -1.302
TOTAL-3.302-7.706-17.377-18.788 -47.172

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 9.374
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 6.840
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 6.042
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 5.868
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 5.810
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 5.609
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 4.734
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 4.522
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread 3.198
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 3.052
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 2.458
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 2.389
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 2.279
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 1.952
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread 1.685
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.816
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.801
BAC Jul 17, 26 BAC Jul 17th 43/48 Bull Put Spread 0.339
AAPL Jul 17, 26 AAPL Jul 17th 335/340 Bear Call Spread —
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 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|
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.300
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 1.196
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.153
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 0.962
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 0.937
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread 0.882
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 0.870
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread 0.796
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 0.752
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 0.706
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 0.610
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 0.603
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.597
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.462
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.445
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.378
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.346
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.333
BAC Jul 17, 26 BAC Jul 17th 43/48 Bull Put Spread 0.329
AAPL Jul 17, 26 AAPL Jul 17th 335/340 Bear Call Spread 0.294

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 2174.4%$70$70$430-$583.093-3.302-1.013340.0%3.050.94-86.4%-14.1%
INTC Bull Put Jul 2, 26 2777.0%$60$60$440-$552.161-1.807-0.357675.2%6.041.20-75.8%-10.3%
UBER Bear Call Jul 2, 26 2779.0%$70$70$631-$781.742-2.920-2.175640.6%0.800.60-7.2%-0.8%
GLW Bull Put Jul 2, 26 2784.5%$80$80$420$21.399-1.454-0.238478.1%5.870.9630.6%—
NEM Bull Put Jul 2, 26 2786.3%$48$48$352-$70.931-1.525-0.476847.7%1.950.6144.8%—
QCOM Bull Put Jul 10, 26 3584.4%$95$95$405$172.235-1.939-0.238482.6%9.371.150.0%—
IREN Bull Put Jul 10, 26 3581.5%$81$81$419-$121.693-1.302-0.3576111.8%4.731.300.0%—
HOOD Bull Put Jul 10, 26 3572.4%$84$84$416-$541.424-1.894-0.596066.8%2.390.75-36.3%-7.3%
PLTR Bull Put Jul 10, 26 3562.8%$100$100$500-$1231.385-2.2970.238450.0%5.810.60-110.0%-22.0%
NVDA Bull Put Jul 10, 26 3578.1%$60$60$440-$491.337-3.003-0.238440.4%5.610.45-45.0%-6.1%
WMT Bear Call Jul 10, 26 3571.1%$64$64$536-$1101.264-3.797-1.549727.1%0.820.33-73.4%-8.8%
AMZN Bull Put Jul 10, 26 3565.4%$60$60$440-$1131.087-3.1440.476831.2%2.280.35-158.3%-21.6%
INTC Bull Put Jul 17, 26 4279.3%$103$103$397-$01.525-1.915-0.476875.8%3.200.800.0%—
SMCI Bull Put Jul 17, 26 4283.9%$67$67$433-$131.406-1.593-0.834586.2%1.690.883.0%—
CRWV Bull Put Jul 17, 26 4275.6%$101$101$399-$211.366-1.5710.000089.6%—0.87-16.3%-4.1%
AAPL Bear Call Jul 17, 26 4283.3%$72$72$429-$121.291-4.3980.000023.8%—0.29-1.4%-0.2%
CSCO Bull Put Jul 17, 26 4277.6%$74$74$426-$381.172-3.105-0.476840.0%2.460.38-22.3%-3.9%
IBM Bull Put Jul 17, 26 4285.3%$67$67$433-$71.078-2.3340.238450.6%4.520.4612.7%—
BAC Bull Put Jul 17, 26 4286.4%$51$51$449-$170.894-2.717-2.637536.4%0.340.3320.6%—
HOOD Bear Call Jul 17, 26 4283.6%$51$51$450-$310.815-1.155-0.119269.6%6.840.71-5.0%-0.6%
TOTAL / AVG —78.6% avg$1457$1457$8844-$77829.300-47.172-10.833158.2% avg2.7013.95-525.8%-4.4%
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.