Portfolio Analysis — live-active-by-symbol-2026-06-04_14-05

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 26, 26Jul 2, 26Jul 10, 26Jul 17, 26Total
INTC2.0611.500 3.560
BABA3.488 3.488
GLW2.699 2.699
UBER2.270 2.270
NEM2.144 2.144
HOOD1.2210.882 2.103
IREN1.868 1.868
CVNA1.597 1.597
ASTS1.578 1.578
WMT1.520 1.520
FCX1.461 1.461
SMCI1.442 1.442
CRWV1.429 1.429
NVDA1.395 1.395
QCOM1.394 1.394
PLTR1.368 1.368
NOW1.334 1.334
CSCO1.274 1.274
AAPL1.240 1.240
AMZN1.111 1.111
IBM0.838 0.838
BAC0.793 0.793
TOTAL3.4889.1749.87715.369 37.908

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
BABA14.333 14.333
PLTR10.169 10.169
INTC5.5944.565 10.159
FCX9.272 9.272
BAC9.224 9.224
SMCI7.812 7.812
AMZN7.210 7.210
CVNA7.134 7.134
CSCO6.161 6.161
NEM6.127 6.127
IREN5.534 5.534
CRWV4.601 4.601
NVDA3.998 3.998
NOW3.823 3.823
GLW2.636 2.636
ASTS2.597 2.597
IBM1.785 1.785
QCOM1.594 1.594
HOOD6.185-5.710 0.475
AAPL-4.532 -4.532
WMT-14.679 -14.679
UBER-17.170 -17.170
TOTAL14.333-2.81220.01046.731 78.261

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
UBER-2.578 -2.578
BAC-2.258 -2.258
WMT-1.311 -1.311
BABA-0.715 -0.715
CVNA-0.715 -0.715
IBM-0.715 -0.715
SMCI-0.715 -0.715
FCX-0.596 -0.596
NEM-0.536 -0.536
AMZN-0.477 -0.477
CSCO-0.477 -0.477
IREN-0.477 -0.477
PLTR-0.477 -0.477
HOOD-0.3580.000 -0.358
INTC-0.2380.000 -0.238
QCOM-0.238 -0.238
NVDA-0.119 -0.119
AAPL0.000 0.000
CRWV0.000 0.000
GLW0.000 0.000
NOW0.000 0.000
ASTS0.119 0.119
TOTAL-0.715-3.353-3.457-5.357 -12.882

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
WMT-4.316 -4.316
AAPL-4.309 -4.309
INTC-1.725-1.895 -3.620
BABA-3.539 -3.539
UBER-3.476 -3.476
AMZN-3.155 -3.155
CSCO-3.128 -3.128
NVDA-2.986 -2.986
HOOD-1.713-1.142 -2.855
NEM-2.530 -2.530
FCX-2.424 -2.424
BAC-2.422 -2.422
PLTR-2.287 -2.287
IBM-2.186 -2.186
CVNA-2.051 -2.051
NOW-2.023 -2.023
GLW-1.854 -1.854
SMCI-1.638 -1.638
CRWV-1.636 -1.636
QCOM-1.550 -1.550
IREN-1.384 -1.384
ASTS-1.281 -1.281
TOTAL-3.539-9.586-17.392-26.134 -56.651

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 13.241
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 11.702
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 8.642
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 5.846
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 4.877
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 3.996
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 3.917
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 3.414
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 2.869
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 2.673
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 2.452
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 2.329
CVNA Jul 17, 26 CVNA Jul 17th 46/52 Bull Put Spread 2.233
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread 2.016
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 1.172
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 1.159
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.881
BAC Jul 17, 26 BAC Jul 17th 43/48 Bull Put Spread 0.351
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 —
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread —
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread —
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread —
NOW Jul 17, 26 NOW Jul 17th 90/95 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 1.456
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.349
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.232
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 1.194
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 0.986
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 0.900
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread 0.880
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 0.873
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 0.847
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread 0.792
CVNA Jul 17, 26 CVNA Jul 17th 46/52 Bull Put Spread 0.779
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 0.772
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 0.713
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.659
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.653
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.603
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 0.598
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.467
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.407
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.383
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.352
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.352
BAC Jul 17, 26 BAC Jul 17th 43/48 Bull Put Spread 0.327
AAPL Jul 17, 26 AAPL Jul 17th 335/340 Bear Call Spread 0.288

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 2172.7%$70$70$430-$673.488-3.539-0.715338.7%4.880.99-107.1%-17.4%
GLW Bull Put Jul 2, 26 2786.2%$80$80$420$112.699-1.8540.000081.2%—1.465.0%—
UBER Bear Call Jul 2, 26 2782.1%$70$70$631-$562.270-3.476-2.577937.5%0.880.65-10.1%-1.1%
NEM Bull Put Jul 2, 26 2786.7%$48$48$352-$52.144-2.530-0.536445.3%4.000.85-6.3%-0.9%
INTC Bull Put Jul 2, 26 2778.5%$60$60$440-$472.061-1.725-0.238477.6%8.641.19-55.0%-7.5%
IREN Bull Put Jul 10, 26 3583.7%$81$81$419-$01.868-1.384-0.4768106.9%3.921.359.3%—
WMT Bear Call Jul 10, 26 3575.9%$64$64$536-$811.520-4.316-1.311326.4%1.160.35-46.1%-5.5%
NVDA Bull Put Jul 10, 26 3582.2%$60$60$440-$291.395-2.986-0.119240.6%11.700.47-15.8%-2.2%
QCOM Bull Put Jul 10, 26 3586.4%$95$95$405$271.394-1.550-0.238479.7%5.850.9041.0%—
PLTR Bull Put Jul 10, 26 3562.3%$100$100$500-$1261.368-2.287-0.476849.3%2.870.60-112.5%-22.5%
HOOD Bull Put Jul 10, 26 3579.2%$84$84$416-$201.221-1.713-0.357671.7%3.410.717.1%—
AMZN Bull Put Jul 10, 26 3565.2%$60$60$440-$1141.111-3.155-0.476831.0%2.330.35-162.5%-22.2%
CVNA Bull Put Jul 17, 26 4285.4%$77$77$523-$111.597-2.051-0.715377.5%2.230.780.7%—
ASTS Bull Put Jul 17, 26 4285.1%$76$76$424$21.578-1.2810.1192119.7%13.241.234.6%—
INTC Bull Put Jul 17, 26 4281.0%$103$103$397$81.500-1.8950.000076.0%—0.7910.7%—
FCX Bull Put Jul 17, 26 4278.9%$80$80$420-$261.461-2.424-0.596056.7%2.450.60-6.3%-1.2%
SMCI Bull Put Jul 17, 26 4283.6%$67$67$433-$151.442-1.638-0.715384.3%2.020.882.2%—
CRWV Bull Put Jul 17, 26 4277.2%$101$101$399-$131.429-1.6360.000087.5%—0.87-9.9%-2.5%
NOW Bull Put Jul 17, 26 4284.9%$57$57$443-$191.334-2.0230.000064.0%—0.66-5.3%-0.7%
CSCO Bull Put Jul 17, 26 4285.2%$74$74$426$01.274-3.128-0.476840.3%2.670.416.1%—
AAPL Bear Call Jul 17, 26 4282.8%$72$72$429-$141.240-4.3090.000023.8%—0.29-2.8%-0.5%
HOOD Bear Call Jul 17, 26 4276.2%$51$51$450-$690.882-1.1420.000071.1%—0.77-61.4%-6.9%
IBM Bull Put Jul 17, 26 4284.7%$67$67$433-$100.838-2.186-0.715348.3%1.170.3828.4%—
BAC Bull Put Jul 17, 26 4291.9%$51$51$449$100.793-2.422-2.257536.5%0.350.3339.2%—
TOTAL / AVG —80.7% avg$1747$1747$10654-$66337.908-56.651-12.882161.3% avg2.9417.86-446.7%-2.8%
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.