Portfolio Analysis — live-active-by-symbol-2026-06-05_08-39

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
INTC1.7371.478 3.215
GLW3.165 3.165
HOOD1.8080.946 2.754
BABA2.454 2.454
NEM2.316 2.316
ASTS1.936 1.936
IREN1.871 1.871
WMT1.865 1.865
CVNA1.710 1.710
IBM1.596 1.596
SMCI1.573 1.573
NVDA1.416 1.416
NOW1.403 1.403
QCOM1.325 1.325
CRWV1.311 1.311
AAPL1.305 1.305
CSCO1.271 1.271
FCX1.257 1.257
PLTR1.091 1.091
AMZN0.969 0.969
UBER0.811 0.811
BAC0.755 0.755
TOTAL2.4548.02910.34516.541 37.369

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
BABA15.022 15.022
INTC7.4055.883 13.288
FCX13.186 13.186
SMCI11.191 11.191
PLTR11.027 11.027
NEM10.248 10.248
BAC8.845 8.845
CSCO8.413 8.413
IREN7.846 7.846
AMZN7.415 7.415
CVNA6.866 6.866
CRWV5.493 5.493
NVDA5.392 5.392
NOW4.624 4.624
ASTS3.613 3.613
GLW3.524 3.524
HOOD8.530-5.074 3.456
IBM3.226 3.226
QCOM1.990 1.990
AAPL-5.076 -5.076
UBER-10.143 -10.143
WMT-19.369 -19.369
TOTAL15.02211.03422.83061.191 110.076

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-2.280 -2.280
UBER-2.146 -2.146
FCX-1.311 -1.311
SMCI-1.073 -1.073
NEM-0.894 -0.894
WMT-0.834 -0.834
HOOD-0.358-0.358 -0.715
INTC-0.477-0.238 -0.715
CVNA-0.685 -0.685
BABA-0.477 -0.477
CRWV-0.477 -0.477
NOW-0.477 -0.477
PLTR-0.477 -0.477
IREN-0.358 -0.358
ASTS-0.238 -0.238
NVDA-0.238 -0.238
CSCO-0.119 -0.119
AAPL0.000 0.000
AMZN0.000 0.000
IBM0.000 0.000
QCOM0.238 0.238
GLW0.477 0.477
TOTAL-0.477-3.040-2.027-7.257 -12.800

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-4.290 -4.290
WMT-4.080 -4.080
INTC-1.614-1.830 -3.444
HOOD-1.992-1.210 -3.202
CSCO-3.189 -3.189
IBM-3.048 -3.048
AMZN-3.042 -3.042
NVDA-3.023 -3.023
NEM-2.657 -2.657
BABA-2.521 -2.521
BAC-2.332 -2.332
FCX-2.241 -2.241
UBER-2.106 -2.106
NOW-2.103 -2.103
CVNA-2.090 -2.090
GLW-2.023 -2.023
PLTR-1.820 -1.820
SMCI-1.781 -1.781
QCOM-1.595 -1.595
CRWV-1.536 -1.536
ASTS-1.453 -1.453
IREN-1.376 -1.376
TOTAL-2.521-8.401-16.929-27.105 -54.956

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 10.661
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 8.119
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 6.637
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread 6.199
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 5.938
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 5.556
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 5.233
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 5.147
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 5.054
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 3.642
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 2.943
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 2.749
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 2.646
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 2.591
CVNA Jul 17, 26 CVNA Jul 17th 46/52 Bull Put Spread 2.495
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 2.287
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 2.235
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread 1.466
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.958
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.378
BAC Jul 17, 26 BAC Jul 17th 43/48 Bull Put Spread 0.331
AAPL Jul 17, 26 AAPL Jul 17th 335/340 Bear Call Spread —
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread —
IBM Jul 17, 26 IBM Jul 17th 250/255 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 1.564
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.360
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.332
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 1.076
BABA Jun 26, 26 BABA Jun 26th 115/120 Bull Put Spread 0.974
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 0.907
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread 0.883
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 0.872
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 0.853
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 0.830
CVNA Jul 17, 26 CVNA Jul 17th 46/52 Bull Put Spread 0.818
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread 0.808
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 0.782
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.667
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 0.599
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.561
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.524
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 0.457
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.399
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.385
BAC Jul 17, 26 BAC Jul 17th 43/48 Bull Put Spread 0.324
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.319
AAPL Jul 17, 26 AAPL Jul 17th 335/340 Bear Call Spread 0.304

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 2064.7%$70$70$430-$1072.454-2.521-0.476840.7%5.150.97-141.4%-23.0%
GLW Bull Put Jul 2, 26 2683.2%$80$80$420-$43.165-2.0230.476880.1%6.641.56-33.8%-6.4%
NEM Bull Put Jul 2, 26 2673.6%$48$48$352-$582.316-2.657-0.894144.1%2.590.87-104.2%-14.2%
INTC Bull Put Jul 2, 26 2671.2%$60$60$440-$841.737-1.614-0.476874.3%3.641.08-105.0%-14.3%
UBER Bear Call Jul 2, 26 2688.8%$70$70$631-$90.811-2.106-2.145840.8%0.380.3851.1%—
IREN Bull Put Jul 10, 26 3476.9%$81$81$419-$351.871-1.376-0.3576108.3%5.231.36-37.0%-7.2%
WMT Bear Call Jul 10, 26 3466.2%$64$64$536-$1391.865-4.080-0.834526.7%2.240.46-147.7%-17.6%
HOOD Bull Put Jul 10, 26 3475.4%$84$84$416-$391.808-1.992-0.357668.8%5.050.91-44.0%-8.9%
NVDA Bull Put Jul 10, 26 3475.5%$60$60$440-$631.416-3.023-0.238440.3%5.940.47-70.8%-9.7%
QCOM Bull Put Jul 10, 26 3482.6%$95$95$405$81.325-1.5950.238478.0%5.560.8328.9%—
PLTR Bull Put Jul 10, 26 3457.5%$100$100$500-$1551.091-1.820-0.476848.8%2.290.60-142.5%-28.5%
AMZN Bull Put Jul 10, 26 3463.9%$60$60$440-$1210.969-3.0420.000030.4%—0.32-158.3%-21.6%
ASTS Bull Put Jul 17, 26 4182.7%$76$76$424-$101.936-1.453-0.2384116.5%8.121.33-36.8%-6.6%
CVNA Bull Put Jul 17, 26 4183.5%$77$77$523-$221.710-2.090-0.685576.5%2.490.826.5%—
IBM Bull Put Jul 17, 26 4178.7%$67$67$433-$401.596-3.0480.000046.1%—0.52-60.5%-9.4%
SMCI Bull Put Jul 17, 26 4177.6%$67$67$433-$451.573-1.781-1.072981.7%1.470.88-43.3%-6.7%
INTC Bull Put Jul 17, 26 4174.4%$103$103$397-$251.478-1.830-0.238475.7%6.200.81-22.8%-5.9%
NOW Bull Put Jul 17, 26 4182.8%$57$57$443-$291.403-2.103-0.476864.2%2.940.67-31.6%-4.1%
CRWV Bull Put Jul 17, 26 4172.6%$101$101$399-$361.311-1.536-0.476886.4%2.750.85-33.7%-8.5%
AAPL Bear Call Jul 17, 26 4180.1%$72$72$429-$281.305-4.2900.000023.9%—0.30-23.8%-4.0%
CSCO Bull Put Jul 17, 26 4176.6%$74$74$426-$431.271-3.189-0.119239.5%10.660.40-37.8%-6.6%
FCX Bull Put Jul 17, 26 4169.6%$80$80$420-$721.257-2.241-1.311355.0%0.960.56-61.3%-11.7%
HOOD Bear Call Jul 17, 26 4180.7%$51$51$450-$460.946-1.210-0.357670.3%2.650.78-24.8%-2.8%
BAC Bull Put Jul 17, 26 4188.8%$51$51$449-$50.755-2.332-2.279936.3%0.330.3244.1%—
TOTAL / AVG —76.1% avg$1747$1747$10654-$120537.369-54.956-12.800160.6% avg2.9218.07-1230.4%-8.2%
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.