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

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.

SymbolJul 2, 26Jul 10, 26Jul 17, 26Total
INTC1.6431.275 2.918
UBER2.277 2.277
WMT2.136 2.136
QCOM2.081 2.081
HOOD1.2340.829 2.063
GLW2.057 2.057
ASTS1.917 1.917
IBM1.686 1.686
CVNA1.658 1.658
NEM1.648 1.648
NOW1.544 1.544
IREN1.526 1.526
SMCI1.505 1.505
CRWV1.243 1.243
AAPL1.225 1.225
FCX1.164 1.164
NVDA1.152 1.152
CSCO1.138 1.138
BAC0.795 0.795
PLTR0.484 0.484
AMZN0.128 0.128
TOTAL7.6258.74215.978 32.344

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.

SymbolJul 2, 26Jul 10, 26Jul 17, 26Total
INTC8.9436.940 15.883
FCX14.437 14.437
SMCI13.047 13.047
PLTR11.554 11.554
NEM10.568 10.568
CSCO10.347 10.347
BAC9.581 9.581
IREN8.216 8.216
AMZN7.985 7.985
CVNA7.028 7.028
NVDA6.642 6.642
CRWV5.713 5.713
NOW5.667 5.667
HOOD8.910-4.174 4.736
ASTS4.348 4.348
GLW4.091 4.091
IBM3.619 3.619
QCOM3.266 3.266
AAPL-3.849 -3.849
UBER-13.598 -13.598
WMT-18.130 -18.130
TOTAL10.00428.44272.704 111.151

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).

SymbolJul 2, 26Jul 10, 26Jul 17, 26Total
UBER-2.615 -2.615
BAC-2.369 -2.369
SMCI-1.252 -1.252
WMT-1.252 -1.252
FCX-1.073 -1.073
CRWV-0.954 -0.954
QCOM-0.954 -0.954
HOOD-0.477-0.358 -0.834
CVNA-0.775 -0.775
ASTS-0.715 -0.715
CSCO-0.715 -0.715
AMZN-0.477 -0.477
NOW-0.477 -0.477
AAPL-0.358 -0.358
NEM-0.358 -0.358
IREN-0.238 -0.238
GLW0.000 0.000
IBM0.000 0.000
INTC-0.4770.477 0.000
NVDA0.000 0.000
PLTR0.954 0.954
TOTAL-3.450-2.444-8.568 -14.462

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.

SymbolJul 2, 26Jul 10, 26Jul 17, 26Total
WMT-4.453 -4.453
AAPL-4.068 -4.068
UBER-3.383 -3.383
IBM-3.059 -3.059
CSCO-2.900 -2.900
HOOD-1.566-1.091 -2.657
INTC-1.048-1.417 -2.466
NVDA-2.459 -2.459
BAC-2.430 -2.430
NOW-2.222 -2.222
NEM-2.057 -2.057
CVNA-2.045 -2.045
FCX-1.881 -1.881
QCOM-1.788 -1.788
SMCI-1.654 -1.654
GLW-1.640 -1.640
ASTS-1.421 -1.421
CRWV-1.363 -1.363
AMZN-1.345 -1.345
IREN-1.209 -1.209
PLTR-1.051 -1.051
TOTAL-8.128-13.872-25.552 -47.552

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 6.402
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 4.607
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 3.446
AAPL Jul 17, 26 AAPL Jul 17th 335/340 Bear Call Spread 3.426
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 3.239
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 2.680
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread 2.674
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 2.588
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 2.318
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 2.182
CVNA Jul 17, 26 CVNA Jul 17th 46/52 Bull Put Spread 2.140
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 1.707
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 1.591
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 1.303
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread 1.202
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.085
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.871
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 0.508
BAC Jul 17, 26 BAC Jul 17th 43/48 Bull Put Spread 0.335
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.269
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread —
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread —
NVDA Jul 10, 26 NVDA Jul 10th 190/195 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|
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 1.567
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.349
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.262
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 1.254
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.163
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 0.912
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread 0.910
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread 0.899
CVNA Jul 17, 26 CVNA Jul 17th 46/52 Bull Put Spread 0.811
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 0.801
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 0.788
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 0.760
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.695
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.673
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.618
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.551
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.480
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.469
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 0.461
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.392
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 0.301
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.095

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
UBER Bear Call Jul 2, 26 2685.8%$70$70$631-$302.277-3.383-2.615235.5%0.870.6728.1%—
GLW Bull Put Jul 2, 26 2674.2%$80$80$420-$492.057-1.6400.000078.8%—1.25-50.0%-9.5%
NEM Bull Put Jul 2, 26 2668.3%$48$48$352-$791.648-2.057-0.357646.3%4.610.80-128.1%-17.5%
INTC Bull Put Jul 2, 26 2658.9%$60$60$440-$1451.643-1.048-0.476881.2%3.451.57-258.3%-35.2%
WMT Bear Call Jul 10, 26 3472.3%$64$64$536-$1022.136-4.453-1.251727.6%1.710.48-125.8%-15.0%
QCOM Bull Put Jul 10, 26 3474.0%$95$95$405-$352.081-1.788-0.953779.5%2.181.16-57.9%-13.6%
IREN Bull Put Jul 10, 26 3473.0%$81$81$419-$541.526-1.209-0.2384114.1%6.401.26-49.4%-9.5%
HOOD Bull Put Jul 10, 26 3468.9%$84$84$416-$721.234-1.566-0.476873.5%2.590.79-62.5%-12.6%
NVDA Bull Put Jul 10, 26 3466.1%$60$60$440-$1091.152-2.4590.000041.4%—0.47-150.0%-20.5%
PLTR Bull Put Jul 10, 26 3451.0%$100$100$500-$1940.484-1.0510.953749.2%0.510.46-175.0%-35.0%
AMZN Bull Put Jul 10, 26 3452.6%$60$60$440-$1770.128-1.345-0.476832.3%0.270.10-237.5%-32.4%
ASTS Bull Put Jul 17, 26 4177.4%$76$76$424-$371.917-1.421-0.7153116.8%2.681.35-70.4%-12.6%
IBM Bull Put Jul 17, 26 4176.5%$67$67$433-$501.686-3.0590.000046.1%—0.55-90.3%-14.0%
CVNA Bull Put Jul 17, 26 4185.7%$77$77$523-$91.658-2.045-0.774977.7%2.140.813.3%—
NOW Bull Put Jul 17, 26 4179.0%$57$57$443-$481.544-2.222-0.476863.7%3.240.70-71.0%-9.1%
SMCI Bull Put Jul 17, 26 4171.8%$67$67$433-$741.505-1.654-1.251785.1%1.200.91-85.1%-13.2%
INTC Bull Put Jul 17, 26 4165.8%$103$103$397-$681.275-1.4170.476880.3%2.670.90-77.2%-20.0%
CRWV Bull Put Jul 17, 26 4168.6%$101$101$399-$561.243-1.363-0.953791.4%1.300.91-55.9%-14.2%
AAPL Bear Call Jul 17, 26 4185.7%$72$72$429-$01.225-4.068-0.357624.7%3.430.3017.5%—
FCX Bull Put Jul 17, 26 4163.8%$80$80$420-$1011.164-1.881-1.072958.0%1.080.62-106.9%-20.4%
CSCO Bull Put Jul 17, 26 4168.5%$74$74$426-$831.138-2.900-0.715339.1%1.590.39-86.5%-15.0%
HOOD Bear Call Jul 17, 26 4183.2%$51$51$450-$330.829-1.091-0.357672.3%2.320.766.9%—
BAC Bull Put Jul 17, 26 4186.6%$51$51$449-$160.795-2.430-2.369336.4%0.340.3338.2%—
TOTAL / AVG —72.1% avg$1677$1677$10224-$162332.344-47.552-14.461663.1% avg2.2417.54-1843.8%-13.0%
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.