Portfolio Analysis — live-active-by-symbol-2026-06-08_08-54

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
INTC2.3981.614 4.011
QCOM2.789 2.789
HOOD1.8030.972 2.774
NEM2.513 2.513
UBER2.003 2.003
WMT1.970 1.970
IREN1.869 1.869
ASTS1.784 1.784
GLW1.766 1.766
IBM1.674 1.674
SMCI1.664 1.664
CRWV1.532 1.532
NOW1.476 1.476
FCX1.473 1.473
NVDA1.418 1.418
AAPL1.380 1.380
CSCO1.308 1.308
CVNA1.268 1.268
PLTR0.825 0.825
BAC0.759 0.759
AMZN0.315 0.315
TOTAL8.67910.98916.903 36.571

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
FCX13.469 13.469
PLTR11.930 11.930
NEM11.700 11.700
SMCI11.559 11.559
INTC5.8694.692 10.561
BAC8.540 8.540
AMZN8.390 8.390
CSCO7.979 7.979
IREN6.790 6.790
NVDA6.152 6.152
CRWV5.633 5.633
CVNA5.257 5.257
NOW4.906 4.906
ASTS3.966 3.966
HOOD8.562-4.827 3.734
IBM3.551 3.551
QCOM3.383 3.383
GLW2.351 2.351
AAPL-5.175 -5.175
UBER-12.274 -12.274
WMT-19.271 -19.271
TOTAL7.64625.93659.550 93.131

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
BAC-2.295 -2.295
UBER-2.220 -2.220
WMT-1.371 -1.371
FCX-1.073 -1.073
SMCI-0.954 -0.954
HOOD-0.477-0.358 -0.834
NEM-0.715 -0.715
CVNA-0.656 -0.656
AMZN-0.477 -0.477
QCOM-0.477 -0.477
CSCO-0.358 -0.358
IREN-0.358 -0.358
AAPL-0.238 -0.238
INTC-0.2380.000 -0.238
NVDA-0.238 -0.238
NOW-0.119 -0.119
GLW0.000 0.000
PLTR0.000 0.000
ASTS0.238 0.238
CRWV0.238 0.238
IBM0.238 0.238
TOTAL-3.174-3.397-5.335 -11.906

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-4.283 -4.283
AAPL-4.110 -4.110
INTC-1.542-1.703 -3.245
IBM-3.040 -3.040
CSCO-3.030 -3.030
HOOD-1.849-1.173 -3.021
NVDA-2.792 -2.792
UBER-2.587 -2.587
BAC-2.182 -2.182
NEM-2.172 -2.172
FCX-2.059 -2.059
NOW-2.057 -2.057
QCOM-1.889 -1.889
SMCI-1.660 -1.660
CVNA-1.618 -1.618
AMZN-1.475 -1.475
CRWV-1.453 -1.453
ASTS-1.369 -1.369
GLW-1.348 -1.348
PLTR-1.338 -1.338
IREN-1.269 -1.269
TOTAL-7.649-14.893-25.453 -47.996

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 12.384
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 10.056
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 7.481
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 7.022
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 6.425
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 5.947
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 5.849
AAPL Jul 17, 26 AAPL Jul 17th 335/340 Bear Call Spread 5.789
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 5.226
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 3.781
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 3.658
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 3.513
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 2.717
CVNA Jul 17, 26 CVNA Jul 17th 46/52 Bull Put Spread 1.935
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread 1.744
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 1.437
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.373
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.902
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.660
BAC Jul 17, 26 BAC Jul 17th 43/48 Bull Put Spread 0.331
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread —
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread —
PLTR Jul 10, 26 PLTR Jul 10th 130/136 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 1.555
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.477
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.473
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 1.310
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.303
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 1.157
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 1.054
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread 1.002
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 0.975
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread 0.948
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 0.828
CVNA Jul 17, 26 CVNA Jul 17th 46/52 Bull Put Spread 0.784
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.774
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.718
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.715
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 0.617
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.551
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.508
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.460
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.432
BAC Jul 17, 26 BAC Jul 17th 43/48 Bull Put Spread 0.348
AAPL Jul 17, 26 AAPL Jul 17th 335/340 Bear Call Spread 0.336
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.213

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
NEM Bull Put Jul 2, 26 2368.8%$48$48$352-$772.513-2.172-0.715348.5%3.511.16-175.0%-23.9%
INTC Bull Put Jul 2, 26 2376.9%$60$60$440-$552.398-1.542-0.238486.8%10.061.55-76.7%-10.5%
UBER Bear Call Jul 2, 26 2384.9%$70$70$631-$362.003-2.587-2.220342.8%0.900.7728.8%—
GLW Bull Put Jul 2, 26 2384.5%$80$80$420$21.766-1.3480.000086.8%—1.3127.5%—
QCOM Bull Put Jul 10, 26 3175.6%$95$95$405-$272.789-1.889-0.476882.9%5.851.48-71.0%-16.7%
WMT Bear Call Jul 10, 26 3168.9%$64$64$536-$1231.970-4.283-1.370926.4%1.440.46-119.5%-14.3%
IREN Bull Put Jul 10, 26 3179.7%$81$81$419-$211.869-1.269-0.3576113.9%5.231.47-12.3%-2.4%
HOOD Bull Put Jul 10, 26 3174.1%$84$84$416-$451.803-1.849-0.476871.3%3.780.98-40.5%-8.2%
NVDA Bull Put Jul 10, 26 3171.4%$60$60$440-$831.418-2.792-0.238441.0%5.950.51-100.0%-13.6%
PLTR Bull Put Jul 10, 26 3153.3%$100$100$500-$1800.825-1.3380.000048.9%—0.62-165.0%-33.0%
AMZN Bull Put Jul 10, 26 3153.3%$60$60$440-$1730.315-1.475-0.476832.0%0.660.21-241.7%-33.0%
ASTS Bull Put Jul 17, 26 3880.3%$76$76$424-$221.784-1.3690.2384114.4%7.481.30-33.5%-6.0%
IBM Bull Put Jul 17, 26 3877.6%$67$67$433-$451.674-3.0400.238445.2%7.020.55-67.9%-10.5%
SMCI Bull Put Jul 17, 26 3875.8%$67$67$433-$541.664-1.660-0.953787.2%1.741.00-55.2%-8.5%
INTC Bull Put Jul 17, 26 3878.6%$103$103$397-$41.614-1.7030.000084.2%—0.95-1.0%-0.3%
CRWV Bull Put Jul 17, 26 3870.8%$101$101$399-$451.532-1.4530.238492.0%6.421.05-48.5%-12.3%
NOW Bull Put Jul 17, 26 3882.2%$57$57$443-$321.476-2.057-0.119265.0%12.380.72-36.0%-4.6%
FCX Bull Put Jul 17, 26 3868.0%$80$80$420-$801.473-2.059-1.072959.9%1.370.72-85.0%-16.2%
AAPL Bear Call Jul 17, 26 3879.3%$72$72$429-$321.380-4.110-0.238424.8%5.790.34-27.3%-4.6%
CSCO Bull Put Jul 17, 26 3877.9%$74$74$426-$361.308-3.030-0.357641.0%3.660.43-26.4%-4.6%
CVNA Bull Put Jul 17, 26 3887.3%$77$77$523$11.268-1.618-0.655781.2%1.930.7835.1%—
HOOD Bear Call Jul 17, 26 3882.4%$51$51$450-$380.972-1.173-0.357671.2%2.720.83-10.9%-1.2%
BAC Bull Put Jul 17, 26 3887.8%$51$51$449-$100.759-2.182-2.294837.2%0.330.3548.0%—
TOTAL / AVG —75.6% avg$1677$1677$10224-$121536.571-47.996-11.906064.5% avg3.0719.54-1254.0%-8.7%
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.