Portfolio Analysis — live-active-by-symbol-2026-06-08_14-07

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
INTC2.8631.647 4.510
HOOD2.0661.070 3.136
UBER2.858 2.858
GLW2.416 2.416
QCOM2.392 2.392
IREN2.337 2.337
MRVL2.028 2.028
ASTS1.929 1.929
WMT1.838 1.838
NEM1.810 1.810
NOW1.743 1.743
SMCI1.616 1.616
CVNA1.488 1.488
CRWV1.457 1.457
CSCO1.421 1.421
IBM1.324 1.324
NVDA1.296 1.296
GOOGL1.287 1.287
FCX1.153 1.153
AAPL1.104 1.104
BAC0.844 0.844
PLTR0.558 0.558
RKLB0.437 0.437
AMZN0.340 0.340
TOTAL9.94810.82620.548 41.323

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
FCX13.866 13.866
PLTR11.883 11.883
NEM11.376 11.376
INTC6.3944.815 11.209
SMCI10.386 10.386
BAC9.883 9.883
CSCO9.196 9.196
AMZN8.609 8.609
IREN6.874 6.874
NVDA5.934 5.934
CRWV5.544 5.544
NOW5.331 5.331
CVNA5.095 5.095
ASTS4.557 4.557
HOOD8.872-5.046 3.826
IBM3.664 3.664
QCOM3.223 3.223
GLW3.076 3.076
GOOGL2.961 2.961
MRVL1.271 1.271
RKLB-1.965 -1.965
AAPL-2.750 -2.750
UBER-13.727 -13.727
WMT-18.671 -18.671
TOTAL7.11926.72566.808 100.652

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-2.518 -2.518
UBER-2.496 -2.496
FCX-1.073 -1.073
WMT-1.073 -1.073
HOOD-0.358-0.477 -0.834
SMCI-0.834 -0.834
CRWV-0.715 -0.715
CSCO-0.715 -0.715
INTC-0.477-0.238 -0.715
IREN-0.536 -0.536
AMZN-0.477 -0.477
IBM-0.477 -0.477
CVNA-0.447 -0.447
ASTS-0.238 -0.238
NEM-0.238 -0.238
NOW-0.238 -0.238
AAPL-0.179 -0.179
GLW0.000 0.000
GOOGL0.000 0.000
NVDA0.000 0.000
PLTR0.000 0.000
QCOM0.000 0.000
RKLB0.000 0.000
MRVL0.477 0.477
TOTAL-3.211-2.444-7.674 -13.329

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-4.174 -4.174
GOOGL-3.577 -3.577
AAPL-3.473 -3.473
INTC-1.661-1.728 -3.389
UBER-3.242 -3.242
HOOD-1.961-1.261 -3.222
CSCO-3.110 -3.110
IBM-2.795 -2.795
NVDA-2.741 -2.741
BAC-2.369 -2.369
NOW-2.263 -2.263
NEM-1.964 -1.964
FCX-1.891 -1.891
QCOM-1.785 -1.785
CVNA-1.719 -1.719
GLW-1.640 -1.640
SMCI-1.609 -1.609
MRVL-1.542 -1.542
CRWV-1.447 -1.447
ASTS-1.413 -1.413
IREN-1.405 -1.405
PLTR-1.275 -1.275
AMZN-1.199 -1.199
RKLB-0.579 -0.579
TOTAL-8.506-14.540-30.777 -53.823

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 8.090
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 7.592
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 7.310
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread 6.910
AAPL Jul 17, 26 AAPL Jul 17th 335/340 Bear Call Spread 6.173
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 6.004
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 5.776
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 4.356
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 4.253
CVNA Jul 17, 26 CVNA Jul 17th 46/52 Bull Put Spread 3.328
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 2.777
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 2.245
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 2.038
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 1.987
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread 1.936
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 1.713
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 1.145
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.075
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.713
BAC Jul 17, 26 BAC Jul 17th 43/48 Bull Put Spread 0.335
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread —
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread —
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread —
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread —
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread —
RKLB Jul 17, 26 RKLB Jul 17th 155/160 Bear Call 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 1.724
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.663
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 1.473
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.365
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.340
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 1.315
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 1.054
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 1.007
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread 1.004
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread 0.953
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 0.922
UBER Jul 2, 26 UBER Jul 2nd 78/85 Bear Call Spread 0.882
CVNA Jul 17, 26 CVNA Jul 17th 46/52 Bull Put Spread 0.865
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 0.849
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.770
RKLB Jul 17, 26 RKLB Jul 17th 155/160 Bear Call Spread 0.754
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.610
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.474
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.473
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.457
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.440
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 0.438
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 0.360
BAC Jul 17, 26 BAC Jul 17th 43/48 Bull Put Spread 0.356
AAPL Jul 17, 26 AAPL Jul 17th 335/340 Bear Call Spread 0.318
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.283

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
INTC Bull Put Jul 2, 26 2376.5%$60$60$440-$572.863-1.661-0.476885.4%6.001.72-99.2%-13.5%
UBER Bear Call Jul 2, 26 2390.8%$70$70$631$52.858-3.242-2.495939.6%1.150.8822.3%—
GLW Bull Put Jul 2, 26 2383.1%$80$80$420-$42.416-1.6400.000081.0%—1.473.1%—
NEM Bull Put Jul 2, 26 2367.3%$48$48$352-$831.810-1.964-0.238447.0%7.590.92-138.5%-18.9%
QCOM Bull Put Jul 10, 26 3175.5%$95$95$405-$272.392-1.7850.000082.3%—1.34-52.6%-12.3%
IREN Bull Put Jul 10, 26 3182.0%$81$81$419-$92.337-1.405-0.5364111.9%4.361.66-17.3%-3.3%
HOOD Bull Put Jul 10, 26 3174.6%$84$84$416-$432.066-1.961-0.357670.5%5.781.05-47.6%-9.6%
WMT Bear Call Jul 10, 26 3169.5%$64$64$536-$1191.838-4.174-1.072926.5%1.710.44-107.0%-12.8%
NVDA Bull Put Jul 10, 26 3172.1%$60$60$440-$791.296-2.7410.000041.0%—0.47-85.0%-11.6%
PLTR Bull Put Jul 10, 26 3153.0%$100$100$500-$1820.558-1.2750.000049.0%—0.44-152.5%-30.5%
AMZN Bull Put Jul 10, 26 3151.4%$60$60$440-$1830.340-1.199-0.476831.9%0.710.28-275.0%-37.5%
MRVL Bull Put Jul 17, 26 3885.5%$65$65$435-$82.028-1.5420.4768105.3%4.251.31-30.8%-4.6%
ASTS Bull Put Jul 17, 26 3878.3%$76$76$424-$331.929-1.413-0.2384113.2%8.091.37-58.5%-10.5%
NOW Bull Put Jul 17, 26 3881.5%$57$57$443-$361.743-2.263-0.238463.4%7.310.77-49.1%-6.3%
INTC Bull Put Jul 17, 26 3878.8%$103$103$397-$31.647-1.728-0.238483.3%6.910.95-2.4%-0.6%
SMCI Bull Put Jul 17, 26 3878.1%$67$67$433-$421.616-1.609-0.834589.1%1.941.00-38.1%-5.9%
CVNA Bull Put Jul 17, 26 3889.0%$77$77$523$111.488-1.719-0.447078.5%3.330.8737.0%—
CRWV Bull Put Jul 17, 26 3871.6%$101$101$399-$411.457-1.447-0.715391.5%2.041.01-41.1%-10.4%
CSCO Bull Put Jul 17, 26 3873.9%$74$74$426-$571.421-3.110-0.715340.5%1.990.46-54.0%-9.4%
IBM Bull Put Jul 17, 26 3875.6%$67$67$433-$551.324-2.795-0.476844.3%2.780.47-64.2%-9.9%
GOOGL Bull Put Jul 17, 26 3880.8%$70$70$430-$261.287-3.5770.000034.2%—0.36-11.4%-1.9%
FCX Bull Put Jul 17, 26 3865.7%$80$80$420-$911.153-1.891-1.072958.9%1.070.61-81.3%-15.5%
AAPL Bear Call Jul 17, 26 3890.6%$72$72$429$241.104-3.473-0.178824.9%6.170.3251.0%—
HOOD Bear Call Jul 17, 26 3882.9%$51$51$450-$351.070-1.261-0.476869.2%2.240.85-13.9%-1.6%
BAC Bull Put Jul 17, 26 3885.8%$51$51$449-$200.844-2.369-2.518337.4%0.340.3637.3%—
RKLB Bear Call Jul 17, 26 3881.6%$56$56$444-$360.437-0.5790.0000102.3%—0.7533.0%—
TOTAL / AVG —76.7% avg$1868$1868$11533-$123041.323-53.823-13.329165.5% avg3.1022.15-1235.8%-7.6%
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.