Portfolio Analysis — live-active-by-symbol-2026-06-09_08-40

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
INTC2.9591.726 4.684
GLW2.749 2.749
HOOD1.7790.952 2.731
QCOM2.279 2.279
IREN2.101 2.101
MRVL2.085 2.085
ASTS2.078 2.078
WMT2.017 2.017
SMCI1.604 1.604
IBM1.575 1.575
NOW1.528 1.528
NVDA1.426 1.426
CRWV1.410 1.410
FCX1.344 1.344
CSCO1.279 1.279
GOOGL1.095 1.095
RKLB0.992 0.992
AMZN0.425 0.425
NEM0.232 0.232
PLTR0.177 0.177
TOTAL5.94010.20317.668 33.811

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
FCX12.762 12.762
SMCI12.553 12.553
PLTR12.546 12.546
INTC6.6815.031 11.712
CSCO10.400 10.400
NEM8.915 8.915
AMZN8.411 8.411
IREN7.126 7.126
NOW6.580 6.580
NVDA6.490 6.490
CRWV5.610 5.610
ASTS4.153 4.153
QCOM4.086 4.086
GLW4.082 4.082
IBM3.610 3.610
HOOD8.157-4.871 3.287
GOOGL2.428 2.428
MRVL1.612 1.612
RKLB-2.453 -2.453
WMT-18.017 -18.017
TOTAL19.67828.80057.415 105.892

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
SMCI-1.192 -1.192
WMT-1.192 -1.192
HOOD-0.715-0.477 -1.192
FCX-1.073 -1.073
NEM-1.073 -1.073
INTC-0.358-0.477 -0.834
CSCO-0.715 -0.715
NOW-0.715 -0.715
IBM-0.477 -0.477
IREN-0.119 -0.119
AMZN0.000 0.000
ASTS0.000 0.000
CRWV0.000 0.000
GLW0.000 0.000
MRVL0.000 0.000
NVDA0.000 0.000
PLTR0.000 0.000
RKLB0.000 0.000
GOOGL0.238 0.238
QCOM0.954 0.954
TOTAL-1.431-1.073-4.888 -7.391

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-4.285 -4.285
INTC-1.698-1.776 -3.473
GOOGL-3.230 -3.230
HOOD-1.864-1.164 -3.028
IBM-2.993 -2.993
CSCO-2.861 -2.861
NVDA-2.760 -2.760
FCX-2.121 -2.121
NOW-2.119 -2.119
GLW-1.775 -1.775
SMCI-1.625 -1.625
MRVL-1.599 -1.599
AMZN-1.591 -1.591
QCOM-1.544 -1.544
NEM-1.492 -1.492
CRWV-1.462 -1.462
ASTS-1.403 -1.403
IREN-1.322 -1.322
RKLB-0.764 -0.764
PLTR-0.721 -0.721
TOTAL-4.964-14.087-23.118 -42.168

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 17.626
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 8.273
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 4.594
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread 3.619
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 3.302
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 2.487
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 2.389
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 2.136
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 1.997
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 1.789
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 1.692
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread 1.345
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.252
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 0.216
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread —
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put 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 —
MRVL Jul 17, 26 MRVL Jul 17th 195/200 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 —
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 1.743
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.589
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 1.549
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.481
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.476
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 1.304
RKLB Jul 17, 26 RKLB Jul 17th 155/160 Bear Call Spread 1.298
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread 0.987
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread 0.972
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 0.965
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 0.954
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 0.818
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.721
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.633
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.526
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.517
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.471
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.447
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 0.339
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.267
PLTR Jul 10, 26 PLTR Jul 10th 130/136 Bull Put Spread 0.246
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 0.155

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 2276.7%$60$60$440-$572.959-1.698-0.357683.3%8.271.74-97.5%-13.3%
GLW Bull Put Jul 2, 26 2277.8%$80$80$420-$312.749-1.7750.000077.5%—1.55-31.3%-6.0%
NEM Bull Put Jul 2, 26 2267.0%$48$48$352-$840.232-1.492-1.072947.4%0.220.16-22.9%-3.1%
QCOM Bull Put Jul 10, 26 3067.5%$95$95$405-$682.279-1.5440.953779.0%2.391.48-107.9%-25.3%
IREN Bull Put Jul 10, 26 3080.8%$81$81$419-$152.101-1.322-0.1192112.3%17.631.59-16.7%-3.2%
WMT Bear Call Jul 10, 26 3071.6%$64$64$536-$1072.017-4.285-1.192127.2%1.690.47-97.7%-11.7%
HOOD Bull Put Jul 10, 26 3075.7%$84$84$416-$381.779-1.864-0.715370.2%2.490.95-23.2%-4.7%
NVDA Bull Put Jul 10, 26 3070.5%$60$60$440-$881.426-2.7600.000040.6%—0.52-108.3%-14.8%
AMZN Bull Put Jul 10, 26 3054.2%$60$60$440-$1690.425-1.5910.000032.2%—0.27-237.5%-32.4%
PLTR Bull Put Jul 10, 26 3048.2%$100$100$500-$2110.177-0.7210.000048.6%—0.25-182.5%-36.5%
MRVL Bull Put Jul 17, 26 3782.4%$65$65$435-$232.085-1.5990.0000101.9%—1.30-61.5%-9.2%
ASTS Bull Put Jul 17, 26 3780.3%$76$76$424-$222.078-1.4030.0000117.9%—1.48-50.7%-9.1%
INTC Bull Put Jul 17, 26 3778.7%$103$103$397-$41.726-1.776-0.476881.6%3.620.97-3.9%-1.0%
SMCI Bull Put Jul 17, 26 3773.9%$67$67$433-$631.604-1.625-1.192186.1%1.350.99-64.2%-9.9%
IBM Bull Put Jul 17, 26 3778.1%$67$67$433-$421.575-2.993-0.476844.2%3.300.53-60.5%-9.4%
NOW Bull Put Jul 17, 26 3775.2%$57$57$443-$671.528-2.119-0.715363.1%2.140.72-88.6%-11.4%
CRWV Bull Put Jul 17, 26 3772.0%$101$101$399-$391.410-1.4620.000089.5%—0.96-33.7%-8.5%
FCX Bull Put Jul 17, 26 3770.0%$80$80$420-$701.344-2.121-1.072958.0%1.250.63-52.5%-10.0%
CSCO Bull Put Jul 17, 26 3769.9%$74$74$426-$761.279-2.861-0.715340.2%1.790.45-81.1%-14.1%
GOOGL Bull Put Jul 17, 26 3783.3%$70$70$430-$131.095-3.2300.238434.4%4.590.3417.1%—
RKLB Bear Call Jul 17, 26 3783.7%$56$56$444-$260.992-0.7640.0000103.0%—1.306.3%—
HOOD Bear Call Jul 17, 26 3782.8%$51$51$450-$350.952-1.164-0.476870.7%2.000.82-9.9%-1.1%
TOTAL / AVG —73.7% avg$1599$1599$9502-$134733.811-42.168-7.391068.6% avg4.5719.46-1408.5%-10.8%
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.