Portfolio Analysis — live-active-by-symbol-2026-06-09_14-06

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, 26Jul 24, 26Total
INTC2.6021.628 4.230
GLW3.548 3.548
NEM2.648 2.648
WMT2.569 2.569
HOOD1.5071.037 2.545
NVDA1.3191.127 2.446
CRWV2.416 2.416
IREN2.016 2.016
IBM1.829 1.829
ASTS1.726 1.726
AMZN0.2781.394 1.672
QCOM1.650 1.650
SMCI1.550 1.550
NOW1.506 1.506
MRVL1.464 1.464
NFLX1.400 1.400
PLTR1.246 1.246
CSCO1.115 1.115
GOOGL1.104 1.104
FCX1.094 1.094
RKLB0.913 0.913
TOTAL8.7989.33920.0232.526 40.686

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, 26Jul 24, 26Total
SMCI14.139 14.139
FCX13.191 13.191
NEM12.118 12.118
INTC6.7845.198 11.982
CSCO11.100 11.100
IREN8.984 8.984
NOW7.164 7.164
GLW5.186 5.186
ASTS4.880 4.880
AMZN8.838-4.216 4.622
IBM4.363 4.363
HOOD8.672-4.613 4.059
QCOM3.576 3.576
GOOGL2.683 2.683
CRWV2.528 2.528
MRVL1.462 1.462
NVDA6.015-4.778 1.237
RKLB-2.196 -2.196
PLTR-5.693 -5.693
NFLX-11.809 -11.809
WMT-19.340 -19.340
TOTAL24.08716.74749.990-16.587 74.236

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, 26Jul 24, 26Total
AMZN-1.431-0.477 -1.907
WMT-1.431 -1.431
SMCI-1.252 -1.252
FCX-1.073 -1.073
NFLX-1.073 -1.073
CSCO-0.715 -0.715
HOOD-0.477-0.238 -0.715
NEM-0.715 -0.715
IREN-0.596 -0.596
GLW-0.477 -0.477
GOOGL-0.238 -0.238
INTC-0.2380.000 -0.238
IBM0.000 0.000
NOW0.000 0.000
NVDA0.0000.000 0.000
PLTR0.000 0.000
QCOM0.000 0.000
RKLB0.000 0.000
CRWV0.238 0.238
ASTS0.477 0.477
MRVL0.477 0.477
TOTAL-1.431-3.934-2.801-1.073 -9.239

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, 26Jul 24, 26Total
WMT-5.260 -5.260
NVDA-2.640-2.373 -5.014
AMZN-0.925-3.199 -4.124
GOOGL-3.269 -3.269
NFLX-3.240 -3.240
INTC-1.505-1.646 -3.151
HOOD-1.700-1.195 -2.896
IBM-2.887 -2.887
CSCO-2.635 -2.635
CRWV-2.250 -2.250
NOW-2.023 -2.023
PLTR-1.860 -1.860
FCX-1.829 -1.829
NEM-1.805 -1.805
GLW-1.690 -1.690
SMCI-1.522 -1.522
MRVL-1.320 -1.320
QCOM-1.296 -1.296
ASTS-1.288 -1.288
IREN-1.267 -1.267
RKLB-0.715 -0.715
TOTAL-5.000-13.088-27.637-5.614 -51.339

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 10.913
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 7.440
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 4.632
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 4.351
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 4.092
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 3.703
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 3.619
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 3.382
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 3.161
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 3.070
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 2.923
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 1.796
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 1.559
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 1.305
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread 1.238
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.020
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.194
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread —
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread —
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread —
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread —
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread —
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread —
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call 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|
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 2.099
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 1.729
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.591
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 1.467
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.340
RKLB Jul 17, 26 RKLB Jul 17th 155/160 Bear Call Spread 1.278
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.274
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 1.109
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 1.092
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 1.049
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread 1.019
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread 0.989
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 0.886
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 0.868
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.744
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 0.670
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.634
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.598
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.500
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.488
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 0.475
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 0.436
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 0.432
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.423
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 0.338
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.301

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
GLW Bull Put Jul 2, 26 2271.9%$80$80$420-$603.548-1.690-0.476882.5%7.442.10-118.8%-22.6%
NEM Bull Put Jul 2, 26 2265.6%$48$48$352-$902.648-1.805-0.715352.5%3.701.47-234.4%-32.0%
INTC Bull Put Jul 2, 26 2273.2%$60$60$440-$742.602-1.505-0.238487.4%10.911.73-113.3%-15.5%
WMT Bear Call Jul 10, 26 3072.9%$64$64$536-$992.569-5.260-1.430525.3%1.800.49-96.9%-11.6%
IREN Bull Put Jul 10, 26 3073.8%$81$81$419-$502.016-1.267-0.5960112.8%3.381.59-56.2%-10.9%
QCOM Bull Put Jul 10, 26 3067.3%$95$95$405-$691.650-1.2960.000086.3%—1.27-84.2%-19.8%
HOOD Bull Put Jul 10, 26 3072.3%$84$84$416-$541.507-1.700-0.476871.7%3.160.89-34.5%-7.0%
NVDA Bull Put Jul 10, 26 3071.3%$60$60$440-$831.319-2.6400.000042.0%—0.50-91.7%-12.5%
AMZN Bull Put Jul 10, 26 3049.6%$60$60$440-$1920.278-0.925-1.430531.9%0.190.30-295.8%-40.3%
IBM Bull Put Jul 17, 26 3772.4%$67$67$433-$711.829-2.8870.000045.5%—0.63-131.3%-20.3%
ASTS Bull Put Jul 17, 26 3774.3%$76$76$424-$531.726-1.2880.4768116.1%3.621.34-71.0%-12.7%
INTC Bull Put Jul 17, 26 3776.2%$103$103$397-$161.628-1.6460.000085.3%—0.99-15.1%-3.9%
SMCI Bull Put Jul 17, 26 3769.5%$67$67$433-$861.550-1.522-1.251788.1%1.241.02-100.0%-15.5%
NOW Bull Put Jul 17, 26 3772.9%$57$57$443-$791.506-2.0230.000064.2%—0.74-119.3%-15.4%
MRVL Bull Put Jul 17, 26 3780.5%$65$65$435-$321.464-1.3200.4768107.8%3.071.11-42.3%-6.3%
CRWV Bull Put Jul 17, 26 3767.2%$101$101$399-$631.441-1.3200.000091.2%—1.09-70.8%-17.9%
AMZN Bear Call Jul 17, 26 3784.3%$61$61$439-$171.394-3.199-0.476832.1%2.920.44-8.2%-1.1%
PLTR Bear Call Jul 17, 26 3779.3%$58$58$442-$461.246-1.8600.000050.8%—0.67-41.4%-5.4%
CSCO Bull Put Jul 17, 26 3766.4%$74$74$426-$941.115-2.635-0.715339.9%1.560.42-97.3%-16.9%
GOOGL Bull Put Jul 17, 26 3781.5%$70$70$430-$221.104-3.269-0.238434.7%4.630.345.0%—
FCX Bull Put Jul 17, 26 3766.9%$80$80$420-$861.094-1.829-1.072960.8%1.020.60-69.4%-13.2%
HOOD Bear Call Jul 17, 26 3784.2%$51$51$450-$291.037-1.195-0.238470.5%4.350.871.0%—
CRWV Bear Call Jul 17, 26 3779.8%$54$54$446-$470.976-0.9300.238486.6%4.091.05-18.5%-2.2%
RKLB Bear Call Jul 17, 26 3784.9%$56$56$444-$200.913-0.7150.0000104.3%—1.2821.4%—
NFLX Bear Call Jul 24, 26 4482.4%$86$86$715-$561.400-3.240-1.072942.6%1.300.433.5%—
NVDA Bear Call Jul 24, 26 4476.7%$70$70$430-$471.127-2.3730.000040.0%—0.47-42.9%-7.0%
TOTAL / AVG —73.7% avg$1827$1827$11473-$163340.686-51.339-9.238767.4% avg4.4023.83-1922.3%-11.3%
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.