Portfolio Analysis — live-active-by-symbol-2026-06-10_08-42

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
INTC2.8081.766 4.574
GLW3.470 3.470
HOOD1.7541.082 2.836
CRWV2.654 2.654
NVDA1.3531.155 2.507
WMT2.138 2.138
ASTS2.052 2.052
IREN2.032 2.032
NEM1.988 1.988
MRVL1.970 1.970
NOW1.667 1.667
QCOM1.497 1.497
NFLX1.427 1.427
FCX1.323 1.323
CSCO1.206 1.206
IBM1.203 1.203
PLTR1.179 1.179
GOOGL1.136 1.136
AMZN-0.2931.392 1.099
RKLB0.932 0.932
SMCI0.505 0.505
TOTAL8.2668.48120.0672.581 39.395

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
SMCI20.058 20.058
FCX13.680 13.680
NEM13.325 13.325
CSCO10.890 10.890
INTC6.0524.766 10.818
IREN8.367 8.367
NOW6.717 6.717
AMZN9.117-3.725 5.392
GLW4.915 4.915
ASTS4.809 4.809
QCOM3.953 3.953
IBM3.614 3.614
GOOGL2.577 2.577
NVDA6.586-4.508 2.078
CRWV1.801 1.801
MRVL1.564 1.564
HOOD6.011-6.261 -0.250
RKLB-2.193 -2.193
PLTR-5.679 -5.679
NFLX-12.151 -12.151
WMT-17.572 -17.572
TOTAL24.29216.46352.618-16.660 76.712

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
WMT-1.609 -1.609
AMZN-0.954-0.238 -1.192
FCX-1.073 -1.073
HOOD-0.477-0.477 -0.954
SMCI-0.954 -0.954
NFLX-0.894 -0.894
CSCO-0.715 -0.715
NVDA-0.7150.000 -0.715
GOOGL-0.477 -0.477
INTC-0.3580.000 -0.358
CRWV-0.238 -0.238
IREN-0.238 -0.238
NOW-0.119 -0.119
ASTS0.000 0.000
IBM0.000 0.000
MRVL0.000 0.000
NEM0.000 0.000
PLTR0.000 0.000
RKLB0.000 0.000
GLW0.715 0.715
QCOM0.954 0.954
TOTAL0.358-3.040-4.292-0.894 -7.868

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
NVDA-2.568-2.412 -4.981
WMT-4.666 -4.666
INTC-1.549-1.691 -3.240
GOOGL-3.231 -3.231
NFLX-3.224 -3.224
AMZN-0.077-3.116 -3.193
HOOD-1.705-1.208 -2.913
CSCO-2.634 -2.634
IBM-2.535 -2.535
CRWV-2.374 -2.374
NOW-2.099 -2.099
FCX-1.996 -1.996
PLTR-1.767 -1.767
GLW-1.765 -1.765
MRVL-1.475 -1.475
ASTS-1.362 -1.362
NEM-1.357 -1.357
IREN-1.265 -1.265
QCOM-1.151 -1.151
RKLB-0.713 -0.713
SMCI-0.593 -0.593
TOTAL-4.671-11.433-26.795-5.636 -48.536

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 13.985
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 8.525
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 7.850
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 5.840
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 5.261
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 4.852
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 3.679
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 2.382
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 2.269
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 1.891
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 1.686
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 1.596
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.570
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 1.328
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.233
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread 0.529
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread -0.307
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 —
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread —
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread —
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread —
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread —
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread —
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call 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 1.966
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 1.813
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.606
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.506
NEM Jul 2, 26 NEM Jul 2nd 90/94 Bull Put Spread 1.465
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 1.335
RKLB Jul 17, 26 RKLB Jul 17th 155/160 Bear Call Spread 1.307
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.300
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 1.219
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread 1.045
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 1.041
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 1.029
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 0.896
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread 0.851
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.794
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 0.667
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.663
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.527
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 0.479
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.474
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.458
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.458
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 0.447
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 0.442
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 0.352
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread -3.816

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 2174.1%$80$80$420-$493.470-1.7650.715380.9%4.851.97-84.4%-16.1%
INTC Bull Put Jul 2, 26 2177.3%$60$60$440-$532.808-1.549-0.357688.6%7.851.81-80.0%-10.9%
NEM Bull Put Jul 2, 26 2158.7%$48$48$352-$1171.988-1.3570.000050.5%—1.47-269.8%-36.8%
WMT Bear Call Jul 10, 26 2973.0%$64$64$536-$982.138-4.666-1.609326.1%1.330.46-71.1%-8.5%
IREN Bull Put Jul 10, 26 2975.1%$81$81$419-$432.032-1.265-0.2384113.6%8.521.61-39.5%-7.6%
HOOD Bull Put Jul 10, 26 2981.3%$84$84$416-$101.754-1.705-0.476875.5%3.681.0311.3%—
QCOM Bull Put Jul 10, 26 2963.1%$95$95$405-$891.497-1.1510.953784.2%1.571.30-105.3%-24.7%
NVDA Bull Put Jul 10, 26 2968.9%$60$60$440-$961.353-2.568-0.715341.7%1.890.53-116.7%-15.9%
AMZN Bull Put Jul 10, 26 2944.4%$60$60$440-$218-0.293-0.077-0.953731.9%-0.31-3.82-325.0%-44.3%
ASTS Bull Put Jul 17, 26 3676.6%$76$76$424-$412.052-1.3620.0000117.0%—1.51-73.7%-13.2%
MRVL Bull Put Jul 17, 26 3681.7%$65$65$435-$271.970-1.4750.0000106.7%—1.33-61.5%-9.2%
INTC Bull Put Jul 17, 26 3678.9%$103$103$397-$21.766-1.6910.000086.0%—1.04-2.9%-0.8%
NOW Bull Put Jul 17, 26 3676.1%$57$57$443-$621.667-2.099-0.119264.9%13.980.79-101.8%-13.1%
CRWV Bull Put Jul 17, 26 3668.5%$101$101$399-$561.400-1.3450.000091.2%—1.04-55.9%-14.2%
AMZN Bear Call Jul 17, 26 3686.7%$61$61$439-$51.392-3.116-0.238432.3%5.840.4511.5%—
FCX Bull Put Jul 17, 26 3667.7%$80$80$420-$811.323-1.996-1.072958.8%1.230.66-70.6%-13.5%
CRWV Bear Call Jul 17, 26 3679.2%$54$54$446-$501.254-1.029-0.238486.5%5.261.22-43.5%-5.3%
CSCO Bull Put Jul 17, 26 3667.2%$74$74$426-$901.206-2.634-0.715340.8%1.690.46-96.6%-16.8%
IBM Bull Put Jul 17, 26 3674.2%$67$67$433-$621.203-2.5350.000046.4%—0.47-64.2%-9.9%
PLTR Bear Call Jul 17, 26 3678.2%$58$58$442-$511.179-1.7670.000051.6%—0.67-42.2%-5.5%
GOOGL Bull Put Jul 17, 26 3682.8%$70$70$430-$161.136-3.231-0.476834.9%2.380.3510.7%—
HOOD Bear Call Jul 17, 26 3676.3%$51$51$450-$681.082-1.208-0.476869.9%2.270.90-66.3%-7.5%
RKLB Bear Call Jul 17, 26 3685.6%$56$56$444-$160.932-0.7130.0000104.6%—1.3122.3%—
SMCI Bull Put Jul 17, 26 3647.2%$67$67$433-$1970.505-0.593-0.953788.7%0.530.85-259.0%-40.1%
NFLX Bear Call Jul 24, 26 4382.1%$86$86$715-$581.427-3.224-0.894143.1%1.600.44-1.2%-0.1%
NVDA Bear Call Jul 24, 26 4378.7%$70$70$430-$361.155-2.4120.000040.4%—0.48-28.6%-4.7%
TOTAL / AVG —73.2% avg$1827$1827$11473-$169339.395-48.536-7.867867.6% avg5.0120.32-2003.9%-11.4%
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.