Portfolio Analysis — live-active-by-symbol-2026-06-10_14-08

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
INTC2.3991.599 3.999
HOOD1.7181.183 2.901
CRWV2.286 2.286
GLW2.233 2.233
WMT2.201 2.201
NVDA0.8341.225 2.059
ASTS1.879 1.879
IREN1.868 1.868
MRVL1.813 1.813
NOW1.485 1.485
NFLX1.376 1.376
GOOGL1.147 1.147
PLTR1.135 1.135
IBM0.996 0.996
QCOM0.973 0.973
FCX0.836 0.836
CSCO0.710 0.710
AMZN-0.5811.284 0.703
RKLB0.662 0.662
SMCI-0.697 -0.697
TOTAL4.6327.01316.3182.601 30.564

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
SMCI18.730 18.730
FCX15.617 15.617
INTC6.8605.316 12.176
CSCO11.495 11.495
IREN10.054 10.054
NOW7.503 7.503
AMZN9.007-3.152 5.855
GLW5.431 5.431
ASTS5.283 5.283
IBM4.370 4.370
QCOM4.277 4.277
NVDA7.591-3.833 3.759
GOOGL3.448 3.448
CRWV2.923 2.923
HOOD7.494-5.497 1.997
MRVL1.936 1.936
RKLB-1.725 -1.725
PLTR-4.987 -4.987
NFLX-12.176 -12.176
WMT-20.843 -20.843
TOTAL12.29217.58161.260-16.009 75.124

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-1.431 -1.431
AMZN-0.954-0.358 -1.311
NFLX-1.132 -1.132
FCX-1.073 -1.073
HOOD-0.596-0.477 -1.073
QCOM-0.954 -0.954
SMCI-0.954 -0.954
CSCO-0.715 -0.715
IREN-0.477 -0.477
NOW-0.477 -0.477
RKLB-0.238 -0.238
ASTS0.000 0.000
GLW0.000 0.000
GOOGL0.000 0.000
INTC-0.2380.238 0.000
MRVL0.000 0.000
PLTR0.000 0.000
NVDA0.0000.238 0.238
IBM0.477 0.477
CRWV0.954 0.954
TOTAL-0.238-4.411-2.623-0.894 -8.166

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-1.791-2.467 -4.258
WMT-4.138 -4.138
GOOGL-3.335 -3.335
NFLX-3.213 -3.213
HOOD-1.769-1.267 -3.036
INTC-1.422-1.599 -3.021
IBM-2.470 -2.470
CSCO-2.214 -2.214
CRWV-2.073 -2.073
NOW-2.029 -2.029
AMZN0.844-2.848 -2.004
PLTR-1.737 -1.737
FCX-1.586 -1.586
MRVL-1.456 -1.456
GLW-1.364 -1.364
ASTS-1.316 -1.316
IREN-1.094 -1.094
QCOM-0.754 -0.754
RKLB-0.573 -0.573
SMCI0.515 0.515
TOTAL-2.786-8.702-23.987-5.680 -41.155

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 10.063
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread 6.708
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 5.136
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 3.917
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 3.590
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 3.115
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 2.883
RKLB Jul 17, 26 RKLB Jul 17th 155/160 Bear Call Spread 2.777
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 2.481
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 2.088
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 1.539
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 1.215
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 1.183
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.020
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.993
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.779
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread -0.610
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread -0.731
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread —
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread —
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread —
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 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 17, 26 PLTR Jul 17th 150/155 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|
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.707
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 1.688
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 1.637
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.428
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.291
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 1.245
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 1.207
RKLB Jul 17, 26 RKLB Jul 17th 155/160 Bear Call Spread 1.156
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 1.012
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread 1.000
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 0.971
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 0.934
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.732
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 0.654
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.532
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.527
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 0.496
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.466
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 0.451
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 0.428
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.403
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 0.344
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.321
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread -0.689
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread -1.355

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 2172.0%$60$60$440-$802.399-1.422-0.238488.1%10.061.69-107.5%-14.7%
GLW Bull Put Jul 2, 26 2167.2%$80$80$420-$842.233-1.3640.000080.1%—1.64-103.1%-19.6%
WMT Bear Call Jul 10, 26 2966.9%$64$64$536-$1352.201-4.138-1.430526.7%1.540.53-146.9%-17.5%
IREN Bull Put Jul 10, 26 2967.8%$81$81$419-$801.868-1.094-0.4768118.9%3.921.71-93.2%-18.0%
HOOD Bull Put Jul 10, 26 2975.8%$84$84$416-$371.718-1.769-0.596072.3%2.880.97-9.5%-1.9%
QCOM Bull Put Jul 10, 26 2956.2%$95$95$405-$1240.973-0.754-0.953784.5%1.021.29-144.7%-34.0%
NVDA Bull Put Jul 10, 26 2959.9%$60$60$440-$1410.834-1.7910.000042.7%—0.47-191.7%-26.1%
AMZN Bull Put Jul 10, 26 2938.7%$60$60$440-$247-0.5810.844-0.953732.1%-0.61-0.69-391.7%-53.4%
ASTS Bull Put Jul 17, 26 3673.7%$76$76$424-$561.879-1.3160.0000114.2%—1.43-84.2%-15.1%
MRVL Bull Put Jul 17, 26 3676.6%$65$65$435-$521.813-1.4560.0000101.6%—1.24-92.3%-13.8%
INTC Bull Put Jul 17, 26 3675.0%$103$103$397-$221.599-1.5990.238486.0%6.711.00-16.5%-4.3%
NOW Bull Put Jul 17, 26 3671.7%$57$57$443-$851.485-2.029-0.476862.7%3.120.73-119.3%-15.4%
AMZN Bear Call Jul 17, 26 3689.5%$61$61$439$91.284-2.848-0.357633.0%3.590.4528.7%—
HOOD Bear Call Jul 17, 26 3682.4%$51$51$450-$381.183-1.267-0.476870.6%2.480.93-30.7%-3.4%
CRWV Bear Call Jul 17, 26 3682.0%$54$54$446-$361.158-0.9590.000089.6%—1.21-13.0%-1.6%
GOOGL Bull Put Jul 17, 26 3676.0%$70$70$430-$501.147-3.3350.000034.6%—0.34-32.1%-5.2%
PLTR Bear Call Jul 17, 26 3681.7%$58$58$442-$331.135-1.7370.000052.1%—0.65-14.7%-1.9%
CRWV Bull Put Jul 17, 26 3663.2%$101$101$399-$831.128-1.1150.953793.2%1.181.01-80.7%-20.4%
IBM Bull Put Jul 17, 26 3669.1%$67$67$433-$880.996-2.4700.476842.9%2.090.40-90.3%-14.0%
FCX Bull Put Jul 17, 26 3660.3%$80$80$420-$1190.836-1.586-1.072958.1%0.780.53-100.0%-19.0%
CSCO Bull Put Jul 17, 26 3662.7%$74$74$426-$1130.710-2.214-0.715340.2%0.990.32-99.3%-17.3%
RKLB Bear Call Jul 17, 26 3686.9%$56$56$444-$90.662-0.573-0.2384108.0%2.781.1644.6%—
SMCI Bull Put Jul 17, 26 3626.8%$67$67$433-$299-0.6970.515-0.953794.5%-0.73-1.35-433.6%-67.1%
NFLX Bear Call Jul 24, 26 4382.3%$86$86$715-$561.376-3.213-1.132542.5%1.220.430.6%—
NVDA Bear Call Jul 24, 26 4384.4%$70$70$430-$81.225-2.4670.238441.4%5.140.500.7%—
TOTAL / AVG —69.9% avg$1779$1779$11121-$206430.564-41.155-8.165868.4% avg3.7418.59-2320.3%-14.5%
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.