Portfolio Analysis — live-active-by-symbol-2026-06-11_08-58

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
INTC2.7291.780 4.509
HOOD1.8991.158 3.057
GLW2.420 2.420
IREN2.142 2.142
WMT2.137 2.137
CRWV2.058 2.058
ASTS2.032 2.032
MRVL2.032 2.032
NVDA0.8851.139 2.023
FCX1.381 1.381
QCOM1.380 1.380
NOW1.326 1.326
NFLX1.271 1.271
PLTR1.178 1.178
IBM1.087 1.087
GOOGL0.922 0.922
RKLB0.907 0.907
CSCO0.690 0.690
AMZN-1.0441.117 0.073
SMCI-1.162 -1.162
TOTAL5.1507.39816.5062.409 31.464

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
SMCI21.360 21.360
FCX14.451 14.451
CSCO12.296 12.296
INTC5.2274.289 9.516
IREN9.431 9.431
NOW8.926 8.926
AMZN9.279-2.644 6.635
GLW5.291 5.291
ASTS4.684 4.684
IBM4.680 4.680
QCOM4.458 4.458
GOOGL4.270 4.270
CRWV4.267 4.267
NVDA7.811-3.655 4.156
MRVL1.769 1.769
HOOD7.250-5.623 1.628
RKLB-2.172 -2.172
PLTR-4.569 -4.569
NFLX-10.237 -10.237
WMT-20.776 -20.776
TOTAL10.51817.45365.985-13.892 80.064

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
HOOD-0.477-0.596 -1.073
FCX-0.954 -0.954
NFLX-0.954 -0.954
QCOM-0.954 -0.954
CRWV-0.715 -0.715
IREN-0.596 -0.596
GLW-0.477 -0.477
GOOGL-0.477 -0.477
IBM-0.477 -0.477
RKLB-0.477 -0.477
ASTS-0.238 -0.238
CSCO-0.238 -0.238
PLTR-0.119 -0.119
AMZN0.000-0.060 -0.060
INTC0.0000.000 0.000
MRVL0.000 0.000
NOW0.000 0.000
NVDA0.0000.000 0.000
SMCI0.477 0.477
TOTAL-0.477-3.457-3.874-0.954 -8.762

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-1.860-2.389 -4.249
WMT-3.889 -3.889
INTC-1.461-1.630 -3.090
HOOD-1.778-1.229 -3.007
GOOGL-2.907 -2.907
NFLX-2.895 -2.895
IBM-2.383 -2.383
CSCO-2.024 -2.024
FCX-1.898 -1.898
CRWV-1.898 -1.898
PLTR-1.746 -1.746
NOW-1.746 -1.746
MRVL-1.500 -1.500
GLW-1.459 -1.459
ASTS-1.337 -1.337
IREN-1.220 -1.220
AMZN1.504-2.525 -1.022
QCOM-0.974 -0.974
RKLB-0.663 -0.663
SMCI0.746 0.746
TOTAL-2.920-8.217-22.739-5.285 -39.161

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 18.734
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 9.883
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 8.525
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 5.076
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 4.397
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 3.982
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 3.593
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 2.892
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 2.280
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 1.943
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 1.934
RKLB Jul 17, 26 RKLB Jul 17th 155/160 Bear Call Spread 1.902
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 1.494
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.448
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.447
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 1.332
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 1.058
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread -2.436
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread —
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread —
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread —
MRVL Jul 17, 26 MRVL Jul 17th 195/200 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 —

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 1.869
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.755
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 1.659
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.521
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.417
RKLB Jul 17, 26 RKLB Jul 17th 155/160 Bear Call Spread 1.368
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 1.355
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 1.137
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread 1.092
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 1.068
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 1.034
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 0.942
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.759
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.727
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 0.675
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.549
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 0.477
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.476
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.456
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 0.442
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 0.439
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.341
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 0.317
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread -0.694
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread -1.558

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 2078.8%$60$60$440-$462.729-1.4610.000091.8%—1.87-48.3%-6.6%
GLW Bull Put Jul 2, 26 2068.9%$80$80$420-$752.420-1.459-0.476879.5%5.081.66-84.4%-16.1%
IREN Bull Put Jul 10, 26 2871.5%$81$81$419-$612.142-1.220-0.5960115.6%3.591.76-66.0%-12.8%
WMT Bear Call Jul 10, 26 2865.7%$64$64$536-$1422.137-3.889-1.430527.3%1.490.55-150.8%-18.0%
HOOD Bull Put Jul 10, 26 2879.0%$84$84$416-$211.899-1.778-0.476873.9%3.981.07-7.7%-1.6%
QCOM Bull Put Jul 10, 26 2859.2%$95$95$405-$1091.380-0.974-0.953780.6%1.451.42-134.2%-31.5%
NVDA Bull Put Jul 10, 26 2860.2%$60$60$440-$1390.885-1.8600.000041.8%—0.48-187.5%-25.6%
AMZN Bull Put Jul 10, 26 2834.9%$60$60$440-$266-1.0441.5040.000031.4%—-0.69-412.5%-56.3%
ASTS Bull Put Jul 17, 26 3576.4%$76$76$424-$422.032-1.337-0.2384118.0%8.521.52-64.5%-11.6%
MRVL Bull Put Jul 17, 26 3579.9%$65$65$435-$362.032-1.5000.0000104.0%—1.36-76.9%-11.5%
INTC Bull Put Jul 17, 26 3580.5%$103$103$397$51.780-1.6300.000088.9%—1.097.8%—
FCX Bull Put Jul 17, 26 3565.8%$80$80$420-$911.381-1.898-0.953759.8%1.450.73-90.0%-17.1%
NOW Bull Put Jul 17, 26 3565.0%$57$57$443-$1181.326-1.7460.000062.6%—0.76-185.1%-23.8%
PLTR Bear Call Jul 17, 26 3583.9%$58$58$442-$221.178-1.746-0.119252.0%9.880.672.6%—
HOOD Bear Call Jul 17, 26 3580.4%$51$51$450-$481.158-1.229-0.596071.3%1.940.94-36.6%-4.1%
AMZN Bear Call Jul 17, 26 3590.9%$61$61$439$151.117-2.525-0.059633.1%18.730.4445.1%—
IBM Bull Put Jul 17, 26 3567.2%$67$67$433-$971.087-2.383-0.476843.2%2.280.46-116.4%-18.0%
CRWV Bear Call Jul 17, 26 3585.9%$54$54$446-$161.048-0.9220.238486.6%4.401.1420.4%—
CRWV Bull Put Jul 17, 26 3559.6%$101$101$399-$1011.009-0.976-0.953790.1%1.061.03-103.0%-26.1%
GOOGL Bull Put Jul 17, 26 3568.8%$70$70$430-$860.922-2.907-0.476834.9%1.930.32-82.1%-13.4%
RKLB Bear Call Jul 17, 26 3585.7%$56$56$444-$160.907-0.663-0.4768109.7%1.901.3719.6%—
CSCO Bull Put Jul 17, 26 3559.9%$74$74$426-$1270.690-2.024-0.238440.0%2.890.34-123.0%-21.4%
SMCI Bull Put Jul 17, 26 3524.6%$67$67$433-$310-1.1620.7460.476887.0%-2.44-1.56-422.4%-65.4%
NFLX Bear Call Jul 24, 26 4285.8%$86$86$715-$281.271-2.895-0.953744.3%1.330.4421.1%—
NVDA Bear Call Jul 24, 26 4284.7%$70$70$430-$61.139-2.3890.000040.9%—0.4810.0%—
TOTAL / AVG —70.5% avg$1779$1779$11121-$198231.464-39.161-8.761968.3% avg3.5919.62-2265.0%-14.1%
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.