Portfolio Analysis — live-active-by-symbol-2026-06-11_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
INTC2.6141.601 4.215
HOOD1.8930.974 2.867
GLW2.707 2.707
NVDA1.3461.181 2.527
CRWV2.369 2.369
WMT2.217 2.217
MRVL2.085 2.085
ASTS2.050 2.050
IREN2.035 2.035
QCOM1.794 1.794
FCX1.703 1.703
NFLX1.413 1.413
NOW1.363 1.363
PLTR1.302 1.302
CSCO1.225 1.225
AMZN-0.2281.414 1.187
GOOGL1.162 1.162
IBM1.063 1.063
RKLB0.889 0.889
SMCI-0.106 -0.106
TOTAL5.3219.05819.0952.594 36.069

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
SMCI20.083 20.083
FCX12.419 12.419
CSCO10.119 10.119
NOW8.602 8.602
INTC4.2323.516 7.748
IREN7.333 7.333
AMZN9.241-3.714 5.527
GLW4.370 4.370
IBM4.179 4.179
QCOM4.020 4.020
ASTS3.704 3.704
GOOGL3.291 3.291
CRWV3.020 3.020
NVDA7.026-4.300 2.726
MRVL1.369 1.369
HOOD5.201-6.697 -1.496
RKLB-2.520 -2.520
PLTR-5.420 -5.420
NFLX-11.458 -11.458
WMT-20.901 -20.901
TOTAL8.60211.92051.951-15.758 56.714

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-1.490 -1.490
FCX-1.192 -1.192
NFLX-1.073 -1.073
NOW-0.954 -0.954
QCOM-0.954 -0.954
CRWV-0.715 -0.715
INTC-0.477-0.119 -0.596
IBM-0.477 -0.477
IREN-0.477 -0.477
RKLB-0.477 -0.477
HOOD-0.4170.000 -0.417
CSCO-0.358 -0.358
PLTR-0.358 -0.358
ASTS-0.238 -0.238
NVDA0.000-0.238 -0.238
AMZN0.000-0.119 -0.119
MRVL0.000 0.000
GOOGL0.238 0.238
SMCI0.238 0.238
GLW0.477 0.477
TOTAL0.000-3.338-4.530-1.311 -9.179

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-2.491-2.418 -4.909
WMT-4.346 -4.346
GOOGL-3.309 -3.309
AMZN-0.142-3.079 -3.221
NFLX-3.131 -3.131
INTC-1.401-1.533 -2.934
HOOD-1.668-1.050 -2.717
CSCO-2.694 -2.694
IBM-2.606 -2.606
FCX-2.249 -2.249
CRWV-2.138 -2.138
PLTR-1.885 -1.885
NOW-1.860 -1.860
GLW-1.577 -1.577
MRVL-1.441 -1.441
QCOM-1.359 -1.359
ASTS-1.305 -1.305
IREN-1.205 -1.205
RKLB-0.658 -0.658
SMCI0.005 0.005
TOTAL-2.978-11.210-25.801-5.549 -45.538

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread 13.433
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 11.866
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 8.597
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 5.677
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 5.482
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 5.069
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 4.954
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 4.874
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 4.537
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 4.268
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 3.641
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 3.426
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 2.434
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 2.230
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.882
RKLB Jul 17, 26 RKLB Jul 17th 155/160 Bear Call Spread 1.865
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 1.488
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 1.429
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.429
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 1.317
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread -0.446
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread —
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call 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 —

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 1.866
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 1.716
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.689
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.570
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 1.447
RKLB Jul 17, 26 RKLB Jul 17th 155/160 Bear Call Spread 1.351
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.321
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 1.217
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 1.135
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 1.014
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 0.928
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.757
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.733
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 0.691
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.541
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.510
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 0.488
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 0.459
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.455
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 0.451
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.408
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 0.351
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread -1.603
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread -20.108

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 2075.7%$80$80$420-$412.707-1.5770.476882.1%5.681.72-43.8%-8.3%
INTC Bull Put Jul 2, 26 2082.7%$60$60$440-$262.614-1.401-0.476891.8%5.481.87-11.7%-1.6%
WMT Bear Call Jul 10, 26 2867.8%$64$64$536-$1292.217-4.346-1.490125.9%1.490.51-127.3%-15.2%
IREN Bull Put Jul 10, 26 2877.8%$81$81$419-$302.035-1.205-0.4768118.9%4.271.69-21.0%-4.1%
HOOD Bull Put Jul 10, 26 2884.2%$84$84$416$51.893-1.668-0.417276.2%4.541.1426.2%—
QCOM Bull Put Jul 10, 26 2866.5%$95$95$405-$721.794-1.359-0.953780.8%1.881.32-86.8%-20.4%
NVDA Bull Put Jul 10, 26 2867.4%$60$60$440-$1031.346-2.4910.000041.3%—0.54-129.2%-17.6%
AMZN Bull Put Jul 10, 26 2844.8%$60$60$440-$216-0.228-0.1420.000032.0%—-1.60-325.0%-44.3%
MRVL Bull Put Jul 17, 26 3583.8%$65$65$435-$162.085-1.4410.0000110.6%—1.45-42.3%-6.3%
ASTS Bull Put Jul 17, 26 3582.0%$76$76$424-$142.050-1.305-0.2384123.3%8.601.57-31.6%-5.7%
FCX Bull Put Jul 17, 26 3573.9%$80$80$420-$501.703-2.249-1.192159.1%1.430.76-47.5%-9.0%
INTC Bull Put Jul 17, 26 3583.7%$103$103$397$211.601-1.533-0.119289.0%13.431.0429.6%—
AMZN Bear Call Jul 17, 26 3586.9%$61$61$439-$51.414-3.079-0.119232.4%11.870.4613.1%—
NOW Bull Put Jul 17, 26 3567.3%$57$57$443-$1061.363-1.860-0.953761.9%1.430.73-158.8%-20.4%
PLTR Bear Call Jul 17, 26 3581.1%$58$58$442-$361.302-1.885-0.357650.6%3.640.69-23.3%-3.1%
CSCO Bull Put Jul 17, 26 3569.9%$74$74$426-$761.225-2.694-0.357641.5%3.430.45-71.6%-12.4%
CRWV Bear Call Jul 17, 26 3582.9%$54$54$446-$321.208-0.993-0.238487.6%5.071.22-8.3%-1.0%
GOOGL Bull Put Jul 17, 26 3577.1%$70$70$430-$451.162-3.3090.238434.8%4.870.35-21.4%-3.5%
CRWV Bull Put Jul 17, 26 3563.9%$101$101$399-$791.160-1.145-0.476891.8%2.431.01-75.7%-19.2%
IBM Bull Put Jul 17, 26 3571.6%$67$67$433-$751.063-2.606-0.476842.3%2.230.41-67.9%-10.5%
HOOD Bear Call Jul 17, 26 3572.4%$51$51$450-$870.974-1.0500.000072.2%—0.93-98.0%-11.0%
RKLB Bear Call Jul 17, 26 3580.1%$56$56$444-$430.889-0.658-0.4768110.6%1.861.35-7.1%-0.9%
SMCI Bull Put Jul 17, 26 3536.6%$67$67$433-$250-0.1060.0050.238493.9%-0.45-20.11-351.5%-54.4%
NFLX Bear Call Jul 24, 26 4282.6%$86$86$715-$541.413-3.131-1.072943.3%1.320.458.8%—
NVDA Bear Call Jul 24, 26 4280.6%$70$70$430-$271.181-2.418-0.238440.7%4.950.49-17.1%-2.8%
TOTAL / AVG —73.7% avg$1779$1779$11121-$158836.069-45.538-9.179169.4% avg3.930.43-1689.3%-10.0%
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.