Portfolio Analysis — live-active-by-symbol-2026-06-12_08-40

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
INTC2.3151.588 3.902
HOOD1.8821.071 2.953
GLW2.750 2.750
CRWV2.719 2.719
NVDA1.3661.248 2.614
WMT2.147 2.147
QCOM2.023 2.023
IREN1.947 1.947
MRVL1.929 1.929
ASTS1.883 1.883
FCX1.624 1.624
NOW1.350 1.350
NFLX1.334 1.334
CSCO1.253 1.253
GOOGL1.243 1.243
PLTR1.136 1.136
IBM0.996 0.996
RKLB0.873 0.873
AMZN-1.0851.177 0.093
SMCI-0.339 -0.339
TOTAL5.0658.28018.5042.582 34.431

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
SMCI20.493 20.493
FCX10.297 10.297
CSCO9.926 9.926
NOW9.211 9.211
AMZN9.322-2.709 6.613
INTC3.0692.844 5.913
IREN5.684 5.684
ASTS5.171 5.171
IBM4.301 4.301
GLW4.195 4.195
QCOM3.579 3.579
GOOGL2.878 2.878
NVDA6.973-4.461 2.512
MRVL1.333 1.333
CRWV0.961 0.961
RKLB-2.034 -2.034
HOOD4.652-7.367 -2.715
PLTR-4.533 -4.533
NFLX-9.965 -9.965
WMT-19.587 -19.587
TOTAL7.26410.62350.773-14.426 54.234

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-1.788 -1.788
NFLX-1.192 -1.192
CSCO-0.834 -0.834
HOOD-0.358-0.477 -0.834
FCX-0.775 -0.775
ASTS-0.477 -0.477
CRWV-0.477 -0.477
MRVL-0.477 -0.477
QCOM-0.477 -0.477
RKLB-0.477 -0.477
IREN-0.298 -0.298
NVDA-0.2380.000 -0.238
INTC-0.1190.000 -0.119
PLTR-0.119 -0.119
IBM0.000 0.000
GLW0.238 0.238
NOW0.238 0.238
SMCI0.238 0.238
GOOGL0.477 0.477
AMZN0.954-0.238 0.715
TOTAL0.119-2.205-3.397-1.192 -6.676

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-2.627-2.536 -5.163
WMT-4.500 -4.500
GOOGL-3.276 -3.276
NFLX-2.909 -2.909
CSCO-2.761 -2.761
HOOD-1.576-1.056 -2.632
INTC-1.186-1.423 -2.609
IBM-2.399 -2.399
CRWV-2.346 -2.346
FCX-2.201 -2.201
PLTR-1.740 -1.740
NOW-1.658 -1.658
GLW-1.630 -1.630
QCOM-1.536 -1.536
MRVL-1.363 -1.363
ASTS-1.233 -1.233
IREN-1.133 -1.133
AMZN1.448-2.522 -1.074
RKLB-0.639 -0.639
SMCI0.224 0.224
TOTAL-2.816-9.922-24.393-5.445 -42.577

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 19.416
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 11.534
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 9.528
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 6.533
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 5.729
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 5.664
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 5.263
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 4.939
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 4.243
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 4.046
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 3.948
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 2.608
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 2.598
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 2.246
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 2.096
RKLB Jul 17, 26 RKLB Jul 17th 155/160 Bear Call Spread 1.831
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 1.501
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 1.201
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 1.119
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread -1.138
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread -1.421
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 —
NVDA Jul 24, 26 NVDA Jul 24th 230/235 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|
INTC Jul 2, 26 INTC Jul 2nd 90/95 Bull Put Spread 1.951
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.719
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 1.687
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.527
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 1.416
RKLB Jul 17, 26 RKLB Jul 17th 155/160 Bear Call Spread 1.365
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.317
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 1.295
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 1.195
INTC Jul 17, 26 INTC Jul 17th 85/90 Bull Put Spread 1.116
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 1.066
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 1.014
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.814
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.738
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 0.653
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.520
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 0.492
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.477
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 0.467
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 0.459
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.454
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.415
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 0.380
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread -0.749
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread -1.512

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 1977.3%$80$80$420-$332.750-1.6300.238479.5%11.531.69-23.8%-4.5%
INTC Bull Put Jul 2, 26 1988.4%$60$60$440$22.315-1.186-0.119296.3%19.421.9522.5%—
WMT Bear Call Jul 10, 26 2770.8%$64$64$536-$1122.147-4.500-1.788125.6%1.200.48-91.4%-10.9%
QCOM Bull Put Jul 10, 26 2771.4%$95$95$405-$482.023-1.536-0.476881.9%4.241.32-52.6%-12.3%
IREN Bull Put Jul 10, 26 2783.5%$81$81$419-$11.947-1.133-0.2980121.2%6.531.7211.7%—
HOOD Bull Put Jul 10, 26 2789.1%$84$84$416$301.882-1.576-0.357678.1%5.261.1934.5%—
NVDA Bull Put Jul 10, 26 2769.1%$60$60$440-$951.366-2.627-0.238440.2%5.730.52-108.3%-14.8%
AMZN Bull Put Jul 10, 26 2735.1%$60$60$440-$264-1.0851.4480.953731.9%-1.14-0.75-408.3%-55.7%
MRVL Bull Put Jul 17, 26 3483.6%$65$65$435-$171.929-1.363-0.4768111.7%4.051.42-34.6%-5.2%
ASTS Bull Put Jul 17, 26 3473.0%$76$76$424-$591.883-1.233-0.4768119.9%3.951.53-84.2%-15.1%
FCX Bull Put Jul 17, 26 3478.6%$80$80$420-$271.624-2.201-0.774959.7%2.100.74-11.3%-2.1%
INTC Bull Put Jul 17, 26 3487.2%$103$103$397$391.588-1.4230.000092.0%—1.1243.2%—
CRWV Bull Put Jul 17, 26 3471.7%$101$101$399-$401.480-1.3890.000093.3%—1.07-31.2%-7.9%
NOW Bull Put Jul 17, 26 3464.2%$57$57$443-$1221.350-1.6580.238463.4%5.660.81-202.6%-26.1%
CSCO Bull Put Jul 17, 26 3471.2%$74$74$426-$701.253-2.761-0.834541.1%1.500.45-60.1%-10.4%
GOOGL Bull Put Jul 17, 26 3480.9%$70$70$430-$251.243-3.2760.476835.3%2.610.38-1.4%-0.2%
CRWV Bear Call Jul 17, 26 3476.2%$54$54$446-$651.239-0.957-0.476888.2%2.601.29-62.0%-7.5%
AMZN Bear Call Jul 17, 26 3490.6%$61$61$439$141.177-2.522-0.238433.8%4.940.4742.6%—
PLTR Bear Call Jul 17, 26 3484.1%$58$58$442-$221.136-1.740-0.119250.8%9.530.658.6%—
HOOD Bear Call Jul 17, 26 3470.4%$51$51$450-$981.071-1.056-0.476870.5%2.251.01-127.7%-14.3%
IBM Bull Put Jul 17, 26 3470.5%$67$67$433-$800.996-2.3990.000043.9%—0.42-82.8%-12.8%
RKLB Bear Call Jul 17, 26 3485.8%$56$56$444-$150.873-0.639-0.4768109.5%1.831.3729.5%—
SMCI Bull Put Jul 17, 26 3432.4%$67$67$433-$271-0.3390.2240.238491.9%-1.42-1.51-385.1%-59.6%
NFLX Bear Call Jul 24, 26 4183.7%$86$86$715-$451.334-2.909-1.192144.0%1.120.4625.7%—
NVDA Bear Call Jul 24, 26 4181.4%$70$70$430-$231.248-2.5360.000039.6%—0.49-17.1%-2.8%
TOTAL / AVG —74.8% avg$1779$1779$11121-$144834.431-42.577-6.675769.7% avg5.1620.27-1566.4%-8.8%
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.