Portfolio Analysis — live-active-by-symbol-2026-06-12_14-06

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
MRVL2.0931.075 3.168
HOOD2.0361.095 3.131
CRWV2.842 2.842
NVDA1.5401.161 2.701
GLW2.618 2.618
WMT2.587 2.587
IBM2.130 2.130
QCOM2.122 2.122
ASTS2.034 2.034
IREN1.978 1.978
INTC1.720 1.720
GOOGL1.576 1.576
FCX1.465 1.465
NOW1.349 1.349
RKLB1.329 1.329
CSCO1.312 1.312
NFLX1.261 1.261
UBER1.126 1.126
PLTR1.112 1.112
AMZN-0.7711.249 0.478
SMCI-0.488 -0.488
TOTAL2.6189.49119.0986.343 37.550

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
SMCI20.589 20.589
CSCO11.093 11.093
FCX9.609 9.609
NOW9.172 9.172
AMZN9.775-2.998 6.777
ASTS6.443 6.443
IREN5.779 5.779
IBM5.374 5.374
GLW3.911 3.911
QCOM3.552 3.552
INTC3.532 3.532
GOOGL3.438 3.438
NVDA7.393-4.269 3.124
MRVL1.3731.223 2.596
CRWV1.575 1.575
RKLB-2.248 -2.248
HOOD4.961-7.313 -2.353
PLTR-4.246 -4.246
NFLX-9.840 -9.840
UBER-13.379 -13.379
WMT-23.982 -23.982
TOTAL3.9117.47951.860-22.733 40.516

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
UBER-1.878 -1.878
WMT-1.729 -1.729
NFLX-1.132 -1.132
IBM-0.954 -0.954
FCX-0.834 -0.834
ASTS-0.715 -0.715
HOOD-0.417-0.238 -0.656
CSCO-0.596 -0.596
IREN-0.596 -0.596
GOOGL-0.477 -0.477
MRVL0.000-0.477 -0.477
NOW-0.477 -0.477
GLW-0.238 -0.238
INTC-0.238 -0.238
NVDA0.000-0.238 -0.238
PLTR-0.238 -0.238
SMCI-0.238 -0.238
AMZN0.000-0.179 -0.179
QCOM0.000 0.000
RKLB0.000 0.000
CRWV0.238 0.238
TOTAL-0.238-2.742-4.709-3.964 -11.653

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-2.849-2.561 -5.411
WMT-5.136 -5.136
GOOGL-3.743 -3.743
IBM-3.023 -3.023
UBER-2.921 -2.921
NFLX-2.881 -2.881
CSCO-2.868 -2.868
HOOD-1.685-1.176 -2.861
MRVL-1.446-1.264 -2.710
CRWV-2.435 -2.435
FCX-2.084 -2.084
AMZN0.830-2.766 -1.935
NOW-1.867 -1.867
PLTR-1.728 -1.728
QCOM-1.685 -1.685
GLW-1.631 -1.631
INTC-1.630 -1.630
ASTS-1.236 -1.236
IREN-1.174 -1.174
RKLB-0.824 -0.824
SMCI0.370 0.370
TOTAL-1.631-11.700-24.824-11.257 -49.411

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 10.980
INTC Jul 24, 26 INTC Jul 24th 90/95 Bull Put Spread 7.214
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 6.984
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 4.880
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 4.870
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 4.662
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 4.594
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 3.318
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 3.305
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 2.843
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 2.828
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 2.761
MRVL Jul 24, 26 MRVL Jul 24th 200/205 Bull Put Spread 2.254
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 2.233
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 2.202
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 2.133
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.756
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 1.497
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 1.114
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 0.600
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread -2.045
AMZN Jul 10, 26 AMZN Jul 10th 240/245 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 —
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put 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|
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.685
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.645
RKLB Jul 17, 26 RKLB Jul 17th 155/160 Bear Call Spread 1.613
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 1.605
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 1.448
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 1.285
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.259
HOOD Jul 10, 26 HOOD Jul 10th 70/75 Bull Put Spread 1.208
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 1.082
INTC Jul 24, 26 INTC Jul 24th 90/95 Bull Put Spread 1.055
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 0.931
MRVL Jul 24, 26 MRVL Jul 24th 200/205 Bull Put Spread 0.850
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.722
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.705
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.703
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 0.643
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.540
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.504
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.458
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 0.453
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 0.452
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 0.438
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 0.421
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 0.386
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread -0.929
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread -1.317

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 1979.3%$80$80$420-$232.618-1.631-0.238477.6%10.981.61-6.3%-1.2%
WMT Bear Call Jul 10, 26 2767.4%$64$64$536-$1322.587-5.136-1.728523.2%1.500.50-135.2%-16.1%
QCOM Bull Put Jul 10, 26 2773.8%$95$95$405-$362.122-1.6850.000077.7%—1.26-36.8%-8.6%
HOOD Bull Put Jul 10, 26 2787.0%$84$84$416$192.036-1.685-0.417275.0%4.881.2132.7%—
IREN Bull Put Jul 10, 26 2783.5%$81$81$419-$21.978-1.174-0.5960115.3%3.321.6916.7%—
NVDA Bull Put Jul 10, 26 2769.6%$60$60$440-$921.540-2.8490.000038.3%—0.54-111.7%-15.2%
AMZN Bull Put Jul 10, 26 2739.0%$60$60$440-$245-0.7710.8300.000030.9%—-0.93-370.8%-50.6%
IBM Bull Put Jul 17, 26 3469.8%$67$67$433-$842.130-3.023-0.953742.0%2.230.70-168.7%-26.1%
MRVL Bull Put Jul 17, 26 3484.1%$65$65$435-$152.093-1.4460.0000108.1%—1.45-34.6%-5.2%
ASTS Bull Put Jul 17, 26 3468.8%$76$76$424-$802.034-1.236-0.7153112.7%2.841.64-133.6%-23.9%
GOOGL Bull Put Jul 17, 26 3479.9%$70$70$430-$301.576-3.743-0.476833.9%3.300.42-25.7%-4.2%
CRWV Bull Put Jul 17, 26 3470.3%$101$101$399-$471.525-1.4100.715390.3%2.131.08-41.1%-10.4%
FCX Bull Put Jul 17, 26 3479.7%$80$80$420-$211.465-2.084-0.834560.4%1.760.70-0.6%-0.1%
NOW Bull Put Jul 17, 26 3466.2%$57$57$443-$1121.349-1.867-0.476859.9%2.830.72-163.2%-21.0%
RKLB Bear Call Jul 17, 26 3490.3%$56$56$444$71.329-0.8240.0000104.5%—1.6128.6%—
CRWV Bear Call Jul 17, 26 3478.4%$54$54$446-$541.317-1.024-0.476886.5%2.761.29-46.3%-5.6%
CSCO Bull Put Jul 17, 26 3469.4%$74$74$426-$791.312-2.868-0.596039.1%2.200.46-76.3%-13.3%
AMZN Bear Call Jul 17, 26 3489.9%$61$61$439$101.249-2.766-0.178832.0%6.980.4538.5%—
PLTR Bear Call Jul 17, 26 3486.1%$58$58$442-$121.112-1.728-0.238449.9%4.660.6419.8%—
HOOD Bear Call Jul 17, 26 3472.4%$51$51$450-$871.095-1.176-0.238467.4%4.590.93-104.0%-11.7%
SMCI Bull Put Jul 17, 26 3429.4%$67$67$433-$286-0.4880.370-0.238490.1%-2.04-1.32-407.5%-63.0%
INTC Bull Put Jul 24, 26 4180.5%$95$95$405-$31.720-1.630-0.238495.3%7.211.06-8.4%-2.0%
NFLX Bear Call Jul 24, 26 4185.7%$86$86$715-$291.261-2.881-1.132543.2%1.110.4429.2%—
NVDA Bear Call Jul 24, 26 4181.8%$70$70$430-$211.161-2.561-0.238438.2%4.870.45-2.9%-0.5%
UBER Bear Call Jul 24, 26 4179.6%$68$68$432-$341.126-2.921-1.877532.7%0.600.398.1%—
MRVL Bull Put Jul 24, 26 4181.2%$95$95$405$11.075-1.264-0.4768105.4%2.250.8521.1%—
TOTAL / AVG —74.7% avg$1874$1874$11526-$148637.550-49.411-11.652766.5% avg3.2219.85-1678.8%-9.4%
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.