Portfolio Analysis — live-active-by-symbol-2026-06-15_09-40

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
GLW3.544 3.544
MRVL1.4411.980 3.421
CRWV3.347 3.347
NVDA1.9481.313 3.261
WMT2.587 2.587
AMZN0.6011.560 2.161
ASTS2.156 2.156
QCOM2.118 2.118
IREN1.983 1.983
NOW1.730 1.730
FCX1.671 1.671
NFLX1.428 1.428
PLTR1.423 1.423
IBM1.421 1.421
CSCO1.346 1.346
INTC1.321 1.321
GOOGL1.267 1.267
UBER1.084 1.084
RKLB0.954 0.954
HOOD0.643 0.643
SMCI-0.335 -0.335
TOTAL3.5449.23718.6247.127 38.531

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
SMCI22.874 22.874
CSCO12.467 12.467
FCX8.638 8.638
NOW7.796 7.796
ASTS6.267 6.267
AMZN10.054-4.325 5.729
IBM5.343 5.343
IREN4.708 4.708
GLW3.160 3.160
QCOM2.682 2.682
INTC2.661 2.661
MRVL0.8701.230 2.100
GOOGL2.002 2.002
NVDA5.537-5.499 0.038
CRWV-0.736 -0.736
RKLB-1.910 -1.910
PLTR-6.216 -6.216
HOOD-8.965 -8.965
NFLX-10.818 -10.818
WMT-20.378 -20.378
UBER-20.580 -20.580
TOTAL3.1602.60444.106-33.006 16.863

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-2.086 -2.086
NFLX-1.073 -1.073
FCX-0.864 -0.864
UBER-0.834 -0.834
ASTS-0.715 -0.715
CSCO-0.715 -0.715
MRVL-0.4770.000 -0.477
IREN-0.358 -0.358
NOW-0.358 -0.358
RKLB-0.358 -0.358
CRWV-0.238 -0.238
NVDA-0.4770.238 -0.238
GLW-0.119 -0.119
GOOGL-0.119 -0.119
HOOD0.000 0.000
INTC0.000 0.000
PLTR0.000 0.000
QCOM0.000 0.000
SMCI0.000 0.000
AMZN0.477-0.238 0.238
IBM0.477 0.477
TOTAL-0.119-2.444-3.606-1.669 -7.838

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-3.123-2.533 -5.656
WMT-5.058 -5.058
AMZN-1.577-3.248 -4.826
NFLX-2.978 -2.978
GOOGL-2.966 -2.966
CSCO-2.926 -2.926
MRVL-1.081-1.524 -2.605
IBM-2.565 -2.565
CRWV-2.537 -2.537
FCX-2.134 -2.134
NOW-2.133 -2.133
UBER-2.071 -2.071
PLTR-1.935 -1.935
GLW-1.647 -1.647
QCOM-1.587 -1.587
INTC-1.397 -1.397
ASTS-1.390 -1.390
IREN-1.068 -1.068
RKLB-0.659 -0.659
HOOD-0.581 -0.581
SMCI0.259 0.259
TOTAL-1.647-12.413-23.897-10.503 -48.459

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 29.729
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 10.630
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 8.347
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 6.544
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 5.545
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 5.508
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 4.837
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 4.085
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 3.022
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 3.014
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 2.981
RKLB Jul 17, 26 RKLB Jul 17th 155/160 Bear Call Spread 2.669
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.933
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 1.882
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 1.331
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 1.299
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 1.260
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 1.240
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread —
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread —
INTC Jul 24, 26 INTC Jul 24th 90/95 Bull Put Spread —
MRVL Jul 24, 26 MRVL Jul 24th 200/205 Bull Put Spread —
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread —
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread —
SMCI Jul 17, 26 SMCI Jul 17th 31/36 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|
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 2.152
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.858
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.551
RKLB Jul 17, 26 RKLB Jul 17th 155/160 Bear Call Spread 1.448
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 1.434
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.335
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 1.333
MRVL Jul 24, 26 MRVL Jul 24th 200/205 Bull Put Spread 1.299
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 1.251
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 1.106
INTC Jul 24, 26 INTC Jul 24th 90/95 Bull Put Spread 0.946
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.811
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.783
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 0.735
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.624
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.554
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 0.523
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 0.518
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.511
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 0.480
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 0.480
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.460
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 0.427
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.381
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread -1.294

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 1687.0%$80$80$420$153.544-1.647-0.119278.5%29.732.1524.4%—
WMT Bear Call Jul 10, 26 2473.9%$64$64$536-$922.587-5.058-2.086224.2%1.240.51-70.3%-8.4%
QCOM Bull Put Jul 10, 26 2480.5%$95$95$405-$22.118-1.5870.000082.0%—1.3310.5%—
IREN Bull Put Jul 10, 26 2489.5%$81$81$419$291.983-1.068-0.3576112.9%5.551.8641.4%—
NVDA Bull Put Jul 10, 26 2480.0%$60$60$440-$401.948-3.123-0.476838.1%4.080.62-25.0%-3.4%
AMZN Bull Put Jul 10, 26 2453.2%$60$60$440-$1740.601-1.5770.476830.3%1.260.38-250.0%-34.1%
ASTS Bull Put Jul 17, 26 3173.8%$76$76$424-$552.156-1.390-0.7153105.4%3.011.55-80.3%-14.4%
CRWV Bull Put Jul 17, 26 3181.1%$101$101$399$61.990-1.591-0.238490.1%8.351.252.0%—
NOW Bull Put Jul 17, 26 3174.6%$57$57$443-$701.730-2.133-0.357660.3%4.840.81-93.0%-12.0%
FCX Bull Put Jul 17, 26 3183.5%$80$80$420-$21.671-2.134-0.864358.0%1.930.7821.3%—
AMZN Bear Call Jul 17, 26 3185.2%$61$61$439-$131.560-3.248-0.238430.9%6.540.484.9%—
MRVL Bull Put Jul 17, 26 3189.3%$65$65$435$121.441-1.081-0.4768109.7%3.021.3330.8%—
PLTR Bear Call Jul 17, 26 3179.0%$58$58$442-$471.423-1.9350.000048.9%—0.74-37.1%-4.9%
IBM Bull Put Jul 17, 26 3167.8%$67$67$433-$941.421-2.5650.476841.2%2.980.55-127.6%-19.7%
CRWV Bear Call Jul 17, 26 3172.9%$54$54$446-$821.357-0.9460.000084.0%—1.43-108.3%-13.1%
CSCO Bull Put Jul 17, 26 3167.8%$74$74$426-$871.346-2.926-0.715336.9%1.880.46-79.0%-13.7%
GOOGL Bull Put Jul 17, 26 3188.6%$70$70$430$131.267-2.966-0.119233.9%10.630.4343.6%—
RKLB Bear Call Jul 17, 26 3188.9%$56$56$444$10.954-0.659-0.3576104.1%2.671.4542.9%—
HOOD Bear Call Jul 17, 26 3159.7%$51$51$450-$1510.643-0.5810.000067.5%—1.11-226.7%-25.5%
SMCI Bull Put Jul 17, 26 3131.7%$67$67$433-$274-0.3350.2590.000085.3%—-1.29-385.8%-59.7%
MRVL Bull Put Jul 24, 26 3886.2%$95$95$405$261.980-1.5240.0000105.7%—1.3010.5%—
NFLX Bear Call Jul 24, 26 3882.8%$86$86$715-$521.428-2.978-1.072943.5%1.330.4821.1%—
INTC Bull Put Jul 24, 26 3884.4%$95$95$405$171.321-1.3970.000093.6%—0.9534.2%—
NVDA Bear Call Jul 24, 26 3876.3%$70$70$430-$481.313-2.5330.238437.7%5.510.52-50.0%-8.1%
UBER Bear Call Jul 24, 26 3861.5%$68$68$432-$1241.084-2.071-0.834534.6%1.300.52-117.7%-18.5%
TOTAL / AVG —76.0% avg$1790$1790$11110-$129138.531-48.459-7.838065.5% avg4.9221.71-1363.4%-7.3%
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.