Portfolio Analysis — live-active-by-symbol-2026-06-15_14-32

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
MRVL1.8351.401 3.236
NVDA1.8681.346 3.214
CRWV3.074 3.074
GLW2.882 2.882
WMT2.745 2.745
QCOM2.328 2.328
ASTS2.298 2.298
AMZN0.5891.572 2.161
NOW1.999 1.999
IREN1.867 1.867
FCX1.750 1.750
IBM1.544 1.544
CSCO1.542 1.542
NFLX1.492 1.492
INTC1.472 1.472
GOOGL1.345 1.345
PLTR1.345 1.345
UBER1.307 1.307
RKLB1.063 1.063
HOOD0.797 0.797
SMCI-0.450 -0.450
TOTAL2.8829.39819.7137.018 39.010

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
SMCI22.718 22.718
CSCO12.431 12.431
NOW9.120 9.120
FCX8.362 8.362
AMZN10.223-4.349 5.874
ASTS5.583 5.583
IBM5.481 5.481
IREN4.861 4.861
INTC2.875 2.875
QCOM2.828 2.828
GLW2.689 2.689
GOOGL2.226 2.226
MRVL0.8320.875 1.707
CRWV-0.200 -0.200
NVDA5.156-5.704 -0.548
RKLB-2.153 -2.153
PLTR-6.245 -6.245
HOOD-8.763 -8.763
NFLX-11.455 -11.455
UBER-21.548 -21.548
WMT-23.281 -23.281
TOTAL2.689-0.21345.041-34.956 12.562

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-2.235 -2.235
UBER-1.311 -1.311
NFLX-1.132 -1.132
FCX-0.894 -0.894
CSCO-0.834 -0.834
HOOD-0.715 -0.715
CRWV-0.477 -0.477
IBM-0.477 -0.477
QCOM-0.477 -0.477
IREN-0.358 -0.358
NVDA-0.119-0.238 -0.358
ASTS-0.238 -0.238
GLW-0.238 -0.238
NOW-0.238 -0.238
AMZN0.000-0.119 -0.119
INTC0.000 0.000
RKLB0.000 0.000
PLTR0.119 0.119
GOOGL0.238 0.238
SMCI0.715 0.715
MRVL0.4770.477 0.954
TOTAL-0.238-3.189-2.444-2.205 -8.076

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-3.030-2.506 -5.536
WMT-5.082 -5.082
AMZN-1.672-3.260 -4.932
GOOGL-3.129 -3.129
NFLX-3.085 -3.085
CSCO-2.917 -2.917
IBM-2.591 -2.591
CRWV-2.521 -2.521
MRVL-1.158-1.221 -2.379
UBER-2.330 -2.330
NOW-2.187 -2.187
FCX-2.168 -2.168
PLTR-1.936 -1.936
QCOM-1.689 -1.689
INTC-1.472 -1.472
GLW-1.450 -1.450
ASTS-1.406 -1.406
IREN-1.042 -1.042
HOOD-0.933 -0.933
RKLB-0.708 -0.708
SMCI0.387 0.387
TOTAL-1.450-12.514-24.528-10.615 -49.107

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 15.667
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 13.183
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 12.089
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 11.282
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 9.638
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 8.386
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 7.910
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 5.645
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 5.641
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 5.220
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 4.982
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 4.883
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 3.848
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 3.238
MRVL Jul 24, 26 MRVL Jul 24th 200/205 Bull Put Spread 2.938
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.958
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 1.848
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 1.318
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 1.228
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 1.114
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 0.997
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread -0.630
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread —
INTC Jul 24, 26 INTC Jul 24th 90/95 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|
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 1.988
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.792
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.634
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 1.585
RKLB Jul 17, 26 RKLB Jul 17th 155/160 Bear Call Spread 1.500
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.379
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 1.252
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 1.200
MRVL Jul 24, 26 MRVL Jul 24th 200/205 Bull Put Spread 1.147
INTC Jul 24, 26 INTC Jul 24th 90/95 Bull Put Spread 1.000
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.914
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 0.854
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.807
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 0.695
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.616
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.596
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 0.561
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.540
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 0.537
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.529
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 0.484
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 0.482
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 0.430
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.353
SMCI Jul 17, 26 SMCI Jul 17th 31/36 Bull Put Spread -1.162

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 1689.2%$80$80$420$262.882-1.450-0.238478.2%12.091.9940.6%—
WMT Bear Call Jul 10, 26 2468.8%$64$64$536-$1232.745-5.082-2.235223.7%1.230.54-108.6%-13.0%
QCOM Bull Put Jul 10, 26 2480.8%$95$95$405-$12.328-1.689-0.476879.3%4.881.387.9%—
NVDA Bull Put Jul 10, 26 2481.6%$60$60$440-$321.868-3.030-0.119238.2%15.670.62-12.5%-1.7%
IREN Bull Put Jul 10, 26 2486.8%$81$81$419$151.867-1.042-0.3576114.4%5.221.7940.1%—
AMZN Bull Put Jul 10, 26 2453.5%$60$60$440-$1720.589-1.6720.000029.7%—0.35-241.7%-33.0%
ASTS Bull Put Jul 17, 26 3176.9%$76$76$424-$402.298-1.406-0.2384109.3%9.641.63-64.5%-11.6%
NOW Bull Put Jul 17, 26 3171.3%$57$57$443-$861.999-2.187-0.238459.6%8.390.91-145.6%-18.7%
CRWV Bull Put Jul 17, 26 3180.4%$101$101$399$31.886-1.572-0.238488.9%7.911.202.5%—
MRVL Bull Put Jul 17, 26 3190.2%$65$65$435$161.835-1.1580.4768111.9%3.851.5826.9%—
FCX Bull Put Jul 17, 26 3185.4%$80$80$420$71.750-2.168-0.894157.5%1.960.8125.0%—
AMZN Bear Call Jul 17, 26 3185.4%$61$61$439-$121.572-3.260-0.119230.8%13.180.484.9%—
IBM Bull Put Jul 17, 26 3167.8%$67$67$433-$941.544-2.591-0.476841.1%3.240.60-138.8%-21.5%
CSCO Bull Put Jul 17, 26 3168.2%$74$74$426-$851.542-2.917-0.834538.2%1.850.53-91.9%-16.0%
GOOGL Bull Put Jul 17, 26 3188.0%$70$70$430$101.345-3.1290.238433.7%5.640.4336.4%—
PLTR Bear Call Jul 17, 26 3178.7%$58$58$442-$491.345-1.9360.119247.7%11.280.69-32.8%-4.3%
CRWV Bear Call Jul 17, 26 3174.7%$54$54$446-$731.188-0.949-0.238483.2%4.981.25-75.9%-9.2%
RKLB Bear Call Jul 17, 26 3187.0%$56$56$444-$91.063-0.7080.0000104.3%—1.5031.3%—
HOOD Bear Call Jul 17, 26 3165.0%$51$51$450-$1250.797-0.933-0.715363.7%1.110.85-157.4%-17.7%
SMCI Bull Put Jul 17, 26 3129.2%$67$67$433-$287-0.4500.3870.715384.5%-0.63-1.16-407.5%-63.0%
NFLX Bear Call Jul 24, 26 3882.8%$86$86$715-$521.492-3.085-1.132543.1%1.320.4815.2%—
INTC Bull Put Jul 24, 26 3884.5%$95$95$405$171.472-1.4720.000093.2%—1.0026.8%—
MRVL Bull Put Jul 24, 26 3887.5%$95$95$405$331.401-1.2210.4768108.3%2.941.1542.1%—
NVDA Bear Call Jul 24, 26 3874.8%$70$70$430-$561.346-2.506-0.238437.7%5.640.54-60.7%-9.9%
UBER Bear Call Jul 24, 26 3863.0%$68$68$432-$1171.307-2.330-1.311333.6%1.000.56-125.0%-19.7%
TOTAL / AVG —76.1% avg$1790$1790$11110-$128639.010-49.107-8.076465.4% avg4.8321.71-1363.0%-7.4%
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.