Portfolio Analysis — live-active-by-symbol-2026-06-16_09-26

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
GLW3.547 3.547
MRVL1.7921.626 3.418
NVDA1.9501.298 3.248
AMZN1.1521.631 2.783
CRWV2.696 2.696
WMT2.629 2.629
QCOM2.399 2.399
INTC2.269 2.269
ASTS2.127 2.127
IREN1.995 1.995
FCX1.774 1.774
NOW1.558 1.558
IBM1.475 1.475
CSCO1.402 1.402
NFLX1.402 1.402
PLTR1.344 1.344
GOOGL1.309 1.309
HOOD1.217 1.217
RKLB1.031 1.031
UBER0.792 0.792
TOTAL3.54710.12519.3557.387 40.414

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
CSCO12.851 12.851
NOW9.711 9.711
FCX8.317 8.317
ASTS6.696 6.696
IBM5.267 5.267
IREN5.238 5.238
AMZN9.658-4.951 4.707
INTC4.566 4.566
GLW4.206 4.206
QCOM2.959 2.959
MRVL0.9291.075 2.004
GOOGL1.781 1.781
NVDA6.281-4.985 1.295
RKLB-1.829 -1.829
CRWV-2.676 -2.676
PLTR-5.073 -5.073
HOOD-8.221 -8.221
NFLX-8.934 -8.934
UBER-21.330 -21.330
WMT-26.662 -26.662
TOTAL4.206-2.52622.801-29.608 -5.128

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-1.669 -1.669
NFLX-1.043 -1.043
FCX-0.983 -0.983
AMZN-0.477-0.119 -0.596
CSCO-0.596 -0.596
NVDA-0.119-0.477 -0.596
UBER-0.596 -0.596
HOOD-0.477 -0.477
INTC-0.477 -0.477
NOW-0.477 -0.477
IREN-0.298 -0.298
ASTS-0.238 -0.238
GOOGL-0.238 -0.238
PLTR-0.119 -0.119
RKLB-0.119 -0.119
CRWV0.000 0.000
GLW0.000 0.000
QCOM0.000 0.000
MRVL-0.2380.477 0.238
IBM0.477 0.477
TOTAL0.000-2.563-3.129-2.116 -7.808

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-3.189-2.641 -5.830
AMZN-2.481-3.248 -5.729
WMT-4.058 -4.058
GOOGL-2.804 -2.804
CSCO-2.778 -2.778
IBM-2.738 -2.738
NFLX-2.624 -2.624
MRVL-1.182-1.373 -2.555
FCX-2.194 -2.194
NOW-2.033 -2.033
CRWV-1.996 -1.996
PLTR-1.901 -1.901
INTC-1.843 -1.843
QCOM-1.742 -1.742
GLW-1.726 -1.726
UBER-1.476 -1.476
ASTS-1.349 -1.349
HOOD-1.245 -1.245
IREN-1.090 -1.090
RKLB-0.670 -0.670
TOTAL-1.726-12.560-24.138-9.957 -48.380

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 16.356
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 13.680
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 11.275
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 8.923
RKLB Jul 17, 26 RKLB Jul 17th 155/160 Bear Call Spread 8.645
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 7.517
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 6.695
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 5.490
INTC Jul 24, 26 INTC Jul 24th 90/95 Bull Put Spread 4.758
MRVL Jul 24, 26 MRVL Jul 24th 200/205 Bull Put Spread 3.410
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 3.266
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 3.094
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 2.722
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 2.551
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 2.417
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 2.353
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.804
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 1.575
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 1.344
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 1.329
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread —
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread —
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread —
QCOM Jul 10, 26 QCOM Jul 10th 180/185 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 2.055
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.830
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.577
RKLB Jul 17, 26 RKLB Jul 17th 155/160 Bear Call Spread 1.539
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 1.534
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 1.516
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.377
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 1.282
INTC Jul 24, 26 INTC Jul 24th 90/95 Bull Put Spread 1.231
MRVL Jul 24, 26 MRVL Jul 24th 200/205 Bull Put Spread 1.185
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 0.977
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.809
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.766
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 0.707
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.648
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.611
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.539
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 0.537
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 0.534
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.505
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 0.502
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 0.491
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 0.467
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.465

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 1582.5%$80$80$420-$83.547-1.7260.000074.5%—2.065.0%—
WMT Bear Call Jul 10, 26 2360.7%$64$64$536-$1722.629-4.058-1.668924.5%1.580.65-189.1%-22.6%
QCOM Bull Put Jul 10, 26 2380.5%$95$95$405-$22.399-1.7420.000076.3%—1.3810.0%—
IREN Bull Put Jul 10, 26 2385.0%$81$81$419$61.995-1.090-0.2980109.6%6.701.8339.5%—
NVDA Bull Put Jul 10, 26 2378.0%$60$60$440-$501.950-3.189-0.119236.8%16.360.61-36.7%-5.0%
AMZN Bull Put Jul 10, 26 2359.3%$60$60$440-$1441.152-2.481-0.476830.2%2.420.46-195.8%-26.7%
ASTS Bull Put Jul 17, 26 3072.2%$76$76$424-$632.127-1.349-0.2384104.7%8.921.58-89.5%-16.0%
CRWV Bull Put Jul 17, 26 3087.5%$101$101$399$381.864-1.4540.000091.9%—1.2837.1%—
MRVL Bull Put Jul 17, 26 3089.5%$65$65$435$131.792-1.182-0.2384107.6%7.521.5225.4%—
FCX Bull Put Jul 17, 26 3084.9%$80$80$420$51.774-2.194-0.983555.7%1.800.8130.0%—
AMZN Bear Call Jul 17, 26 3082.4%$61$61$439-$271.631-3.248-0.119231.3%13.680.50-17.2%-2.4%
NOW Bull Put Jul 17, 26 3068.5%$57$57$443-$1011.558-2.033-0.476856.9%3.270.77-136.8%-17.6%
IBM Bull Put Jul 17, 26 3069.4%$67$67$433-$861.475-2.7380.476840.2%3.090.54-105.2%-16.3%
CSCO Bull Put Jul 17, 26 3066.5%$74$74$426-$931.402-2.778-0.596037.9%2.350.50-93.9%-16.3%
PLTR Bear Call Jul 17, 26 3084.1%$58$58$442-$221.344-1.901-0.119247.9%11.280.716.9%—
GOOGL Bull Put Jul 17, 26 3090.6%$70$70$430$231.309-2.804-0.238434.5%5.490.4750.7%—
HOOD Bear Call Jul 17, 26 3071.2%$51$51$450-$931.217-1.245-0.476863.7%2.550.98-111.9%-12.6%
RKLB Bear Call Jul 17, 26 3090.3%$56$56$444$71.031-0.670-0.1192102.2%8.641.5449.1%—
CRWV Bear Call Jul 17, 26 3063.5%$54$54$446-$1290.832-0.5420.000085.5%—1.53-182.4%-22.1%
INTC Bull Put Jul 24, 26 3778.8%$95$95$405-$112.269-1.843-0.476889.8%4.761.23-31.6%-7.4%
MRVL Bull Put Jul 24, 26 3786.7%$95$95$405$281.626-1.3730.4768103.0%3.411.1831.6%—
NFLX Bear Call Jul 24, 26 3786.0%$86$86$715-$261.402-2.624-1.043146.5%1.340.5336.3%—
NVDA Bear Call Jul 24, 26 3779.9%$70$70$430-$301.298-2.641-0.476837.1%2.720.49-20.0%-3.3%
UBER Bear Call Jul 24, 26 3757.5%$68$68$432-$1440.792-1.476-0.596035.0%1.330.54-144.8%-22.8%
TOTAL / AVG —77.3% avg$1723$1723$10677-$108140.414-48.380-7.808263.5% avg5.1823.68-1033.4%-5.6%
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.