Portfolio Analysis — live-active-by-symbol-2026-06-16_14-25

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
NVDA1.9521.322 3.273
GLW3.215 3.215
QCOM2.814 2.814
WMT2.659 2.659
CRWV2.391 2.391
ASTS2.322 2.322
MRVL1.1051.142 2.248
AMZN0.5461.695 2.241
IREN2.208 2.208
INTC1.994 1.994
NOW1.623 1.623
GOOGL1.465 1.465
IBM1.459 1.459
CSCO1.432 1.432
NFLX1.413 1.413
PLTR1.394 1.394
FCX1.326 1.326
UBER1.170 1.170
HOOD1.163 1.163
ORCL0.149 0.149
TOTAL3.21510.17917.3777.189 37.960

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
CSCO12.900 12.900
NOW10.490 10.490
ASTS7.111 7.111
FCX7.054 7.054
AMZN10.400-4.433 5.967
IREN5.785 5.785
IBM5.183 5.183
INTC4.747 4.747
GLW4.196 4.196
QCOM3.638 3.638
NVDA6.951-4.686 2.265
MRVL1.0201.221 2.241
ORCL2.062 2.062
GOOGL2.002 2.002
CRWV-2.915 -2.915
PLTR-5.766 -5.766
NFLX-8.646 -8.646
HOOD-8.719 -8.719
UBER-21.222 -21.222
WMT-22.998 -22.998
TOTAL4.1963.77623.927-26.524 5.375

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-1.729 -1.729
NVDA-0.477-0.715 -1.192
CRWV-1.073 -1.073
UBER-1.073 -1.073
FCX-0.983 -0.983
CSCO-0.954 -0.954
MRVL-0.9540.000 -0.954
NFLX-0.954 -0.954
PLTR-0.715 -0.715
AMZN0.000-0.596 -0.596
HOOD-0.477 -0.477
NOW-0.477 -0.477
IREN-0.417 -0.417
GLW-0.238 -0.238
GOOGL0.000 0.000
IBM0.000 0.000
INTC0.000 0.000
ORCL0.000 0.000
QCOM0.000 0.000
ASTS0.238 0.238
TOTAL-0.238-2.623-5.990-2.742 -11.593

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-3.169-2.708 -5.877
AMZN-1.645-3.276 -4.920
WMT-4.561 -4.561
GOOGL-3.088 -3.088
CSCO-2.835 -2.835
IBM-2.791 -2.791
NFLX-2.591 -2.591
MRVL-1.020-1.218 -2.238
NOW-2.043 -2.043
PLTR-1.977 -1.977
UBER-1.959 -1.959
QCOM-1.882 -1.882
FCX-1.879 -1.879
CRWV-1.792 -1.792
INTC-1.782 -1.782
GLW-1.681 -1.681
ORCL-1.399 -1.399
ASTS-1.387 -1.387
IREN-1.150 -1.150
HOOD-1.076 -1.076
TOTAL-1.681-12.407-23.164-11.658 -48.910

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 15.173
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 13.483
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 9.739
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 5.293
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 4.093
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 3.404
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 2.844
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 2.440
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 1.949
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 1.848
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 1.538
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 1.502
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 1.482
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.348
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 1.159
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 1.091
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 0.611
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread —
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread —
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put 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 —
ORCL Jul 24, 26 ORCL Jul 24th 155/160 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|
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.920
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 1.913
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.674
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.495
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 1.451
CRWV Jul 17, 26 CRWV Jul 17th 82.5/87.5 Bull Put Spread 1.300
INTC Jul 24, 26 INTC Jul 24th 90/95 Bull Put Spread 1.119
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 1.084
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 1.081
MRVL Jul 24, 26 MRVL Jul 24th 200/205 Bull Put Spread 0.937
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.794
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.706
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 0.705
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.616
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 0.597
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.583
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 0.545
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.523
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 0.517
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.505
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 0.488
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 0.474
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.332
ORCL Jul 24, 26 ORCL Jul 24th 155/160 Bull Put Spread 0.106

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 1582.2%$80$80$420-$93.215-1.681-0.238472.8%13.481.9111.3%—
QCOM Bull Put Jul 10, 26 2377.7%$95$95$405-$172.814-1.8820.000074.5%—1.50-17.4%-4.1%
WMT Bear Call Jul 10, 26 2367.6%$64$64$536-$1302.659-4.561-1.728525.1%1.540.58-118.0%-14.1%
IREN Bull Put Jul 10, 26 2385.7%$81$81$419$102.208-1.150-0.4172110.0%5.291.9230.9%—
NVDA Bull Put Jul 10, 26 2375.4%$60$60$440-$631.952-3.169-0.476836.9%4.090.62-57.5%-7.8%
AMZN Bull Put Jul 10, 26 2353.4%$60$60$440-$1730.546-1.6450.000029.8%—0.33-237.5%-32.4%
ASTS Bull Put Jul 17, 26 3071.5%$76$76$424-$672.322-1.3870.2384103.2%9.741.67-104.6%-18.8%
CRWV Bull Put Jul 17, 26 3088.4%$101$101$399$431.809-1.391-0.119293.4%15.171.3042.6%—
AMZN Bear Call Jul 17, 26 3085.9%$61$61$439-$91.695-3.276-0.596031.4%2.840.521.6%—
NOW Bull Put Jul 17, 26 3066.6%$57$57$443-$1101.623-2.043-0.476855.5%3.400.79-158.8%-20.4%
GOOGL Bull Put Jul 17, 26 3089.9%$70$70$430$201.465-3.0880.000033.5%—0.4745.0%—
IBM Bull Put Jul 17, 26 3071.0%$67$67$433-$781.459-2.7910.000039.9%—0.52-94.0%-14.5%
CSCO Bull Put Jul 17, 26 3067.0%$74$74$426-$911.432-2.835-0.953737.5%1.500.51-90.5%-15.7%
PLTR Bear Call Jul 17, 26 3081.6%$58$58$442-$341.394-1.977-0.715347.1%1.950.71-11.2%-1.5%
FCX Bull Put Jul 17, 26 3086.6%$80$80$420$131.326-1.879-0.983555.7%1.350.7146.3%—
HOOD Bear Call Jul 17, 26 3067.5%$51$51$450-$1121.163-1.076-0.476865.4%2.441.08-154.5%-17.4%
MRVL Bull Put Jul 17, 26 3084.8%$65$65$435-$111.105-1.020-0.9537111.7%1.161.0826.9%—
CRWV Bear Call Jul 17, 26 3060.9%$54$54$446-$1410.583-0.401-0.953787.0%0.611.45-196.3%-23.8%
INTC Bull Put Jul 24, 26 3777.7%$95$95$405-$171.994-1.7820.000086.4%—1.12-26.3%-6.2%
NFLX Bear Call Jul 24, 26 3785.2%$86$86$715-$331.413-2.591-0.953746.6%1.480.5539.2%—
NVDA Bear Call Jul 24, 26 3781.9%$70$70$430-$201.322-2.708-0.715336.8%1.850.49-5.7%-0.9%
UBER Bear Call Jul 24, 26 3761.7%$68$68$432-$1231.170-1.959-1.072935.1%1.090.60-136.0%-21.4%
MRVL Bull Put Jul 24, 26 3781.7%$95$95$405$31.142-1.2180.0000106.6%—0.9426.3%—
ORCL Bull Put Jul 24, 26 3783.8%$69$69$431-$120.149-1.3990.000055.1%—0.1165.2%—
TOTAL / AVG —76.5% avg$1736$1736$10664-$116237.960-48.910-11.593161.5% avg3.2721.47-1073.1%-5.8%
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.