Portfolio Analysis — live-active-by-symbol-2026-06-17_08-41

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
MRVL1.6282.095 3.724
GLW3.538 3.538
NVDA1.9531.307 3.260
QCOM2.827 2.827
WMT2.436 2.436
ASTS2.335 2.335
IREN1.999 1.999
NOW1.811 1.811
INTC1.710 1.710
FCX1.605 1.605
GOOGL1.530 1.530
PLTR1.499 1.499
ORCL1.400 1.400
CSCO1.354 1.354
NFLX1.323 1.323
UBER1.192 1.192
IBM1.182 1.182
AMZN-0.3251.359 1.034
HOOD0.451 0.451
CRWV0.377 0.377
TOTAL3.5388.88915.1309.027 36.585

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
CSCO14.001 14.001
NOW10.840 10.840
AMZN11.005-3.095 7.910
FCX6.736 6.736
IBM6.261 6.261
ASTS6.189 6.189
IREN5.323 5.323
GLW4.621 4.621
INTC3.814 3.814
ORCL3.538 3.538
QCOM3.259 3.259
GOOGL2.685 2.685
NVDA7.142-4.516 2.626
MRVL0.9601.307 2.266
CRWV-6.135 -6.135
PLTR-6.157 -6.157
NFLX-7.874 -7.874
HOOD-9.537 -9.537
WMT-19.916 -19.916
UBER-20.993 -20.993
TOTAL4.6216.81322.748-24.725 9.457

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-2.474 -2.474
UBER-1.490 -1.490
NFLX-0.983 -0.983
FCX-0.894 -0.894
CSCO-0.834 -0.834
NOW-0.715 -0.715
IREN-0.656 -0.656
NVDA-0.477-0.119 -0.596
QCOM-0.477 -0.477
GLW-0.358 -0.358
AMZN0.000-0.238 -0.238
INTC-0.238 -0.238
PLTR-0.238 -0.238
GOOGL-0.119 -0.119
ASTS0.000 0.000
HOOD0.000 0.000
ORCL0.000 0.000
IBM0.954 0.954
MRVL0.2380.954 1.192
CRWV1.431 1.431
TOTAL-0.358-4.083-0.417-1.878 -6.735

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-3.179-2.683 -5.862
WMT-4.757 -4.757
GOOGL-3.433 -3.433
CSCO-2.629 -2.629
MRVL-1.100-1.500 -2.600
AMZN0.236-2.655 -2.419
NFLX-2.407 -2.407
UBER-2.356 -2.356
ORCL-2.332 -2.332
IBM-2.210 -2.210
NOW-2.043 -2.043
PLTR-1.970 -1.970
FCX-1.946 -1.946
QCOM-1.808 -1.808
GLW-1.736 -1.736
INTC-1.586 -1.586
ASTS-1.435 -1.435
IREN-1.068 -1.068
HOOD-0.435 -0.435
CRWV-0.340 -0.340
TOTAL-1.736-10.575-20.197-12.864 -45.373

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 12.833
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 10.961
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 9.893
INTC Jul 24, 26 INTC Jul 24th 90/95 Bull Put Spread 7.171
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 6.830
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 6.289
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 5.928
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 5.698
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 4.096
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 3.048
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 2.532
MRVL Jul 24, 26 MRVL Jul 24th 200/205 Bull Put Spread 2.197
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.795
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 1.623
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 1.345
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 1.240
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.985
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 0.800
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 0.263
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread —
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread —
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread —
ORCL Jul 24, 26 ORCL Jul 24th 155/160 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 2.038
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.871
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.627
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.564
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 1.480
MRVL Jul 24, 26 MRVL Jul 24th 200/205 Bull Put Spread 1.397
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 1.108
INTC Jul 24, 26 INTC Jul 24th 90/95 Bull Put Spread 1.078
HOOD Jul 17, 26 HOOD Jul 17th 105/110 Bear Call Spread 1.037
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.886
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.825
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 0.761
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.615
ORCL Jul 24, 26 ORCL Jul 24th 155/160 Bull Put Spread 0.601
NFLX Jul 24, 26 NFLX Jul 24th 92/100 Bear Call Spread 0.550
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.535
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.515
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.512
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 0.512
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 0.506
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 0.487
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 0.446
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread -1.376

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 1480.5%$80$80$420-$173.538-1.736-0.357671.9%9.892.043.8%—
QCOM Bull Put Jul 10, 26 2280.4%$95$95$405-$32.827-1.808-0.476877.4%5.931.56-3.7%-0.9%
WMT Bear Call Jul 10, 26 2273.2%$64$64$536-$972.436-4.757-2.473624.4%0.980.51-54.7%-6.5%
IREN Bull Put Jul 10, 26 2286.0%$81$81$419$111.999-1.068-0.6557109.8%3.051.8740.7%—
NVDA Bull Put Jul 10, 26 2275.3%$60$60$440-$631.953-3.179-0.476836.3%4.100.61-55.8%-7.6%
AMZN Bull Put Jul 10, 26 2242.2%$60$60$440-$229-0.3250.2360.000029.9%—-1.38-354.2%-48.3%
ASTS Bull Put Jul 17, 26 2976.1%$76$76$424-$432.335-1.4350.0000103.8%—1.63-63.8%-11.4%
NOW Bull Put Jul 17, 26 2966.1%$57$57$443-$1121.811-2.043-0.715356.1%2.530.89-176.3%-22.7%
MRVL Bull Put Jul 17, 26 2988.5%$65$65$435$71.628-1.1000.2384112.4%6.831.4823.1%—
FCX Bull Put Jul 17, 26 2988.3%$80$80$420$221.605-1.946-0.894156.3%1.790.8246.9%—
GOOGL Bull Put Jul 17, 26 2985.5%$70$70$430-$31.530-3.433-0.119232.4%12.830.4525.7%—
PLTR Bear Call Jul 17, 26 2980.3%$58$58$442-$411.499-1.970-0.238448.2%6.290.76-25.9%-3.4%
AMZN Bear Call Jul 17, 26 2990.1%$61$61$439$111.359-2.655-0.238432.5%5.700.5140.2%—
CSCO Bull Put Jul 17, 26 2963.6%$74$74$426-$1081.354-2.629-0.834537.1%1.620.52-112.2%-19.5%
IBM Bull Put Jul 17, 26 2962.2%$67$67$433-$1221.182-2.2100.953739.1%1.240.53-161.2%-24.9%
HOOD Bear Call Jul 17, 26 2956.9%$51$51$450-$1650.451-0.4350.000065.8%—1.04-246.5%-27.7%
CRWV Bear Call Jul 17, 26 2959.4%$54$54$446-$1490.377-0.3401.430585.4%0.261.11-196.3%-23.8%
MRVL Bull Put Jul 24, 26 3685.0%$95$95$405$202.095-1.5000.9537107.9%2.201.405.3%—
INTC Bull Put Jul 24, 26 3681.2%$95$95$405$11.710-1.586-0.238491.4%7.171.081.6%—
ORCL Bull Put Jul 24, 26 3682.0%$69$69$431-$211.400-2.3320.000053.9%—0.60-3.6%-0.6%
NFLX Bear Call Jul 24, 26 3688.9%$86$86$715-$31.323-2.407-0.983547.2%1.350.5546.8%—
NVDA Bear Call Jul 24, 26 3683.2%$70$70$430-$141.307-2.683-0.119236.7%10.960.492.1%—
UBER Bear Call Jul 24, 26 3664.4%$68$68$432-$1101.192-2.356-1.490133.4%0.800.51-98.5%-15.5%
TOTAL / AVG —75.6% avg$1635$1635$10265-$122836.585-45.373-6.735360.4% avg5.4319.57-1316.6%-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.