Portfolio Analysis — live-active-by-symbol-2026-06-17_14-07

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
GLW5.050 5.050
MRVL2.1291.298 3.427
NVDA1.8791.333 3.212
QCOM2.803 2.803
ASTS2.354 2.354
IREN2.245 2.245
WMT1.830 1.830
FCX1.805 1.805
INTC1.675 1.675
UBER1.434 1.434
IBM1.381 1.381
PLTR1.376 1.376
GOOGL1.273 1.273
ORCL1.253 1.253
NOW0.953 0.953
CSCO0.952 0.952
CRWV0.874 0.874
AMZN-0.7921.227 0.435
TOTAL5.0507.96514.3256.993 34.332

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
CSCO14.211 14.211
NOW12.802 12.802
FCX9.112 9.112
AMZN10.405-2.565 7.839
IBM6.573 6.573
IREN6.240 6.240
ASTS6.204 6.204
GLW5.448 5.448
ORCL3.881 3.881
NVDA8.000-4.161 3.839
INTC3.767 3.767
QCOM3.682 3.682
GOOGL2.536 2.536
MRVL1.1161.066 2.182
PLTR-4.905 -4.905
CRWV-6.177 -6.177
WMT-13.614 -13.614
UBER-18.134 -18.134
TOTAL5.44814.71338.906-13.581 45.487

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-2.056 -2.056
UBER-1.490 -1.490
NOW-1.192 -1.192
FCX-1.073 -1.073
NVDA-0.715-0.119 -0.834
CSCO-0.715 -0.715
IREN-0.596 -0.596
ASTS-0.477 -0.477
CRWV-0.477 -0.477
IBM-0.477 -0.477
AMZN0.000-0.358 -0.358
GLW-0.358 -0.358
PLTR-0.358 -0.358
INTC0.000 0.000
ORCL0.000 0.000
GOOGL0.119 0.119
QCOM0.238 0.238
MRVL0.0000.477 0.477
TOTAL-0.358-3.129-5.007-1.132 -9.626

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-2.966-2.658 -5.624
WMT-3.916 -3.916
GOOGL-3.085 -3.085
UBER-2.787 -2.787
MRVL-1.265-1.224 -2.489
ORCL-2.221 -2.221
CSCO-2.195 -2.195
FCX-2.182 -2.182
IBM-2.077 -2.077
GLW-1.941 -1.941
PLTR-1.825 -1.825
QCOM-1.801 -1.801
INTC-1.570 -1.570
ASTS-1.440 -1.440
IREN-1.132 -1.132
NOW-1.019 -1.019
AMZN1.313-2.314 -1.002
CRWV-0.570 -0.570
TOTAL-1.941-8.503-17.972-10.459 -38.874

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 14.120
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 11.755
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 11.184
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 10.678
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 4.937
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 3.846
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 3.766
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 3.432
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 2.897
MRVL Jul 24, 26 MRVL Jul 24th 200/205 Bull Put Spread 2.722
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 2.627
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 1.834
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.682
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 1.331
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 0.962
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.890
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.799
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread —
INTC Jul 24, 26 INTC Jul 24th 90/95 Bull Put Spread —
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put 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 2.602
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.982
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 1.683
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.635
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.556
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 1.535
INTC Jul 24, 26 INTC Jul 24th 90/95 Bull Put Spread 1.067
MRVL Jul 24, 26 MRVL Jul 24th 200/205 Bull Put Spread 1.060
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.935
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.827
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 0.754
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.665
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.633
ORCL Jul 24, 26 ORCL Jul 24th 155/160 Bull Put Spread 0.564
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 0.530
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 0.514
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 0.502
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.467
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.434
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 0.413
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread -0.603

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 1481.3%$80$80$420-$145.050-1.941-0.357675.1%14.122.60-33.8%-6.4%
QCOM Bull Put Jul 10, 26 2276.9%$95$95$405-$202.803-1.8010.238476.1%11.761.56-18.4%-4.3%
IREN Bull Put Jul 10, 26 2284.5%$81$81$419$42.245-1.132-0.5960112.5%3.771.9825.3%—
NVDA Bull Put Jul 10, 26 2271.0%$60$60$440-$851.879-2.966-0.715337.2%2.630.63-92.5%-12.6%
WMT Bear Call Jul 10, 26 2280.8%$64$64$536-$511.830-3.916-2.056426.4%0.890.477.8%—
AMZN Bull Put Jul 10, 26 2235.6%$60$60$440-$262-0.7921.3130.000030.8%—-0.60-429.2%-58.5%
ASTS Bull Put Jul 17, 26 2975.7%$76$76$424-$452.354-1.440-0.4768103.5%4.941.64-62.5%-11.2%
MRVL Bull Put Jul 17, 26 2987.5%$65$65$435$22.129-1.2650.0000111.5%—1.683.9%—
FCX Bull Put Jul 17, 26 2983.8%$80$80$420-$11.805-2.182-1.072956.3%1.680.8323.1%—
IBM Bull Put Jul 17, 26 2961.0%$67$67$433-$1281.381-2.077-0.476839.3%2.900.67-198.5%-30.7%
PLTR Bear Call Jul 17, 26 2984.5%$58$58$442-$191.376-1.825-0.357649.4%3.850.7510.3%—
GOOGL Bull Put Jul 17, 26 2985.0%$70$70$430-$51.273-3.0850.119233.7%10.680.4130.0%—
AMZN Bear Call Jul 17, 26 2991.5%$61$61$439$181.227-2.314-0.357633.9%3.430.5351.6%—
NOW Bull Put Jul 17, 26 2952.7%$57$57$443-$1800.953-1.019-1.192156.5%0.800.93-303.5%-39.1%
CSCO Bull Put Jul 17, 26 2960.2%$74$74$426-$1250.952-2.195-0.715337.9%1.330.43-121.0%-21.0%
CRWV Bear Call Jul 17, 26 2963.7%$54$54$446-$1270.874-0.570-0.476884.9%1.831.53-177.8%-21.5%
INTC Bull Put Jul 24, 26 3681.7%$95$95$405$31.675-1.5700.000091.4%—1.074.2%—
UBER Bear Call Jul 24, 26 3672.2%$68$68$432-$711.434-2.787-1.490134.6%0.960.51-54.4%-8.6%
NVDA Bear Call Jul 24, 26 3684.4%$70$70$430-$81.333-2.658-0.119237.2%11.180.5013.6%—
MRVL Bull Put Jul 24, 26 3685.1%$95$95$405$201.298-1.2240.4768105.3%2.721.0636.8%—
ORCL Bull Put Jul 24, 26 3680.1%$69$69$431-$311.253-2.2210.000055.0%—0.56-17.4%-2.8%
TOTAL / AVG —75.2% avg$1499$1499$9101-$112434.332-38.874-9.626261.4% avg3.5719.76-1302.2%-8.7%
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.