Portfolio Analysis — live-active-by-symbol-2026-06-18_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
NVDA2.1841.418 3.602
GLW3.116 3.116
MRVL1.4621.396 2.858
QCOM2.808 2.808
IREN1.925 1.925
WMT1.907 1.907
ASTS1.880 1.880
FCX1.746 1.746
GOOGL1.635 1.635
INTC1.447 1.447
UBER1.384 1.384
CSCO1.304 1.304
PLTR1.214 1.214
NOW1.093 1.093
ORCL0.835 0.835
AMZN-0.5911.322 0.732
CRWV0.666 0.666
IBM-0.515 -0.515
TOTAL3.1168.23311.8096.480 29.638

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
CSCO14.070 14.070
NOW13.003 13.003
FCX8.444 8.444
AMZN11.120-2.851 8.269
ASTS8.093 8.093
IBM7.114 7.114
IREN5.166 5.166
ORCL3.450 3.450
GLW3.010 3.010
GOOGL2.862 2.862
QCOM2.675 2.675
INTC2.602 2.602
NVDA6.421-5.033 1.388
MRVL0.6180.744 1.361
PLTR-3.795 -3.795
CRWV-6.368 -6.368
WMT-12.416 -12.416
UBER-19.721 -19.721
TOTAL3.01012.96541.192-17.958 39.209

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-1.669 -1.669
FCX-1.073 -1.073
CSCO-0.715 -0.715
CRWV-0.477 -0.477
NOW-0.477 -0.477
IREN-0.358 -0.358
PLTR-0.298 -0.298
ASTS-0.238 -0.238
GOOGL-0.238 -0.238
NVDA-0.2380.000 -0.238
GLW0.000 0.000
IBM0.000 0.000
MRVL0.0000.000 0.000
ORCL0.000 0.000
QCOM0.000 0.000
INTC0.238 0.238
AMZN1.907-0.119 1.788
TOTAL0.000-0.745-3.636-1.431 -5.811

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-3.195-2.756 -5.951
WMT-3.840 -3.840
GOOGL-3.509 -3.509
UBER-2.717 -2.717
CSCO-2.532 -2.532
FCX-2.096 -2.096
MRVL-0.876-1.080 -1.956
ORCL-1.928 -1.928
AMZN0.640-2.485 -1.844
QCOM-1.645 -1.645
PLTR-1.563 -1.563
GLW-1.373 -1.373
INTC-1.357 -1.357
ASTS-1.278 -1.278
NOW-1.127 -1.127
IREN-1.007 -1.007
CRWV-0.415 -0.415
IBM0.692 0.692
TOTAL-1.373-9.046-15.188-9.838 -35.446

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 11.092
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 9.160
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 7.886
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 6.859
INTC Jul 24, 26 INTC Jul 24th 90/95 Bull Put Spread 6.068
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 5.384
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 4.073
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 2.293
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 1.823
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.628
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 1.397
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.927
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 0.829
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread -0.310
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread —
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread —
MRVL Jul 24, 26 MRVL Jul 24th 200/205 Bull Put Spread —
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread —
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call 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|
GLW Jul 2, 26 GLW Jul 2nd 150/155 Bull Put Spread 2.268
IREN Jul 10, 26 IREN Jul 10th 40/45 Bull Put Spread 1.912
QCOM Jul 10, 26 QCOM Jul 10th 180/185 Bull Put Spread 1.707
MRVL Jul 17, 26 MRVL Jul 17th 195/200 Bull Put Spread 1.668
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 1.606
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.472
MRVL Jul 24, 26 MRVL Jul 24th 200/205 Bull Put Spread 1.293
INTC Jul 24, 26 INTC Jul 24th 90/95 Bull Put Spread 1.066
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.970
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.833
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 0.777
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.684
AMZN Jul 17, 26 AMZN Jul 17th 270/275 Bear Call Spread 0.532
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.515
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 0.514
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 0.509
WMT Jul 10, 26 WMT Jul 10th 124/130 Bear Call Spread 0.497
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 0.466
ORCL Jul 24, 26 ORCL Jul 24th 155/160 Bull Put Spread 0.433
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread -0.744
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread -0.922

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 1386.7%$80$80$420$143.116-1.3730.000079.7%—2.2740.0%—
QCOM Bull Put Jul 10, 26 2182.7%$95$95$405$92.808-1.6450.000083.3%—1.7114.2%—
NVDA Bull Put Jul 10, 26 2178.8%$60$60$440-$462.184-3.195-0.238437.0%9.160.68-33.3%-4.5%
IREN Bull Put Jul 10, 26 2185.7%$81$81$419$101.925-1.007-0.3576112.7%5.381.9143.8%—
WMT Bear Call Jul 10, 26 2181.9%$64$64$536-$451.907-3.840-2.056426.3%0.930.5021.1%—
AMZN Bull Put Jul 10, 26 2139.8%$60$60$440-$241-0.5910.6401.907330.2%-0.31-0.92-375.0%-51.1%
ASTS Bull Put Jul 17, 26 2868.3%$76$76$424-$831.880-1.278-0.238497.3%7.891.47-103.3%-18.5%
FCX Bull Put Jul 17, 26 2885.1%$80$80$420$51.746-2.096-1.072956.0%1.630.8332.5%—
GOOGL Bull Put Jul 17, 26 2885.8%$70$70$430-$11.635-3.509-0.238432.4%6.860.4720.7%—
MRVL Bull Put Jul 17, 26 2891.5%$65$65$435$221.462-0.8760.0000122.6%—1.6747.7%—
AMZN Bear Call Jul 17, 26 2891.0%$61$61$439$161.322-2.485-0.119233.0%11.090.5346.7%—
CSCO Bull Put Jul 17, 26 2863.1%$74$74$426-$1111.304-2.532-0.715337.5%1.820.52-110.8%-19.2%
PLTR Bear Call Jul 17, 26 2887.9%$58$58$442-$21.214-1.563-0.298051.4%4.070.7837.1%—
NOW Bull Put Jul 17, 26 2853.7%$57$57$443-$1741.093-1.127-0.476856.0%2.290.97-294.7%-37.9%
CRWV Bear Call Jul 17, 26 2860.5%$54$54$446-$1430.666-0.415-0.476885.0%1.401.61-205.6%-24.9%
IBM Bull Put Jul 17, 26 2839.1%$67$67$433-$237-0.5150.6920.000039.2%—-0.74-351.5%-54.4%
INTC Bull Put Jul 24, 26 3585.6%$95$95$405$231.447-1.3570.238495.5%6.071.0737.4%—
NVDA Bear Call Jul 24, 26 3581.0%$70$70$430-$251.418-2.7560.000036.5%—0.51-13.6%-2.2%
MRVL Bull Put Jul 24, 26 3589.2%$95$95$405$411.396-1.0800.0000116.1%—1.2950.0%—
UBER Bear Call Jul 24, 26 3568.4%$68$68$432-$901.384-2.717-1.668933.5%0.830.51-69.1%-10.9%
ORCL Bull Put Jul 24, 26 3580.1%$69$69$431-$300.835-1.9280.000056.0%—0.437.3%—
TOTAL / AVG —75.5% avg$1499$1499$9101-$109029.638-35.446-5.811562.7% avg5.1018.06-1158.5%-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.