Portfolio Analysis — live-active-by-symbol-2026-06-18_14-08

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 10, 26Jul 17, 26Jul 24, 26Total
NVDA2.4521.330 3.782
ASTS2.216 2.216
NBIS2.021 2.021
FCX1.998 1.998
GOOGL1.760 1.760
HOOD1.735 1.735
INTC1.695 1.695
ORCL1.656 1.656
CSCO1.390 1.390
UBER1.356 1.356
PLTR1.289 1.289
NFLX1.191 1.191
MSFT1.044 1.044
NOW0.826 0.826
CRWV0.407 0.407
AMZN0.056 0.056
IBM-0.925 -0.925
TOTAL2.5088.96212.028 23.498

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 10, 26Jul 17, 26Jul 24, 26Total
NOW13.636 13.636
CSCO12.802 12.802
AMZN10.641 10.641
FCX9.785 9.785
ASTS7.772 7.772
IBM7.744 7.744
HOOD5.116 5.116
ORCL4.148 4.148
GOOGL2.497 2.497
INTC2.430 2.430
NBIS1.307 1.307
NVDA6.052-5.249 0.803
MSFT-2.731 -2.731
PLTR-4.092 -4.092
CRWV-6.311 -6.311
NFLX-9.183 -9.183
UBER-18.982 -18.982
TOTAL16.69343.834-23.144 37.383

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 10, 26Jul 17, 26Jul 24, 26Total
UBER-1.490 -1.490
NVDA-0.715-0.715 -1.431
FCX-1.311 -1.311
CSCO-0.834 -0.834
MSFT-0.715 -0.715
NFLX-0.715 -0.715
ASTS-0.477 -0.477
PLTR-0.417 -0.417
NOW-0.238 -0.238
GOOGL-0.119 -0.119
HOOD0.000 0.000
IBM0.000 0.000
NBIS0.000 0.000
ORCL0.000 0.000
INTC0.119 0.119
AMZN0.477 0.477
CRWV0.477 0.477
TOTAL-0.238-2.921-3.517 -6.676

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 10, 26Jul 17, 26Jul 24, 26Total
NVDA-3.190-2.756 -5.946
GOOGL-3.430 -3.430
MSFT-2.772 -2.772
CSCO-2.740 -2.740
UBER-2.562 -2.562
ORCL-2.478 -2.478
FCX-2.276 -2.276
NFLX-2.034 -2.034
HOOD-1.963 -1.963
PLTR-1.687 -1.687
ASTS-1.407 -1.407
INTC-1.390 -1.390
NBIS-1.275 -1.275
AMZN-1.031 -1.031
NOW-1.008 -1.008
CRWV-0.420 -0.420
IBM0.345 0.345
TOTAL-4.221-12.622-17.231 -34.075

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 14.762
INTC Jul 24, 26 INTC Jul 24th 90/95 Bull Put Spread 14.220
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 4.648
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 3.466
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 3.428
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 3.088
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 1.859
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 1.666
NFLX Jul 24, 26 NFLX Jul 24th 87/92 Bear Call Spread 1.666
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.524
MSFT Jul 24, 26 MSFT Jul 24th 415/420 Bear Call Spread 1.460
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 0.910
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 0.854
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.118
HOOD Jul 24, 26 HOOD Jul 24th 84/89 Bull Put Spread —
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread —
NBIS Jul 24, 26 NBIS Jul 24th 200/205 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|
NBIS Jul 24, 26 NBIS Jul 24th 200/205 Bull Put Spread 1.585
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.575
INTC Jul 24, 26 INTC Jul 24th 90/95 Bull Put Spread 1.219
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 0.971
HOOD Jul 24, 26 HOOD Jul 24th 84/89 Bull Put Spread 0.884
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 0.878
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.820
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.769
PLTR Jul 17, 26 PLTR Jul 17th 150/155 Bear Call Spread 0.764
ORCL Jul 24, 26 ORCL Jul 24th 155/160 Bull Put Spread 0.668
NFLX Jul 24, 26 NFLX Jul 24th 87/92 Bear Call Spread 0.586
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 0.529
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 0.513
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.507
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 0.483
MSFT Jul 24, 26 MSFT Jul 24th 415/420 Bear Call Spread 0.377
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread 0.054
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread -2.680

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
NVDA Bull Put Jul 10, 26 2181.5%$60$60$440-$332.452-3.190-0.715338.6%3.430.77-31.7%-4.3%
AMZN Bull Put Jul 10, 26 2150.0%$60$60$440-$1900.056-1.0310.476831.0%0.120.05-254.2%-34.7%
ASTS Bull Put Jul 17, 26 2871.5%$76$76$424-$672.216-1.407-0.476896.6%4.651.58-91.5%-16.4%
FCX Bull Put Jul 17, 26 2882.9%$80$80$420-$51.998-2.276-1.311355.8%1.520.8818.1%—
GOOGL Bull Put Jul 17, 26 2887.6%$70$70$430$81.760-3.430-0.119233.1%14.760.5130.7%—
CSCO Bull Put Jul 17, 26 2867.6%$74$74$426-$881.390-2.740-0.834538.1%1.670.51-79.7%-13.8%
PLTR Bear Call Jul 17, 26 2888.1%$58$58$442-$11.289-1.687-0.417249.2%3.090.7633.6%—
NOW Bull Put Jul 17, 26 2851.9%$57$57$443-$1830.826-1.008-0.238454.0%3.470.82-294.7%-37.9%
CRWV Bear Call Jul 17, 26 2860.2%$54$54$446-$1450.407-0.4200.476883.0%0.850.97-177.8%-21.5%
IBM Bull Put Jul 17, 26 2842.2%$67$67$433-$222-0.9250.3450.000037.6%—-2.68-273.1%-42.3%
NBIS Bull Put Jul 24, 26 3580.7%$100$100$400$32.021-1.2750.0000125.8%—1.58-10.0%-2.5%
HOOD Bull Put Jul 24, 26 3583.0%$74$74$426-$111.735-1.9630.000070.6%—0.88-9.5%-1.6%
INTC Bull Put Jul 24, 26 3588.2%$95$95$405$361.695-1.3900.119298.8%14.221.2236.3%—
ORCL Bull Put Jul 24, 26 3580.5%$69$69$431-$291.656-2.4780.000054.0%—0.67-27.5%-4.4%
UBER Bear Call Jul 24, 26 3570.0%$68$68$432-$821.356-2.562-1.490135.0%0.910.53-69.1%-10.9%
NVDA Bear Call Jul 24, 26 3579.4%$70$70$430-$331.330-2.756-0.715335.3%1.860.48-15.7%-2.6%
NFLX Bear Call Jul 24, 26 3581.6%$57$57$443-$351.191-2.034-0.715345.1%1.670.59-6.1%-0.8%
MSFT Bear Call Jul 24, 26 3582.3%$62$62$438-$271.044-2.772-0.715332.2%1.460.38-0.8%-0.1%
TOTAL / AVG —73.8% avg$1251$1251$7749-$110423.498-34.075-6.675756.3% avg3.5210.50-1222.7%-9.7%
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.