Portfolio Analysis — live-active-by-symbol-2026-06-23_08-39

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
NVDA2.4241.450 3.874
NBIS3.088 3.088
FCX2.181 2.181
ASTS2.159 2.159
CSCO1.966 1.966
GOOGL1.908 1.908
IBM1.730 1.730
CRWV1.680 1.680
HOOD1.650 1.650
ORCL1.483 1.483
NOW1.408 1.408
UBER1.347 1.347
MSFT1.214 1.214
NFLX0.989 0.989
AMZN-1.964 -1.964
TOTAL0.46013.03211.221 24.713

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
FCX15.301 15.301
CSCO13.722 13.722
NOW13.210 13.210
AMZN11.253 11.253
ASTS9.270 9.270
IBM6.521 6.521
ORCL6.164 6.164
NVDA9.273-3.586 5.687
HOOD5.463 5.463
GOOGL5.022 5.022
NBIS1.521 1.521
MSFT-2.466 -2.466
NFLX-5.323 -5.323
CRWV-6.318 -6.318
UBER-16.005 -16.005
TOTAL20.52756.727-14.232 63.021

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-1.967 -1.967
FCX-1.609 -1.609
NBIS-0.954 -0.954
CSCO-0.834 -0.834
NVDA-0.715-0.119 -0.834
NFLX-0.775 -0.775
NOW-0.715 -0.715
ASTS-0.477 -0.477
IBM-0.477 -0.477
HOOD-0.358 -0.358
AMZN0.000 0.000
CRWV0.000 0.000
GOOGL0.238 0.238
MSFT0.238 0.238
ORCL0.238 0.238
TOTAL-0.715-3.874-3.695 -8.285

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-2.880-2.521 -5.401
GOOGL-3.444 -3.444
CSCO-2.780 -2.780
MSFT-2.606 -2.606
UBER-2.524 -2.524
FCX-2.122 -2.122
ORCL-2.067 -2.067
IBM-1.950 -1.950
HOOD-1.795 -1.795
NFLX-1.419 -1.419
NBIS-1.376 -1.376
NOW-1.292 -1.292
ASTS-1.110 -1.110
CRWV-0.832 -0.832
AMZN1.927 1.927
TOTAL-0.953-13.530-14.309 -28.792

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 12.162
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 8.002
ORCL Jul 24, 26 ORCL Jul 24th 155/160 Bull Put Spread 6.221
MSFT Jul 24, 26 MSFT Jul 24th 415/420 Bear Call Spread 5.093
HOOD Jul 24, 26 HOOD Jul 24th 84/89 Bull Put Spread 4.613
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 4.528
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 3.629
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 3.389
NBIS Jul 24, 26 NBIS Jul 24th 200/205 Bull Put Spread 3.238
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 2.356
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 1.968
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.355
NFLX Jul 24, 26 NFLX Jul 24th 87/92 Bear Call Spread 1.276
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 0.685
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread —
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call 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 2.244
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 2.020
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 1.945
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 1.089
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.028
HOOD Jul 24, 26 HOOD Jul 24th 84/89 Bull Put Spread 0.919
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.887
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.842
ORCL Jul 24, 26 ORCL Jul 24th 155/160 Bull Put Spread 0.717
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.707
NFLX Jul 24, 26 NFLX Jul 24th 87/92 Bear Call Spread 0.697
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 0.575
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 0.554
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 0.534
MSFT Jul 24, 26 MSFT Jul 24th 415/420 Bear Call Spread 0.466
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread -1.019

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 1670.1%$60$60$440-$892.424-2.880-0.715337.3%3.390.84-91.7%-12.5%
AMZN Bull Put Jul 10, 26 1631.3%$60$60$440-$283-1.9641.9270.000032.4%—-1.02-445.8%-60.8%
FCX Bull Put Jul 17, 26 2372.4%$80$80$420-$582.181-2.122-1.609357.6%1.361.03-36.3%-6.9%
ASTS Bull Put Jul 17, 26 2364.6%$76$76$424-$1012.159-1.110-0.4768101.3%4.531.94-132.2%-23.7%
CSCO Bull Put Jul 17, 26 2367.8%$74$74$426-$871.966-2.780-0.834539.3%2.360.71-85.1%-14.8%
GOOGL Bull Put Jul 17, 26 2373.8%$70$70$430-$611.908-3.4440.238433.2%8.000.55-57.1%-9.3%
IBM Bull Put Jul 17, 26 2361.7%$67$67$433-$1251.730-1.950-0.476843.4%3.630.89-187.3%-29.0%
CRWV Bear Call Jul 17, 26 2369.8%$54$54$446-$971.680-0.8320.000088.3%—2.02-136.1%-16.5%
NOW Bull Put Jul 17, 26 2356.6%$57$57$443-$1601.408-1.292-0.715358.4%1.971.09-250.9%-32.3%
NBIS Bull Put Jul 24, 26 3080.7%$100$100$400$43.088-1.376-0.9537131.1%3.242.24-35.0%-8.8%
HOOD Bull Put Jul 24, 26 3080.6%$74$74$426-$231.650-1.795-0.357670.9%4.610.92-3.4%-0.6%
ORCL Bull Put Jul 24, 26 3069.2%$69$69$431-$851.483-2.0670.238454.2%6.220.72-102.9%-16.5%
NVDA Bear Call Jul 24, 26 3089.6%$70$70$430$181.450-2.521-0.119236.5%12.160.5839.3%—
UBER Bear Call Jul 24, 26 3075.4%$68$68$432-$551.347-2.524-1.967036.2%0.690.53-15.4%-2.4%
MSFT Bear Call Jul 24, 26 3085.1%$62$62$438-$121.214-2.6060.238434.1%5.090.4715.3%—
NFLX Bear Call Jul 24, 26 3090.0%$57$57$443$70.989-1.419-0.774950.4%1.280.7050.9%—
TOTAL / AVG —71.2% avg$1098$1098$6902-$120924.713-28.792-8.285056.5% avg2.9814.20-1473.8%-13.8%
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.