Portfolio Analysis — live-active-by-symbol-2026-06-23_14-06

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, 26Jul 31, 26Total
NBIS3.896 3.896
NVDA1.8091.330 3.139
FCX2.134 2.134
CRWV1.912 1.912
IONQ1.894 1.894
IBM1.848 1.848
ASTS1.788 1.788
CSCO1.693 1.693
GOOGL1.689 1.689
HOOD1.686 1.686
UBER1.515 1.515
MSFT1.479 1.479
NOW1.083 1.083
AAPL1.037 1.037
MRVL0.975 0.975
ORCL0.918 0.918
AMZN-3.330 -3.330
TOTAL-1.52112.14710.8243.907 25.357

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, 26Jul 31, 26Total
FCX15.310 15.310
NOW13.820 13.820
AMZN11.706 11.706
CSCO11.384 11.384
ASTS10.582 10.582
IONQ7.406 7.406
NVDA10.405-3.044 7.361
ORCL7.298 7.298
IBM6.311 6.311
HOOD6.230 6.230
GOOGL5.206 5.206
AAPL4.512 4.512
NBIS1.888 1.888
MRVL1.054 1.054
MSFT-2.518 -2.518
CRWV-5.375 -5.375
UBER-14.752 -14.752
TOTAL22.11157.238-4.89812.972 87.423

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, 26Jul 31, 26Total
UBER-2.205 -2.205
FCX-1.431 -1.431
MRVL-0.954 -0.954
CSCO-0.834 -0.834
GOOGL-0.715 -0.715
IONQ-0.596 -0.596
HOOD-0.477 -0.477
IBM-0.477 -0.477
AAPL-0.238 -0.238
ASTS-0.238 -0.238
NOW-0.238 -0.238
NVDA0.000-0.119 -0.119
NBIS0.000 0.000
CRWV0.238 0.238
MSFT0.477 0.477
ORCL0.477 0.477
AMZN0.954 0.954
TOTAL0.954-3.695-1.848-1.788 -6.378

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, 26Jul 31, 26Total
NVDA-2.330-2.228 -4.558
AAPL-4.033 -4.033
GOOGL-3.418 -3.418
MSFT-2.856 -2.856
CSCO-2.785 -2.785
UBER-2.752 -2.752
IBM-2.175 -2.175
FCX-2.127 -2.127
HOOD-1.817 -1.817
IONQ-1.567 -1.567
NBIS-1.542 -1.542
ORCL-1.398 -1.398
MRVL-1.146 -1.146
NOW-1.135 -1.135
CRWV-1.044 -1.044
ASTS-0.859 -0.859
AMZN2.784 2.784
TOTAL0.454-13.544-12.593-6.746 -32.429

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 11.160
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 8.018
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 7.500
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 4.543
AAPL Jul 31, 26 AAPL Jul 31st 270/275 Bull Put Spread 4.351
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 3.876
HOOD Jul 24, 26 HOOD Jul 24th 84/89 Bull Put Spread 3.536
IONQ Jul 31, 26 IONQ Jul 31st 40/45 Bull Put Spread 3.178
MSFT Jul 24, 26 MSFT Jul 24th 415/420 Bear Call Spread 3.101
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 2.362
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 2.028
ORCL Jul 24, 26 ORCL Jul 24th 155/160 Bull Put Spread 1.925
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.492
MRVL Jul 31, 26 MRVL Jul 31st 195/200 Bull Put Spread 1.022
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 0.687
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread -3.492
NBIS Jul 24, 26 NBIS Jul 24th 200/205 Bull Put Spread —
NVDA Jul 10, 26 NVDA Jul 10th 190/195 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 2.527
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 2.082
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 1.830
IONQ Jul 31, 26 IONQ Jul 31st 40/45 Bull Put Spread 1.209
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.004
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 0.954
HOOD Jul 24, 26 HOOD Jul 24th 84/89 Bull Put Spread 0.928
MRVL Jul 31, 26 MRVL Jul 31st 195/200 Bull Put Spread 0.851
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 0.850
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.776
ORCL Jul 24, 26 ORCL Jul 24th 155/160 Bull Put Spread 0.656
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.608
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 0.597
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 0.551
MSFT Jul 24, 26 MSFT Jul 24th 415/420 Bear Call Spread 0.518
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 0.494
AAPL Jul 31, 26 AAPL Jul 31st 270/275 Bull Put Spread 0.257
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread -1.196

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 1663.4%$60$60$440-$1231.809-2.3300.000038.2%—0.78-140.0%-19.1%
AMZN Bull Put Jul 10, 26 1627.2%$60$60$440-$304-3.3302.7840.953731.8%-3.49-1.20-450.0%-61.4%
FCX Bull Put Jul 17, 26 2372.2%$80$80$420-$592.134-2.127-1.430556.9%1.491.00-31.9%-6.1%
CRWV Bear Call Jul 17, 26 2378.5%$54$54$446-$531.912-1.0440.238486.7%8.021.83-57.4%-7.0%
IBM Bull Put Jul 17, 26 2364.6%$67$67$433-$1101.848-2.175-0.476843.3%3.880.85-161.2%-24.9%
ASTS Bull Put Jul 17, 26 2357.9%$76$76$424-$1341.788-0.859-0.238499.0%7.502.08-186.2%-33.4%
CSCO Bull Put Jul 17, 26 2372.9%$74$74$426-$621.693-2.785-0.834539.7%2.030.61-33.8%-5.9%
GOOGL Bull Put Jul 17, 26 2372.3%$70$70$430-$691.689-3.418-0.715332.0%2.360.49-53.6%-8.7%
NOW Bull Put Jul 17, 26 2354.3%$57$57$443-$1721.083-1.135-0.238457.0%4.540.95-259.6%-33.4%
NBIS Bull Put Jul 24, 26 3078.7%$100$100$400-$63.896-1.5420.0000127.2%—2.53-77.5%-19.4%
HOOD Bull Put Jul 24, 26 3078.9%$74$74$426-$321.686-1.817-0.476870.8%3.540.93-22.3%-3.9%
UBER Bear Call Jul 24, 26 3080.5%$68$68$432-$291.515-2.752-2.205435.0%0.690.554.4%—
MSFT Bear Call Jul 24, 26 3087.5%$62$62$438-$01.479-2.8560.476833.5%3.100.5214.5%—
NVDA Bear Call Jul 24, 26 3092.2%$70$70$430$311.330-2.228-0.119238.4%11.160.6049.3%—
ORCL Bull Put Jul 24, 26 3059.3%$69$69$431-$1350.918-1.3980.476854.3%1.920.66-175.4%-28.1%
IONQ Bull Put Jul 31, 26 3781.1%$99$99$401$41.894-1.567-0.596098.2%3.181.213.0%—
AAPL Bull Put Jul 31, 26 3777.4%$66$66$434-$471.037-4.033-0.238427.8%4.350.26-13.6%-2.1%
MRVL Bull Put Jul 31, 26 3784.6%$72$72$428-$50.975-1.146-0.9537103.8%1.020.8527.1%—
TOTAL / AVG —71.3% avg$1278$1278$7722-$130425.357-32.429-6.377759.6% avg3.9815.50-1564.1%-13.3%
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.