Portfolio Analysis — live-active-by-symbol-2026-06-24_08-38

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
NVDA2.1811.322 3.503
NBIS2.374 2.374
IBM2.275 2.275
MSFT2.121 2.121
CSCO2.017 2.017
IONQ1.986 1.986
FCX1.969 1.969
CRWV1.966 1.966
HOOD1.958 1.958
UBER1.942 1.942
GOOGL1.888 1.888
MRVL1.556 1.556
AAPL1.143 1.143
ASTS1.006 1.006
NOW0.849 0.849
ORCL0.478 0.478
AMZN-1.694 -1.694
TOTAL0.48711.97010.1944.685 27.336

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
FCX17.934 17.934
NOW14.298 14.298
AMZN12.145 12.145
ASTS11.265 11.265
CSCO10.691 10.691
IONQ9.456 9.456
HOOD7.969 7.969
NVDA10.855-2.978 7.877
ORCL7.668 7.668
IBM6.981 6.981
GOOGL4.455 4.455
AAPL4.354 4.354
NBIS1.783 1.783
MRVL1.364 1.364
MSFT-2.964 -2.964
CRWV-4.864 -4.864
UBER-20.429 -20.429
TOTAL23.00060.759-8.95115.174 89.982

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
FCX-1.609 -1.609
UBER-1.550 -1.550
CSCO-0.834 -0.834
NVDA-0.477-0.238 -0.715
IONQ-0.358 -0.358
GOOGL-0.238 -0.238
HOOD-0.238 -0.238
CRWV-0.119 -0.119
AAPL0.000 0.000
IBM0.000 0.000
MRVL0.000 0.000
ORCL0.000 0.000
ASTS0.477 0.477
MSFT0.477 0.477
NOW0.477 0.477
AMZN0.954 0.954
NBIS1.907 1.907
TOTAL0.477-1.8480.358-0.358 -1.371

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-2.612-2.217 -4.829
AAPL-3.977 -3.977
GOOGL-3.490 -3.490
MSFT-3.344 -3.344
UBER-2.849 -2.849
CSCO-2.781 -2.781
IBM-1.988 -1.988
FCX-1.874 -1.874
HOOD-1.817 -1.817
IONQ-1.586 -1.586
MRVL-1.405 -1.405
NBIS-1.202 -1.202
CRWV-1.073 -1.073
NOW-0.847 -0.847
ORCL-0.727 -0.727
ASTS-0.480 -0.480
AMZN1.433 1.433
TOTAL-1.178-12.532-12.156-6.968 -32.835

Theta / |Gamma| Quality

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

SymbolExpiryPositionΘ / |Γ|
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 16.488
HOOD Jul 24, 26 HOOD Jul 24th 84/89 Bull Put Spread 8.210
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 7.920
IONQ Jul 31, 26 IONQ Jul 31st 40/45 Bull Put Spread 5.553
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 5.546
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 4.573
MSFT Jul 24, 26 MSFT Jul 24th 415/420 Bear Call Spread 4.447
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 2.417
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 2.110
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 1.781
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 1.253
NBIS Jul 24, 26 NBIS Jul 24th 200/205 Bull Put Spread 1.244
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.223
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread -1.776
AAPL Jul 31, 26 AAPL Jul 31st 270/275 Bull Put Spread —
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread —
MRVL Jul 31, 26 MRVL Jul 31st 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|
ASTS Jul 17, 26 ASTS Jul 17th 65/70 Bull Put Spread 2.098
NBIS Jul 24, 26 NBIS Jul 24th 200/205 Bull Put Spread 1.975
CRWV Jul 17, 26 CRWV Jul 17th 125/130 Bear Call Spread 1.832
IONQ Jul 31, 26 IONQ Jul 31st 40/45 Bull Put Spread 1.252
IBM Jul 17, 26 IBM Jul 17th 250/255 Bull Put Spread 1.145
MRVL Jul 31, 26 MRVL Jul 31st 195/200 Bull Put Spread 1.107
HOOD Jul 24, 26 HOOD Jul 24th 84/89 Bull Put Spread 1.077
FCX Jul 17, 26 FCX Jul 17th 55/60 Bull Put Spread 1.050
NOW Jul 17, 26 NOW Jul 17th 90/95 Bull Put Spread 1.003
NVDA Jul 10, 26 NVDA Jul 10th 190/195 Bull Put Spread 0.835
CSCO Jul 17, 26 CSCO Jul 17th 110/115 Bull Put Spread 0.725
UBER Jul 24, 26 UBER Jul 24th 75/80 Bear Call Spread 0.681
ORCL Jul 24, 26 ORCL Jul 24th 155/160 Bull Put Spread 0.658
MSFT Jul 24, 26 MSFT Jul 24th 415/420 Bear Call Spread 0.634
NVDA Jul 24, 26 NVDA Jul 24th 230/235 Bear Call Spread 0.596
GOOGL Jul 17, 26 GOOGL Jul 17th 325/330 Bull Put Spread 0.541
AAPL Jul 31, 26 AAPL Jul 31st 270/275 Bull Put Spread 0.287
AMZN Jul 10, 26 AMZN Jul 10th 240/245 Bull Put Spread -1.182

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 1565.3%$60$60$440-$1142.181-2.612-0.476836.5%4.570.83-128.3%-17.5%
AMZN Bull Put Jul 10, 26 1534.6%$60$60$440-$267-1.6941.4330.953731.8%-1.78-1.18-408.3%-55.7%
IBM Bull Put Jul 17, 26 2261.5%$67$67$433-$1262.275-1.9880.000043.0%—1.14-220.9%-34.2%
CSCO Bull Put Jul 17, 26 2276.3%$74$74$426-$452.017-2.781-0.834541.9%2.420.73-31.1%-5.4%
FCX Bull Put Jul 17, 26 2265.8%$80$80$420-$911.969-1.874-1.609358.2%1.221.05-71.3%-13.6%
CRWV Bear Call Jul 17, 26 2280.2%$54$54$446-$451.966-1.073-0.119286.0%16.491.83-25.9%-3.1%
GOOGL Bull Put Jul 17, 26 2277.7%$70$70$430-$421.888-3.490-0.238432.7%7.920.54-22.9%-3.7%
ASTS Bull Put Jul 17, 26 2250.4%$76$76$424-$1721.006-0.4800.4768100.5%2.112.10-232.2%-41.6%
NOW Bull Put Jul 17, 26 2250.9%$57$57$443-$1890.849-0.8470.476857.7%1.781.00-294.7%-37.9%
NBIS Bull Put Jul 24, 26 2975.7%$100$100$400-$212.374-1.2021.9073126.0%1.241.97-42.5%-10.6%
MSFT Bear Call Jul 24, 26 2987.5%$62$62$438-$12.121-3.3440.476834.4%4.450.63-10.5%-1.5%
HOOD Bull Put Jul 24, 26 2972.0%$74$74$426-$661.958-1.817-0.238471.3%8.211.08-77.7%-13.5%
UBER Bear Call Jul 24, 26 2968.3%$68$68$432-$901.942-2.849-1.549735.3%1.250.68-68.4%-10.8%
NVDA Bear Call Jul 24, 26 2990.6%$70$70$430$231.322-2.217-0.238437.5%5.550.6052.9%—
ORCL Bull Put Jul 24, 26 2951.6%$69$69$431-$1730.478-0.7270.000056.3%—0.66-240.6%-38.5%
IONQ Bull Put Jul 31, 26 3675.8%$99$99$401-$221.986-1.586-0.357696.2%5.551.25-27.3%-6.7%
MRVL Bull Put Jul 31, 26 3684.0%$72$72$428-$81.556-1.4050.000099.6%—1.11-4.2%-0.7%
AAPL Bull Put Jul 31, 26 3679.7%$66$66$434-$351.143-3.9770.000028.8%—0.29-13.6%-2.1%
TOTAL / AVG —69.3% avg$1278$1278$7722-$148227.336-32.835-1.370959.7% avg19.9416.32-1867.5%-16.1%
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.