Portfolio Dashboard
SPX --
S&P 500 Index
Broad market benchmark tracking 500 large-cap U.S. stocks. Your portfolio's delta exposure references SPX.
Current Price --
Change (Today) --
VIX --
VIX - Fear Index
Market's expectation of 30-day volatility. Higher VIX = higher option premiums but more risk.
Current VIX --
Regime --
Change (Today) --
GEX RANK --
GEX RANK: --
What to do
Normal conditions for premium selling. Operate according to your usual plan.
Where you are
010255075100
EXTREME HIGH ELEVATED NORMAL SUPPRESSED
How it's calculated
We compare current GEX against the last 90 days. A rank of -- means GEX has been higher --% of the time.
Current GEX (1-90 DTE) --
Gamma Levels (SPX, all DTE incl. 0DTE)
Put Wall --
Gamma Flip --
Call Wall --
Current SPX --
Updated hourly | CBOE View details →
REGIME --
Market Regime
--
Market Score --
GEX Rank (35%) --
VIX (40%) --
VVR (25%) --
Position Sizing 100%
--
INCOME ---
Monthly Income Run-Rate
Combined options premium and dividend income generated by your portfolio each month.
Options (monthly avg) ---
Dividends (monthly) ---
Total Run-Rate ---
Yield on NLV ---
YTD Realized (options) ---
YTD Dividends ---
Win Rate (30d) ---
Next Dividend ---
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Dashboard

Portfolio Health i
Portfolio Health Score (0-100)

Composite metric measuring overall portfolio risk. Factors include:
Stress test losses (10%, 20%, 30% drawdowns)
Greek exposure (delta, gamma, vega concentration)
Hedge coverage and effectiveness
Position concentration and sector balance
DTE distribution and theta decay profile

85-100 Excellent  |  70-84 Strong  |  55-69 Fair
40-54 Weak  |  0-39 Fragile

Click to open Risk Manager
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7-Day Trend
Income Score i
Income Quality Score: -- (--)
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Portfolio Quadrant
HIGH INCOME LOW INCOME
GAMBLER
ARCHITECT
BLEEDER
SAVER
LOW HEALTH HIGH HEALTH
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Strategic Debt i
Strategic Debt — Accumulated portfolio pressure.

Health Score measures how fragile your portfolio is right now. Strategic Debt measures the weight carried into this moment.

Three components:
• Unrealized losses (positions currently red)
• Assignment exposure (dollar cost if all short ITM options assigned)
• Defensive roll costs (premiums paid on rolls in still-active chains)

Expressed as % of NLV. Complementary — not a substitute — to Health Score.
—
$0 0.0% NLV
CAPITAL EFFICIENCY
INCOME --%
θ Yield (RA) ---
θ Alpha ---
Avg TER ---
---
Income Capital
θ Yield (Risk-Adj) --
θ Alpha vs cash --
Avg TER --
Positions --
Dead Money --
Capital Deployed --
Annualized income from theta decay. θ Alpha shows excess return over risk-free rate. TER measures how much theta remains to capture.
→ Open Capital Intelligence for details
CAMPAIGNS --%
θ Yield ---
Cycles ---
Avg TER ---
---
Campaigns Capital
θ Yield --
Active Cycles --
Avg TER --
Positions --
Unrealized P&L --
Capital Deployed --
CC, PMCC and Wheel economic units. Each campaign tracks stock anchor + option overlay as one unit. θ Yield > 15% = on track.
→ Open Capital Intelligence for details
GROWTH --%
Ann. ROI ---
Momentum ---
Unreal. P&L ---
---
Growth Capital
Ann. ROI --
Momentum (30d) --
Unrealized P&L --
Positions --
Thesis Drift --
Capital Deployed --
Long equity and LEAPs held for appreciation. Momentum = 30-day price trend. Drift = positions moving against original thesis.
→ Open Capital Intelligence for details
PROTECTION --%
Effectiveness ---
Cost/day ---
Avg DTE ---
---
Protection Capital
Effectiveness --
Cost/Day --
Avg DTE --
Active Hedges --
Coverage at -20% --
Capital Allocated --
Active hedges protecting the portfolio. Effectiveness = how much of a -20% crash is offset. Avg DTE below 14 = hedges expiring soon, consider rolling.
RESERVES --%
Dry Powder ---
Yield ---
Opp. Cost ---
---
Cash Reserves
Dry Powder --
Cash Yield --
Opp. Cost --
Cash Value --
Deployable --
Yield Gap --
Opp. Cost = daily $ lost by not deploying idle cash at your target yield. Only counts deployable cash (BP target % of available funds). Dry Powder 10-20% is healthy. Below 5% = margin call risk.
→ Open Treasury for details
Net Liquidation Value
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Theta Efficiency
--
Poor Fair Good Excellent
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Income per unit of directional risk
Theta Efficiency (TDER)
Measures daily income (|θ|) per unit of directional risk (|βΔ|) across your income and campaign positions. Higher is better — you want maximum income with minimum exposure.
Short θ (income) ---
Long θ (cost) ---
Net θ ---
Directional exposure ---
TDER ---
---
Directional Bias
Strong Bear Bearish Neutral Bullish Strong Bull
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Directional Bias
P&L impact of a 1% SPX move as % of NLV. Uses fixed market thresholds — independent of your delta profile.
Impact (1% SPX) ---
Classification ---
Strong Bear < -1.0%
Bearish -1.0% to -0.35%
Neutral -0.35% to +0.35%
Bullish +0.35% to +1.0%
Strong Bull > +1.0%
Objective market measure — not affected by your delta profile settings.
Cognitive Bias Defense ⓘ
Cognitive Bias Defense System
Detects behavioral biases in real time (loss aversion, FOMO, revenge trading, anchoring, recency, overconfidence, etc.) by analyzing your trading patterns versus market context.
Active alerts --
Discipline score --
Friction tax --
Review active alerts before opening new positions to avoid acting on emotional patterns.
Delta % NLV
--
Target: -- | βΔ: --
Delta % NLV
Notional delta exposure as a percentage of your Net Liquidation Value.
Delta % NLV ---
Profile ---
Warning threshold ---
Critical threshold ---
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Income Engine
-- ---
--/day
Income Engine
Your portfolio's theta measures daily time-decay income as a percentage of NLV.
Theta % NLV ---
Daily Income ---
Status ---
--- threshold ---
--- threshold ---
--- threshold ---
BP Used
--
---
Gamma Align
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Portfolio vs Market
Hedge Ratio
--
Target: 70%+
Concentration
--
Max 50%
Concentration Risk
How much of your portfolio depends on a single underlying. High concentration amplifies single-name risk.
Top positions ---
HHI Score ---
Diversification ---
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Survival Score
Survival Score
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Worst-case loss --
Margin call at --
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--
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View details →
🧠 Discipline
Discipline Score
Measures how consistently you follow your trading plan and the system's signals — across three behaviors: avoiding divergence, reducing bias frequency, and honoring your own precommitment rules.
Divergence avoidance (40%) --
Bias frequency (30%) --
Precommitment (30%) --
7-day trend --
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Behavioral score
⚡ Friction Tax
Friction Tax
Estimated dollar cost of bias-driven decisions since last reset. Overtrading, panic-selling, and revenge trades all have a real price tag — this makes it visible so you can't ignore it.
Active bias events --
Highest severity --
Est. total cost $--
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$--
Est. bias cost
Greeks Loading...
Portfolio Greeks
How your portfolio responds to market changes.
Delta PnL per 1% SPX move
Gamma How fast delta accelerates
Theta Daily time decay income
Vega PnL when IV changes
Multiple violations compound risk. Review together, not in isolation.
Delta----
Gamma----
Theta----
Vega----
View details →
Correlation Risk --
ENB:--
ENB: Effective Number of Bets
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Positions held --
Independent bets --
Wasted diversification --
Higher ENB = more truly independent bets.
 DI:--
DI: Diversification Index
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Your DI --
Grade --
Target ≥70% (A)
100% = perfectly uncorrelated. Below 30% = positions move as one.
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