GammaWins Calculator – Complete Feature Overview
Market data and coverage
- US equity and index options (full OPRA coverage)
- Nasdaq Nordics options
- 15-minute delayed market data on all supported markets
- Market bid, mid, and ask prices for all option legs
- Manual price overrides for custom pricing assumptions
Volatility and underlying indicators
- 30-day realized volatility (RV)
- At-the-money implied volatility (ATM IV)
- Model-free implied volatility
- IV and RV rank and percentile for the selected underlying
Strategy construction and modeling
- Presets for 30 common option strategies
- Fully custom strategies with any number of legs and expiries
- Fast iteration on strikes, expiries, and position sizes
- Strike selection with delta displayed alongside strike price
- Ability to select strikes by delta or absolute price
- Per-leg hide/show controls to isolate or exclude legs
Scenarios and workflow
- Save and reopen strategy scenarios without re-entering legs
- Browser-local scenario storage without an account
- Account-based scenario storage with cross-device access
- One-time migration of browser-saved scenarios after signup
- Scenarios load with current market prices when available
Sharing and collaboration
- Share the full calculator workspace with a single link
- Shared links preserve legs, prices, and chart configuration
- Local price refresh when viewing shared strategies
- Shared links remain immutable snapshots
Strategy-level metrics
- Entry credit/debit, max profit/loss, return on risk, breakevens, spread, probability of profit
- Net Greeks (delta, gamma, theta, vega, rho)
- Option premium, intrinsic and extrinsic value, annualized premium yield, CAGR
Charts and visual analysis
- P/L or value and Greeks vs underlying price at a selected date
- P/L or value and Greeks vs time at a fixed underlying price
- Toggle between P/L and strategy value views
- Overlay any combination of Greeks on charts
- Date and price sliders for scenario exploration
- Drag-and-drop zooming for focused analysis
Volatility sensitivity analysis
- Adjust implied volatility assumptions using an IV slider
- Analyze payoff, value, and Greeks under different IV levels
