Fast strategy construction and adjustment
Quickly iterate on option strategies by changing strikes, expiries, and position sizes, and evaluate how each adjustment shifts the strategy’s payoff profile.
Configurable payoff and Greeks charts
Switch between strategy PnL and value, and select the Greeks you want to plot, allowing you to analyze multiple dimensions of your options strategy within a single chart. You can also adjust implied volatility, valuation date, and underlying price to explore different scenarios.
Time-based payoff and theta visualization
Visualize theta decay and see how your strategy’s PnL and Greeks evolve continuously over time. Time-based charts help option sellers understand when profits are earned, how risk changes, and how strategies behave throughout their lifetime.
Save and revisit scenarios
Save scenarios you are analyzing and return to them later to continue your work. Scenarios can be stored locally in your browser without an account, or saved to the cloud with an account to access them across devices.
A broad and configurable set of strategy metrics
A wide range of strategy metrics goes beyond basic payoff views. Analyze max profit and loss, breakeven ranges, profit probability, Greeks, premium yields, and intrinsic and extrinsic value, and choose exactly which metrics to display to focus on what matters most for your analysis.
Find out more
Already using another options calculator, or want a deeper look at what GammaWins offers?