GammaWins Calculator
Web-based options strategy calculator to visualize P/L, Greeks and volatility, build multi-leg strategies, and test against historical market snapshots
A web-based options strategy calculator and analysis suite that helps traders visualize profit/loss, portfolio value and Greeks, model multi-leg strategies, and assess volatility and historical scenarios. It is for individual options traders ranging from newer retail traders to experienced traders and quants trading US and Nordic equity and index options. It is delivered as a SaaS tool usable in the browser without an account, with a free tier and optional account for saving and syncing scenarios, positioned as a customizable alternative to basic profit calculators.
Key features
- Visualize P/L, portfolio value and % return
- Plot Greeks alongside P/L charts
- Build multi-leg options strategies
- Adjust strikes, expiries and quantities
- Adjust IV globally, by expiry or contract
- Skew and term structure charts
- Compare current vs historical volatility
- Historical market snapshots for backtesting
- Multi-date and multi-price comparison on one chart
- Customizable default prices and chart settings
- Save, organize and share strategies via links
- No social media activity within the last 30 days
GTM channels
- Blog
ICP
- Consumers general
- Financial services firms
VendorGammaWins