IndustrialGamma
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Strategy Builder

Execution workspace: preset structures, leg editor, live P&L math and the full options chain. No forecasts here — directional calls live in AI Analysis.

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Active SignalsSPXsingle source · all gamma signals

POSITIVE GAMMA REGIME
Mean-reverting · low volatility expected

Layer 2 · Probability of success

A machine-learning model trained on the real SPX price history and live implied volatility scores this exact structure, and can re-shape it towards the highest-probability setup it found.

Layer 3 · Regime & probability engine

Sends the live gamma snapshot of SPX to the Layer 3 engine — a transformer that reads the whole strike sequence with attention, trained on ten years of real history for SPY, QQQ, NVDA, the S&P 500, IWM and AAPL.

Auto-fit · liveSpot 6,807.2 (fallback)IV 12.0% (catalogue)CW 6,850 · PW 6,675 · MAG 6,825 (live)Lots 1 — SELL at Call Wall · 3/3 strength → 3 lotswaiting for live levels…
Calculating for SPX @ $6807.20awaiting live price
Last update: —Data age: no data yetSPX $6807.20Updating…Stale data
Underlying
SPX S&P 500 Index
$6411.95▼ 5.58% · 260dSim
RSI 66MACD -10.84%B 124VWAP $6301.02EMA8 $6340.29EMA21 $6333.63SMA200 $6765.96REL VOL 0.52x
TTM Squeeze (BB 20,2 vs KC 20,1.5)
Auto Support & Resistance · 20-bar pivotsPivot $6357.45
R2$6535.56+1.9%0% · 0x
R1$6473.76+1.0%0% · 0x
PIVOT$6357.45-0.8%62% · 3x
S1$6295.65-1.8%100% · 17x
S2$6179.34-3.6%0% · 0x

Strength weighs how often price reacted at the level inside the lookback window, scaled by relative volume and recency.

Volume Profile (per price level)
POC $6933.48VAH $7134.48VAL $6643.15

Amber = POC (dominant level) · blue = 70% value area · amber outline = high-volume node ≥1.8x the average level.

RSI (14)
MACD (12,26,9)

Full technical terminal: Bollinger, VWAP, EMA ribbon, TTM Squeeze, auto support & resistance and volume profile.

Builder usage

Visits, strategy picks, session time and simulator conversions from this device (also sent to analytics).

Visits
0
Avg session
0s
Sent to simulator
0
Conversion rate
0%

Risk plan & execution

Every leg below is handed to the simulator as a real position with an entry price, a stop-loss, a take-profit and live P&L.

Trade these legs in the Simulator
PositionEntryMarkStopTargetOpen P&L
SHORT 1x 6465 PUT 30d$11.33$5.21$17.00$5.67+$612
LONG 1x 6125 PUT 30d$1.19$0.04$0.59$1.78-$115
SHORT 1x 7150 CALL 30d$6.92$10.44$10.38$3.46-$352
LONG 1x 7490 CALL 30d$0.05$0.29$0.03$0.08+$24
Net credit $1701 · portfolio stop $851 · portfolio target $851
sell put 6465Bid $11.25Ask $11.41Last $11.33IV 12.0%
buy put 6125Bid $1.17Ask $1.21Last $1.19IV 12.0%
sell call 7150Bid $6.86Ask $6.98Last $6.92IV 12.0%
buy call 7490Bid $0.03Ask $0.07Last $0.05IV 12.0%
SideTypeStrikeQtyDTE
Probability & Risk
Greeks calculated @ $6807.20 (awaiting live price)
Δ -4.1
Γ -0.11
Θ 105.93
V -513.48
POP
88%
R:R (reward per $1 risked)
0.05:1
Max Profit
$1701
Max Loss
$32299

Profit / Loss Profile

Solid: expiration · Cyan: Day 0 · Dashed: decay
1x

  • Profit > 0
  • Loss < 0
  • Breakeven
  • Spot
  • Today
Time Decay Projection
Day 7 Day 14 Day 0
Day 0 / 30
Scenario Simulation
Scenario spot $6807.20P/L +$169
Greeks vs Underlying (updates as you move strikes)
Δ Delta-4.07
Γ Gamma-0.11
Θ Theta105.93
V Vega-513.48

⚠️ Showing cached data — the live feed is reconnecting. No live price has been received yet.

Max Profit
$1701
Max Loss
-$32299
Net Debit/Credit
+$1701
Breakevens
$6447.99 / $7167.01

Options Chain · SPX

Sim
Modeled chainChain updated: —Stale — reconnectingUpdating…
Loading options chain

Compare strategies

· SPX · 30 DTE · same IV

Bull Call Spread

bullish

Buy 6805C, Sell 7150C

Defined riskBest R:R
Max profit
$24427
Max loss
$10073
R:R
2.42 : 1
POP
67%
Net debit/credit
-$10073
Breakevens
$6905.73
$0$20k$6000$7000$8000$6807.20

Iron Condor

neutral

Sell 6465P, Buy 6125P, Sell 7150C, Buy 7490C

Defined risk
Max profit
$1701
Max loss
$32299
R:R
0.05 : 1
POP
87%
Net debit/credit
+$1701
Breakevens
$6449.06 / $7165.6
-$20k$0$6000$7000$8000$6807.20

DoE Optimizer

Taguchi DoE picks the experiments, ANOVA validates them: F-test, p-value, η² and R² across strike distance, DTE, IV rank, delta and gamma regime.

How these numbers are calculated

Reward-to-risk (R:R)

We price every leg with Black-Scholes, build the expiration payoff across a price range wide enough to contain all your strikes, then take max profit ÷ max loss from that curve. A value of 2.00:1 means the best case pays twice the worst case. Both sides are per-position dollars (premium × 100 × contracts), so R:R already accounts for quantity. Below $1 of risk or reward the ratio is meaningless and we show “—”.

“Uncapped risk”

A payoff is uncapped only when the curve is still sloping at the edge of the simulated range — the loss (or profit) keeps growing with the underlying, as with a short naked call or a long stock-like leg. If the curve flattens out at the edge, the extreme value is the maximum, so the position is labelled defined risk even though the worst number sits at the boundary of the chart.

Why the Iron Condor is now defined

Previously we flagged any strategy whose worst value landed on the first or last sampled price as “Uncapped”. An Iron Condor plateaus there, so it was mislabelled. We now measure the slope at both edges: flat (under $1 of P&L per $1 of underlying) means the long wings have already absorbed the move, so max loss = wing width − net credit. Verticals and butterflies were fixed by the same change.