Bull Call Spread
bullish
Buy 190C, Sell 200C
Defined riskBest R:R
- Max profit
- $572
- Max loss
- $428
- R:R
- 1.34 : 1
- POP
- 60%
- Net debit/credit
- -$428
- Breakevens
- $194.28
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.
Active SignalsNVDAsingle 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 NVDA 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 NVDA 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 190.01 (fallback)IV 42.0% (catalogue)CW 195 · PW 185 · MAG 192.5 (live)Lots 1 — HOLD at Magnet · 1/3 strength → 1 lotwaiting for live levels…
Calculating for NVDA @ $190.01awaiting live price
Last update: —Data age: no data yetNVDA $190.01Updating…Stale data
Underlying
NVDA NVIDIA Corp.
$121.90▼ 38.07% · 260dSim
RSI 37MACD -1.93%B 26VWAP $125.53EMA8 $123.94EMA21 $125.86SMA200 $142.93REL VOL 0.73x
TTM Squeeze (BB 20,2 vs KC 20,1.5)
Auto Support & Resistance · 20-bar pivotsPivot $123.85
R2$136.31+11.8%0% · 0x
R1$129.10+5.9%100% · 7x
PIVOT$123.85+1.6%79% · 3x
S1$116.64-4.3%0% · 0x
S2$111.39-8.6%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 $141.06VAH $163.54VAL $118.59
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.
| Position | Entry | Mark | Stop | Target | Open P&L |
|---|---|---|---|---|---|
| LONG 1x 190 CALL 30d | $9.47 | $9.47 | $4.74 | $14.21 | +$0 |
| SHORT 1x 200 CALL 30d | $5.19 | $5.44 | $7.79 | $2.60 | -$25 |
Net debit $428 · portfolio stop $214 · portfolio target $214
buy call 190Bid $9.40Ask $9.54Last $9.47IV 42.0%
sell call 200Bid $5.14Ask $5.24Last $5.19IV 42.0%
SideTypeStrikeQtyDTE
Probability & Risk
Greeks calculated @ $190.01 (awaiting live price)Δ 16.7
Γ 0.09
Θ -1.11
V 1.09
POP
60%
R:R (reward per $1 risked)
1.34:1
Max Profit
$572
Max Loss
$428
Profit / Loss Profile
Solid: expiration · Cyan: Day 0 · Dashed: decay1x
- Profit > 0
- Loss < 0
- Breakeven
- Spot
- Today
Time Decay Projection
Day 7 Day 14 Day 0
Day 0 / 30
Scenario Simulation
Scenario spot $190.01P/L -$25
Greeks vs Underlying (updates as you move strikes)
Δ Delta16.74
Γ Gamma0.09
Θ Theta-1.11
V Vega1.09
⚠️ Showing cached data — the live feed is reconnecting. No live price has been received yet.
Max Profit
$572
Max Loss
-$428
Net Debit/Credit
-$428
Breakevens
$194.28
Options Chain · NVDA
SimModeled chainChain updated: —Stale — reconnectingUpdating…
Loading options chain
NVDA Option Chain
Underlying $190.01Quotes as of — Call ITM Put ITM
| Calls | Strike | Puts | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IV% | Last | Net Chg | Bid | Ask | Volume | Open Int | Strike | Bid | Ask | Last | Net Chg | Volume | Open Int | IV% |
| 42.7 | 21.02 | +0.88 | 20.90 | 21.13 | 423 | 2,262 | 177.50 | 0.01 | 0.17 | 0.09 | -0.00 | 2,334 | 5,139 | 42.8 |
| 42.5 | 18.41 | +0.73 | 18.31 | 18.51 | 1,680 | 5,125 | 180 | 0.01 | 0.15 | 0.08 | -0.00 | 1,916 | 11,120 | 42.6 |
| 42.4 | 15.80 | +0.59 | 15.68 | 15.93 | 2,859 | 1,299 | 182.50 | 0.66 | 0.91 | 0.79 | -0.02 | 1,138 | 1,219 | 42.5 |
| 42.3 | 13.20 | +0.46 | 13.07 | 13.33 | 983 | 10,659 | 185 | 3.05 | 3.31 | 3.18 | -0.08 | 2,323 | 10,636 | 42.3 |
| 42.1 | 10.60 | +0.34 | 10.52 | 10.68 | 2,687 | 1,589 | 187.50 | 5.50 | 5.66 | 5.58 | -0.15 | 2,636 | 6,914 | 42.2 |
| 42.0 | 7.99 | +0.24 | 7.90 | 8.08 | 2,233 | 8,429 | 190 ◂ATM | 7.88 | 8.06 | 7.97 | -0.24 | 2,335 | 6,079 | 42.0 |
| 42.1 | 5.60 | +0.15 | 5.41 | 5.78 | 2,257 | 10,842 | 192.50 | 10.39 | 10.76 | 10.57 | -0.34 | 1,636 | 11,871 | 42.2 |
| 42.3 | 3.20 | +0.08 | 3.04 | 3.36 | 1,349 | 14,283 | 195 | 13.02 | 13.34 | 13.18 | -0.46 | 1,895 | 2,750 | 42.3 |
| 42.4 | 0.80 | +0.02 | 0.65 | 0.96 | 1,282 | 7,572 | 197.50 | 15.63 | 15.94 | 15.79 | -0.59 | 409 | 11,773 | 42.5 |
| 42.5 | 0.11 | 0.00 | 0.01 | 0.20 | 1,388 | 3,467 | 200 | 18.24 | 18.54 | 18.39 | -0.73 | 683 | 9,314 | 42.6 |
| 42.7 | 0.13 | 0.00 | 0.01 | 0.25 | 980 | 895 | 202.50 | 20.80 | 21.19 | 21.00 | -0.88 | 190 | 894 | 42.8 |
Compare strategies
· NVDA · 30 DTE · same IVIron Condor
neutral
Sell 181P, Buy 171P, Sell 200C, Buy 209C
Defined risk
- Max profit
- $497
- Max loss
- $503
- R:R
- 0.99 : 1
- POP
- 47%
- Net debit/credit
- +$497
- Breakevens
- $176.03 / $204.97
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.