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 SignalsQQQsingle 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 QQQ 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 QQQ 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 661.73 (fallback)IV 18.0% (catalogue)CW 665 · PW 660 · MAG 662.5 (live)Lots 1 — BUY at Put Wall · 3/3 strength → 3 lotswaiting for live levels…
Calculating for QQQ @ $661.73awaiting live price
Last update: —Data age: no data yetQQQ $661.73Updating…Stale data
Underlying
QQQ Invesco QQQ Trust
$775.61▲ 17.31% · 260dSim
RSI 30MACD -3.05%B -6VWAP $793.47EMA8 $784.52EMA21 $789.53SMA200 $762.55REL VOL 1.15x
TTM Squeeze (BB 20,2 vs KC 20,1.5)
Auto Support & Resistance · 20-bar pivotsPivot $786.10
R2$822.45+6.0%0% · 0x
R1$799.03+3.0%100% · 12x
PIVOT$786.10+1.4%100% · 7x
S1$762.68-1.7%0% · 0x
S2$749.75-3.3%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 $786.49VAH $802.94VAL $717.41

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
LONG 1x 660 CALL 30d$15.86$15.76$7.93$23.79-$10
SHORT 1x 695 CALL 30d$3.05$3.65$4.57$1.52-$60
Net debit $1281 · portfolio stop $641 · portfolio target $641
buy call 660Bid $15.75Ask $15.97Last $15.86IV 18.0%
sell call 695Bid $3.02Ask $3.08Last $3.05IV 18.0%
SideTypeStrikeQtyDTE
Probability & Risk
Greeks calculated @ $661.73 (awaiting live price)
Δ 36.2
Γ 0.34
Θ -9.48
V 22.26
POP
64%
R:R (reward per $1 risked)
1.73:1
Max Profit
$2219
Max Loss
$1281

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 $661.73P/L -$69
Greeks vs Underlying (updates as you move strikes)
Δ Delta36.21
Γ Gamma0.34
Θ Theta-9.48
V Vega22.26

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

Max Profit
$2219
Max Loss
-$1281
Net Debit/Credit
-$1281
Breakevens
$672.81

Options Chain · QQQ

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

Compare strategies

· QQQ · 30 DTE · same IV

Bull Call Spread

bullish

Buy 660C, Sell 695C

Defined riskBest R:R
Max profit
$2219
Max loss
$1281
R:R
1.73 : 1
POP
64%
Net debit/credit
-$1281
Breakevens
$672.81
$0$2.0k$500$600$700$800$661.73

Iron Condor

neutral

Sell 630P, Buy 595P, Sell 695C, Buy 730C

Defined risk
Max profit
$577
Max loss
$2923
R:R
0.20 : 1
POP
74%
Net debit/credit
+$577
Breakevens
$624.23 / $700.77
-$2.0k$0$500$600$700$800$661.73

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.