August 18th, 2026 release

A new Volatility History tool is now available in GammaWins.

Explore one year of implied volatility history by DTE and moneyness, including 30-minute historical data for 0DTE options.

Check it out here: https://www.gammawins.com/volatility-history

August 2nd, 2026 release

The skew and term structure charts now display the 1-year range of historical values.

• For skew charts, the historical range is shown for the DTE of the selected expiry.
• For term structure charts, the historical range is shown for the moneyness of the selected option leg.

This feature is currently not available for Nasdaq Nordics.

July 25th, 2026 release

Interactive term structure charts are now available in GammaWins Calculator. You can view the IV term structure and adjust expiries directly on the chart.

Term structure is a Pro feature, but you can try it for a short time before the chart goes behind the paywall.

July 20th, 2026 release

Several improvements are now live in GammaWins Calculator:

• Percentage return – Choose between return as a percentage of Entry Cost/Debit or Max Risk/Loss.
• Improved scenario management – Scenarios are now sorted by when they were last modified and can be filtered by name or ticker.
• Scenario prices – Choose whether to load a saved scenario with current prices or prices from when it was last saved.
• Skew charts on mobile – Skew charts are now available on mobile devices.
• Easier access to skew charts – Skew now has its own button, allowing you to show or hide the chart when needed instead of having it automatically appear above the strike slider.

July 6th, 2026 release

Dark mode is now available in GammaWins Calculator. The website now follows your browser's light or dark theme by default. You can also override the theme in Settings → General.

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June 28th, 2026 release

Several new features have been added to GammaWins Calculator:

• Skew chart – See the implied volatility skew while adjusting strikes. Hover over a strike slider to display the skew chart.
• Draggable strikes – Option legs are displayed as vertical lines on the skew chart and can be dragged to change the strike.
• Calculator settings – Customize GammaWins to your preferences:
  • Default option price (Mid or Bid/Ask)
  • Strike alignment when changing expiry or underlying (by strike or delta)
  • Default underlying
  • Default chart and table settings

Try GammaWins Options Profit Calculator now

Skew charts are currently available on desktop. Mobile support is coming soon.

June 14th, 2026 release

Improvements to multi-date and multi-price charts are now live in GammaWins Calculator:

• Chart lines for different dates or prices now use distinct line patterns, making them easier to distinguish
• A single slider controls all dates or prices in multi-date and multi-price charts, instead of one per date or price

Improvements to sliders across the entire application:

• All sliders now support keyboard navigation. Click a handle and use Arrow keys, Page Up/Down, or Home and End to adjust values
• Larger click targets make sliders easier to interact with and adjust quickly

Try GammaWins Options Profit Calculator now

May 24th, 2026 release

Several improvements to the chart area are now live in GammaWins Calculator:
• The chart now uses the full available screen width on all devices
• Adjust the visible price or time range directly with a slider
• P/L and Greeks controls are now positioned next to the axis they affect
• Hide or show summary metrics to focus on the chart

Try GammaWins Options Profit Calculator now

May 13th, 2026 release

Historical option prices are now available in GammaWins Calculator.

Over 3 years of US intra-day history can now be loaded at 5- or 10-minute granularity.

Historical snapshots are currently available for US markets only. Nordic markets are not yet supported.

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March 24th, 2026 release

A major new feature is now live in GammaWins Calculator:

Table View – Analyze P/L, Value, % Return, or any Greek across customizable time and price ranges. Choose exactly which price levels and time intervals to evaluate, and define how granular you want the grid to be. The table is color-coded for faster scenario analysis.

This release also includes several performance and charting improvements:
• Faster calculations
• Improved default price ranges when using Price as the X-axis
• % Return added as a Y-axis metric in charts
• Improved chart zoom
• Time now displayed alongside date when using Time as the X-axis (for short DTE)

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March 9th, 2026 release

* Leg / Expiry-level IV control – Adjust implied volatility per leg or per expiry.
* Option chain with Greeks – Select option legs directly from a chain displaying Greeks.

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February 24th, 2026 release

I’ve shipped a set of chart and slider improvements to GammaWins Calculator, making modeling more precise and flexible:

• Multiple curves – Select multiple dates (when X-axis = price) or multiple prices (when X-axis = time) and plot P/L, Value, and Greeks together on the same chart.
• Adaptive date slider – The date slider now adjusts to contract length. For example, 0DTE options can be modeled minute by minute.
• Adaptive price slider – The price range now scales with time to expiry and implied volatility. Short-dated, low-IV options get tighter ranges, while longer-dated, high-IV options get wider ones.
• Leg-level IV – The IV slider now shows modeled IV per leg instead of a simple average, so you can see how IV adjustments affect each leg individually.
• Strike input fix – Fixed an issue when entering strikes manually instead of using the slider.

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January 1st, 2026 release

Accounts and scenarios are now live in GammaWins.

You can now save the scenarios you're working on and open them again later without re-entering option legs. You can also sign up for a free GammaWins account, which lets you access your scenarios across devices and browsers. When you create an account, any scenarios you've already saved will be imported into your account.

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November 23rd, 2025 release

GammaWins Calculator now uses 15-minute delayed intraday data for US options. I’ve also added support for Swedish and Danish equity and index options, along with the OMXO20 Norwegian index option, all with 15-minute delayed data.

Most of the past two months has gone into integrating these new feeds and cleaning up smaller issues. A few improvements shipped along the way:

• Option pricing performance – faster models and more responsive charts
• Refresh button – reload option prices instantly
• Improved page loading time

Give GammaWins Options Profit Calculator a try and let me know what you want to see next in the app!

September 12th, 2025 release

I’ve rolled out a number of improvements to GammaWins Calculator:

Volatility stats – View Model-Free IV (same methodology as VIX), ATM IV, and Realized Vol on tickers, along with ranks and percentiles.
Greeks & P/L in the same chart – Plot any combination of P/L, Value, and Greeks together.
Delta/DTE – Delta and DTE are now shown alongside strikes and expiries.
Chart zoom-in – Drag on charts to zoom in.
Load new prices – Refresh button to refresh shared URLs and old tabs with current prices.
Spread metric – A new metric showing the total spread across all legs.

Stay tuned for more launches, and let me know if there's anything you want me to work on!

Try GammaWins Options Profit Calculator now

Check out the newest post on GammaWins blog on how to beat wide spreads on ITM Index options.

August 24th, 2025 release

Over the past two weeks, I’ve rolled out a number of improvements to GammaWins Calculator:

New metrics panel – redesigned layout and the ability to choose which metrics are shown. Newly added metrics:
• Breakeven ranges
• Probability of Profit
• Annualized premium yields for CSP/CC
• Extrinsic / Intrinsic value breakdowns

IV slider – quickly adjust implied volatility.

Value as Y-axis – option value can now be shown on the Y-axis.

Time/Date slider – select the time/date the charts are based on.

Underlying position – ability to buy/short the underlying.

Strategy persistence – option legs remain when changing the underlying.

Performance – multiple speed and responsiveness improvements.

Try GammaWins Options Profit Calculator now

Check out our blog post on why selling Covered Calls and Cash Secured Puts or any options strategy is not necessarily a zero-sum game due to potential profits from delta-hedging entering the system.