Options Visualizer
Interactive canvas diagrams explaining how dealer hedging, Greeks, and volatility
regimes interact to drive real price action.
regimes interact to drive real price action.
Scenario Pages
Gamma Scenarios
Long vs short gamma — how dealer hedging dampens or amplifies price moves
Delta Scenarios
Uniform dealer delta hedging — systematic buy/sell pressure from net delta exposure
IV Change Scenarios
IV expansion and crush — vega P&L impact on long and short premium positions
Vanna Scenarios
Price × IV direction combinations — non-linear dealer flow feedback loops
Charm Scenarios
Delta drift over time — OTM delta fades, ITM delta firms, ATM binary risk
Pure Gamma Scenarios
Raw gamma bell curve (no OI weighting) — arrows scale with peak at ATM
Vomma Scenarios
OTM vega is convex — P&L accelerates disproportionately as IV rises
Straddle Scenarios
Long and short straddles — big moves, theta bleed, and price-pin outcomes
IV Regime Scenarios
Vol expansion, contraction, pre-earnings build, and post-event crush
Reference Guide