Results for “gamma”

6 skills

alphagbm-greeks

Calculates first- and second-order option Greeks (Delta, Gamma, Theta, Vega, Rho, Charm, Vanna, Volga) for single contracts or multi-leg positions, with scenario heatmaps and position-level aggregation.

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alphagbm-options-score

Score and rank options contracts for any ticker using a multi-factor model covering liquidity, IV attractiveness, Greeks balance, and risk/reward. Returns scored option chains with the best contracts highlighted.

alphagbm-buffett-analysis

Scores any US stock ticker through Warren Buffett's four-lens framework (business simplicity, moat, management, valuation) and returns a weighted HOLDABLE/WATCHABLE/AVOID verdict.

alphagbm-vix-status

Maps the current VIX value to a 5-tier fear-thermometer classification with strategy hints for options sellers, including 1-year percentile and distribution data.

alphagbm-market-sentiment

Aggregates market-wide sentiment indicators including VIX, Put/Call ratio, Fear & Greed Index, market breadth, and sector rotation to classify the current regime as risk-on, risk-off, or neutral.

alphagbm-fear-score

Calculates a per-ticker panic index (0-100) from six weighted signals including VIX, IV Rank, RSI-14, volume anomaly, put/call ratio, and consecutive down days, triggering Bull Put Spread entry signals at scores ≥60.