Dimensionless Developments presents a Rust-powered options strategy visualizer. This project delivers a fast, responsive, browser-based iron condor calculator with a real-time payoff chart, key risk metrics, and simplified Greeks, all running in WebAssembly.
Windows:
# Install Rust (includes Cargo)
# Visit https://rustup.rs/ and run the installer, OR:
winget install rustup
# Install trunk
cargo install trunk
# Verify installations
rustc --version
trunk --versionmacOS:
# Install Rust
curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh
# Install Trunk
brew install trunk
# Verify
rustc --version
trunk --versionLinux (Ubuntu/Debian):
# Install Rust
curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh
# Install Trunk
curl -LO https://trunk.io/releases/trunk
chmod +x trunk
git commit ./trunk -m "Commit Trunk to our repo"
# Verify
rustc --version
trunk --version# Open a terminal & start running the command
npm install
# Wait for the first command of npm to finsih then,
npm run tailwind:watch
# Lastly use the command below
trunk serve
# Should show: Starting trunk 0.21.14
INFO 📦 starting build ...Open http://127.0.0.1:8080/ in your browser.
First time tip: Make sure you run "rustup target add wasm32-unknown-unknown" to make sure it's installed.
The app models a four-leg iron condor strategy. Users enter strikes, premiums, contracts, and market assumptions (IV, rate, time), and the app computes:
- Net credit
- Max profit and max loss
- Return on risk
- Simplified Greeks (delta, gamma, theta, vega)
- A payoff diagram at expiration
It also supports delayed quotes via Stooq to quickly set the underlying price.
Options traders need fast, accurate insight into risk and reward before committing capital. This tool:
- Visualizes payoff geometry instead of forcing manual spreadsheets
- Quantifies exposure with simplified Greeks for quick sensitivity checks
- Enables rapid what-if iteration on strikes and premiums
- Helps learners understand how iron condors behave as price moves
| Technology | Purpose |
|---|---|
| Rust | Application logic and calculations |
| Leptos | Reactive UI (client-side rendering) |
| WASM | Run Rust in the browser |
| Trunk | Build pipeline and dev server |
| Technology | Purpose |
|---|---|
| Tailwind CSS | Utility-first styling |
| Crate | Purpose |
|---|---|
leptos |
Components, signals, UI rendering |
libm |
Math helpers for Greeks |
gloo-net |
HTTP requests in WASM |
wasm-bindgen-futures |
Async tasks in the browser |
structandenumfor modeling option legs and strategies- Pure functions for payoff and Greeks calculations
- Ownership and borrowing for safe data flow
- Closures for reactive UI handlers
- Pattern matching for call/put branching
- Iterators and folds for aggregation
- Iron condor input panel (strikes, premiums, contracts)
- Net credit, max profit, max loss, return on risk
- Simplified Black-Scholes Greeks
- Payoff diagram at expiration
- Delayed quote fetch via Stooq (manual inputs still supported)
finance/
├── Cargo.toml
├── index.html
├── src/
│ └── main.rs
├── styles/
│ └── input.css
├── tailwind.config.cjs
└── README.md
- Stooq provides delayed data and may be blocked by browser CORS. If needed, use a small proxy.
Made by Dimensionless Developments Head to our website https://www.dimensionlessdevelopments.com. email: contact@dimensionlessdevelopments.com