Option Scenario
option_scenarioStress-test a single option expiry by shifting spot price, implied volatility, and time with Black-Scholes-Merton to see per-contract value and Greek shifts.
Instructions
Stress one option expiry across spot, IV and time using Black-Scholes-Merton.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| top_n | No | ||
| expiry | Yes | ||
| symbol | Yes | ||
| sort_by | No | open_interest | |
| max_strike | No | ||
| min_strike | No | ||
| option_type | No | both | |
| days_forward | No | ||
| spot_override | No | ||
| dividend_yield | No | ||
| risk_free_rate | Yes | ||
| spot_change_pct | Yes | ||
| iv_change_points | No | ||
| min_open_interest | No | ||
| contract_multiplier | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||