options_strategy
Price options positions from the live chain and compute payoff at expiry: net debit/credit, max profit/loss, breakevens, probability of profit, and net delta.
Instructions
Price an options position from the live chain and compute its payoff at expiry in code: net debit/credit, max profit, max loss, breakevens, probability of profit and net delta. Use it for every structure you propose; never do this math yourself.
legs: list of {"type": "call"|"put"|"stock", "side": "buy"|"sell", "strike": number (options), "expiry": "YYYY-MM-DD" (options), "quantity": contracts for options or shares for stock (default 1), "price": optional per-share override}. All option legs must share one expiry. Examples: covered call = buy 100 stock + sell 1 call; bull call spread = buy call K1 + sell call K2; cash-secured put = sell 1 put. Prices default to the mid quote (else last trade).
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"ticker": "<ticker>",
"legs": "<legs>"
},
"name": "options_strategy"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| legs | Yes | ||
| as_of | No | ||
| ticker | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |