build_strategy
Construct options strategies (iron condor, credit spread, etc.) with optimal strike selection based on target delta. Returns legs, Greeks, and expected P&L.
Instructions
Build an options strategy with optimal parameters.
Supports various strategy types and automatically selects strikes based on target delta or other criteria.
Strategy types: iron_condor, credit_spread, debit_spread, straddle, strangle, butterfly, calendar
Use this tool when the user asks about:
Building a specific strategy
Iron condor, credit spread, etc.
Strategy construction
Args: ticker: Stock symbol strategy_type: Type of strategy (iron_condor, credit_spread, etc.) expiration: Target expiration or None for nearest monthly width: Strike width for spreads in dollars; fractional widths like 2.5 are valid (default 5) target_delta: Target delta for strike selection (default 0.30)
Returns: Strategy details with legs, Greeks, and expected P&L
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| width | No | ||
| ticker | Yes | ||
| expiration | No | ||
| target_delta | No | ||
| strategy_type | Yes |