Chain Simulator
simulate_option_chainSimulate an options chain's re-pricing at hypothetical price, days to expiry, and IV shift to explore what-if scenarios and observe resulting Greeks.
Instructions
Re-price an options chain at a hypothetical stock price, DTE, and IV shift.
Black-Scholes "what-if" for the whole chain: what would these options be worth if the stock were at X, with Y days left, and IV up/down Z%?
Use this tool when the user asks about:
What an option would be worth if the stock moves
How theta decay reshapes the chain over time
IV crush / IV spike what-ifs
Args: ticker: Stock symbol (server fetches the current chain) sim_price: Hypothetical stock price sim_dte: Days to expiration to simulate (0 = at expiry) iv_adjustment: IV shift in percent, -50 to +50 (e.g. -30 for IV crush) expiration: Expiration date YYYY-MM-DD (default: nearest)
Returns: The re-priced chain with Greeks at the simulated conditions
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| ticker | Yes | ||
| sim_dte | Yes | ||
| sim_price | Yes | ||
| expiration | No | ||
| iv_adjustment | No |