simulate_option_chain
Re-price an entire options chain under hypothetical stock price, days to expiry, and implied volatility shifts. See how option values and Greeks change with stock moves, theta decay, or IV crush/spike.
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 |