options-payoff

What problem does it solve?

Analyzing multi-leg option payoffs, Greeks, and volatility sensitivity is time consuming and error prone; this skill automates payoff and theoretical value generation so researchers can evaluate strategy performance without building manual spreadsheets while honoring the no-live-trading guardrail.

Core Features & Use Cases

• Strategic payoff modeling: Generate expiry and theoretical P&L curves for single-leg or complex multi-leg portfolios with clear premium, direction, and quantity treatment.
• Greek and volatility analysis: Deliver Black-Scholes Greeks, implied volatility inversion, and volatility scenario sweeps that expose Delta/Gamma/Vega/Rho behavior across the underlying price range.
• Interactive decision support: Annotated Matplotlib or Plotly diagrams highlight strikes, breakeven points, max profit/loss, and scenario lines to compare butterflies, condors, calendars, or hedged structures during research or backtesting.

Quick Start

Ask the options-payoff skill to generate payoff diagrams, theoretical valuations, and breakeven points for a detailed set of option legs using current spot, sigma, and premium inputs.