Generate option strategy payoff and P&L curves across underlying prices.
npx skills add https://github.com/loanntc/Paave --skill options-payoff-diagram
Please help me install this Agent Skill. Skill: options-payoff-diagram Source: https://github.com/loanntc/Paave/tree/main/skills/options-payoff Command: npx skills add https://github.com/loanntc/Paave --skill options-payoff-diagram
It helps you understand how an options strategy earns or loses money across different underlying prices, including multi-leg portfolios and volatility scenarios, so you can avoid blind decision-making.
Use the options-payoff-diagram skill to generate an interactive payoff diagram for an iron condor using your option legs, spot price, and a set of IV scenarios.
High-intent search queries and answers about installing and using this skill.
To generate an options payoff diagram for a multi-leg strategy, you input leg definitions including type, strike, direction, quantity, and premium. The tool computes expiry P&L across underlying prices to visualize profit and loss zones for complex structures like iron condors.
Black-Scholes pricing calculates option Greeks by applying deterministic numerical methods to European calls and puts. It derives delta, gamma, theta, vega, and rho, and inverts implied volatility using Newton-Raphson with fallbacks and Brent root finding.
Yes, you can compare theoretical P&L curves across different implied volatility scenarios. The tool evaluates option strategy sensitivity by adjusting IV levels, allowing you to visualize how pricing and Greeks shift before conducting research or backtesting.
The best way to find breakeven points and max profit or loss is through numerical root finding. The tool calculates these metrics by evaluating expiry payoffs across underlying prices, summarizing maximum outcomes for single-leg and multi-leg option portfolios.
Yes, you need numpy and scipy to compute option strategy analytics. These dependencies provide the deterministic numerical methods, such as root finding and Black-Scholes inversion, required to calculate theoretical P&L curves and option Greeks accurately.
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