Options Payoff — Option P&L Analysis Methodology
Overview
This skill is designed for option strategy analysis scenarios within the Vibe-Trading quantitative framework, covering:
- P&L curve generation for single-leg and multi-leg option portfolios
- Black-Scholes pricing and Greeks calculation
- Implied volatility inversion
- Strategy selection decision support
Constraint: For research and backtesting only. Do not output live trading instructions, in line with the project's guardrails.
Built-in execution tool
Load this skill for methodology, then call options_payoff for production
calculations. Pass signed legs (qty > 0 long, qty < 0 short),
entry_spot, and expiry_days; optionally pass actual per-share premiums,
multiplier, commission, chart bounds, and IV scenarios. The tool returns an
expiry curve, a spot × IV scenario matrix, and analytic breakeven/max-risk
results that do not depend on the display grid containing every strike.
1. Supported Strategy Types
1.1 Single-Leg Strategies
| Strategy | Bias | Premium | Max Profit | Max Loss |
|---|---|---|---|---|
| Long Call | Bullish | Paid | Unlimited | Premium |
| … |
