Analyze option spread strategies like vertical spreads, iron condors, straddles, strangles. Use when user asks about spreads, multi-leg strategies, vertical spread, iron condor, straddle, strangle, or strategy analysis.
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Analyze multi-leg option strategies.
Note: If
uvis not installed orpyproject.tomlis not found, replaceuv run pythonwithpythonin all commands below.
uv run python scripts/spreads.py SYMBOL --strategy STRATEGY --expiry YYYY-MM-DD [options]
Vertical Spread (bull/bear call/put spread):
uv run python scripts/spreads.py AAPL --strategy vertical --expiry 2026-01-16 --type call --long-strike 180 --short-strike 185
Straddle (long call + long put at same strike):
uv run python scripts/spreads.py AAPL --strategy straddle --expiry 2026-01-16 --strike 180
Strangle (long call + long put at different strikes):
uv run python scripts/spreads.py AAPL --strategy strangle --expiry 2026-01-16 --put-strike 175 --call-strike 185
Iron Condor (sell strangle + buy wider strangle):
uv run python scripts/spreads.py AAPL --strategy iron-condor --expiry 2026-01-16 --put-short 175 --put-long 170 --call-short 185 --call-long 190
Returns JSON with:
strategy - Strategy name and legscost - Net debit or creditmax_profit - Maximum potential profitmax_loss - Maximum potential lossbreakeven - Breakeven price(s)probability - Estimated probability of profit (based on IV)Explain the risk/reward and when this strategy is appropriate.
pandasyfinanceAll timestamps and time-based calculations must use the America/New_York timezone. All JSON output must include generated_at (NY time string) and data_delay fields.
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