alphagbm-pnl-simulator

name	alphagbm-pnl-simulator
description	P&L simulation engine for any single-leg or multi-leg option position. Generates profit/loss diagrams at expiry, P&L over time, what-if scenarios (price, IV, time), breakeven analysis, and probability distributions. Use when: testing a trade idea, visualizing risk/reward, running what-if scenarios, checking breakeven points, stress-testing a position. Triggers on: "simulate PnL for AAPL bull call spread", "what if NVDA drops 10%", "P&L diagram", "test my iron condor", "breakeven analysis", "stress test my position", "what happens at expiry".
globs	["mock-data/*.json"]

AlphaGBM P&L Simulator

Prerequisites

• API Key: Set env ALPHAGBM_API_KEY (format agbm_xxxx...).
• Base URL: Default https://alphagbm.zeabur.app. Override with env ALPHAGBM_BASE_URL.

What This Skill Does

Simulates profit and loss for any option position across multiple dimensions -- underlying price, implied volatility, and time to expiration. Produces P&L diagrams, breakeven analysis, and probability-weighted outcome distributions.

Four Core Strategies for Context

Strategy	Ideal Trend	Max Profit	Max Loss
Sell Put	Neutral / Bullish	Premium received	Strike - Premium
Sell Call	Neutral / Bearish	Premium received	Unlimited (uncovered)
Buy Call	Bullish	Unlimited	Premium paid
Buy Put	Bearish	Strike - Premium	Premium paid

Simulation Capabilities

Capability	Description
P&L at Expiry	Classic payoff diagram -- profit/loss vs. underlying price at expiration
P&L Over Time	How the position's value evolves from now to expiry (time-series curves)
What-If: Price	Vary underlying price by fixed amount or percentage -- see impact on P&L
What-If: IV	Vary implied volatility -- see how IV crush or spike affects the position
What-If: Time	Fast-forward to a specific date -- see theta decay impact
Probability Distribution	Monte Carlo simulation of outcomes with probability of profit
Breakeven Analysis	Exact breakeven points with time-varying breakevens before expiry

Supported Position Types

• Single leg (long call, long put, short call, short put)
• Two-leg spreads (vertical, calendar, diagonal)
• Three-leg combinations (butterflies, ratio spreads)
• Four-leg combinations (iron condors, iron butterflies, double diagonals)
• Arbitrary multi-leg custom positions

API Endpoint

P&L Simulator

POST /api/options/tools/simulate
Content-Type: application/json

{
  "symbol": "AAPL",
  "spot": 150.0,
  "legs": [
    {"action": "buy", "option_type": "call", "strike": 145, "expiry_days": 30, "iv": 0.26},
    {"action": "sell", "option_type": "call", "strike": 150, "expiry_days": 30, "iv": 0.25}
  ]
}

Parameters:

• symbol (required): Ticker symbol
• spot (required): Current underlying price
• legs (required): Array of option legs, each with:
  • action: "buy" or "sell"
  • option_type: "call" or "put"
  • strike: Strike price
  • expiry_days: Days to expiration
  • iv: Implied volatility as decimal (e.g., 0.26 for 26%)

How to Use

Input

• Required: Position definition (legs with strike, expiry, type, quantity, entry price)
• Optional: Scenario parameters (price range, IV shift, target date), number of Monte Carlo paths

Output Structure

{
  "ticker": "AAPL",
  "price": 218.45,
  "position": {
    "strategy": "Bull Call Spread",
    "legs": [
      {"action": "buy", "type": "call", "strike": 215, "expiry": "2026-04-18", "price": 7.20, "qty": 1},
      {"action": "sell", "type": "call", "strike": 225, "expiry":     
    
     
  
   
              
                
  
   
        
     
          
          
          
    
  
   
   
   
   
   
   
   
        
        
        
        
  

Example Queries

User Says	What Happens
"Simulate PnL for AAPL bull call spread"	Full P&L diagram at expiry + over time
"What if NVDA drops 10%?"	Price scenario analysis for current position
"P&L diagram"	Expiry payoff chart for any defined position
"Test my iron condor"	Full simulation with breakevens, max P&L, probability of profit
"Breakeven analysis for my spread"	Exact breakeven points + time-varying breakevens
"Stress test: what if IV doubles?"	IV shock scenario with P&L impact
"Monte Carlo for my straddle"	10,000-path simulation with outcome distribution

Mock Data

Demo tickers available without API key: AAPL, NVDA, SPY, TSLA, META. Simulations use realistic pricing models calibrated to mock-data/ snapshots.

Related Skills

• alphagbm-options-strategy -- Get strategy recommendations, then simulate them here
• alphagbm-greeks -- Understand the Greeks driving the P&L changes
• alphagbm-iv-rank -- Context for whether IV scenarios are realistic
• alphagbm-vol-surface -- Full IV landscape for calibrating simulations

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