Fetch options/futures market data from supported exchanges (Deribit, Binance, MOEX) with alphavar — snapshot the options book, resolve instrument kinds, and understand each venue's symbol scheme and field→column mapping. Use when a user asks to pull market data from a venue, normalize exchange fields, or parse an instrument symbol.
Fit an implied-volatility smile (SVI / SABR / quadratic) to option-chain IVs across log-moneyness using alphavar, and query the fitted IV plus a no-arbitrage (butterfly) check. Use when a user asks to fit/parametrize a vol smile or surface slice, interpolate/extrapolate IV across strikes, or check a smile for butterfly arbitrage.
Build and query an option chain (strikes × expiries) with alphavar — select a chain slice, classify moneyness (ATM/ITM/OTM), find ATM strikes, and add intrinsic/time value. Use when a user asks to work with an options chain, pick strikes around the money, or split premium into intrinsic vs time value.
Price options and solve implied volatility with alphavar's Black-76 (forward) model — fair price from a vol, implied vol from a market price, and vega. Use when a user asks to price an option, compute or back out implied volatility, add a model price/IV column to a chain, or get vega. (Other Greeks — delta/gamma/theta/rho — are not implemented yet.)
Compute an option strategy's payoff / P&L profile with alphavar — single-leg (long/short call/put) and multi-leg strategies (e.g. straddle) built from OptionsLeg and aggregated by OptionsAnalyticRisk.chain_payoff. Use when a user asks for a payoff diagram, P&L at expiration across underlying prices, or to model a strategy like a straddle.