Options Portfolio Greeks & Risk Flag

Input schema

{
  "type": "object",
  "required": [
    "positions",
    "underlying_prices"
  ],
  "properties": {
    "positions": {
      "type": "array",
      "items": {
        "type": "object",
        "required": [
          "symbol",
          "strike",
          "expiry",
          "option_type",
          "quantity"
        ],
        "properties": {
          "iv": {
            "type": "number"
          },
          "expiry": {
            "type": "string"
          },
          "strike": {
            "type": "number"
          },
          "symbol": {
            "type": "string"
          },
          "quantity": {
            "type": "number"
          },
          "option_type": {
            "enum": [
              "call",
              "put"
            ],
            "type": "string"
          }
        }
      }
    },
    "underlying_prices": {
      "type": "object",
      "additionalProperties": {
        "type": "number"
      }
    }
  }
}

Output