One thing I'd add is a scenario check for the position before expiration, not just the final payoff. Take the AAPL 310/320/360/370 iron condor from your example: if the stock rallies toward $360 while implied volatility rises ahead of an earnings announcement, the short call can gain value faster than the long call offsets it. The position could show a sizeable mark-to-market loss even though the expiration diagram still shows a capped maximum loss.
It'd be useful to have the agent reprice all four legs under a few joint scenarios, changing spot, IV and time to expiration, then compare the theoretical P&L with executable bid/ask prices. I'd also want it to flag an approaching ex-dividend date on the short call side, since early assignment can change the position's exposure before expiration.
That would make the output much more useful than a payoff chart alone: not just where the trade finishes, but how it can behave on the way there.
One thing I'd add is a scenario check for the position before expiration, not just the final payoff. Take the AAPL 310/320/360/370 iron condor from your example: if the stock rallies toward $360 while implied volatility rises ahead of an earnings announcement, the short call can gain value faster than the long call offsets it. The position could show a sizeable mark-to-market loss even though the expiration diagram still shows a capped maximum loss.
It'd be useful to have the agent reprice all four legs under a few joint scenarios, changing spot, IV and time to expiration, then compare the theoretical P&L with executable bid/ask prices. I'd also want it to flag an approaching ex-dividend date on the short call side, since early assignment can change the position's exposure before expiration.
That would make the output much more useful than a payoff chart alone: not just where the trade finishes, but how it can behave on the way there.