pnl.model

anonymous ok

Model position P&L

Black-Scholes P&L for a 1–8 leg option position: P&L grid now and at expiration, per-leg and net Greeks, break-evens, max profit/loss and probability of profit. Missing prices, IVs and spot are marked from the live chain.

Free. Anonymous and Free callers get 15-minute delayed data capped at 50 rows.

Input

Field	Type	Description
legs*	object[]
underlying_price	number	Spot; defaults to the live price
iv	number	Decimal IV applied to every leg; defaults to each leg’s chain IV
rate	number	Risk-free rate, decimalDefault 0.045.
date	string	Valuation date; defaults to today
price_range_pct	number	Grid half-width as a fraction of spotDefault 0.2.
points	integer	Grid price countDefault 41.

* required

Output

Returned under data; every response also carries meta with freshness, as_of and truncated.

Field	Type	Description
symbol*	string
as_of*	string	Calendar date, YYYY-MM-DD
underlying_price*	number
legs*	object[]
net_debit*	number	Dollars; negative = net credit
greeks*	object	Position-level: Σ qty × 100 × Greek
breakevens*	number[]
max_profit*	number \| null	null when unbounded
max_loss*	number \| null	null when unbounded; negative number otherwise
pop*	number \| null	Probability the position is profitable at the nearest expiration, 0–1
grid*	object[]
setup_url*	string

* required

Example request

Call debit spread, marked from the live chain

curl -X POST "https://impliedoptions.com/api/v1/tools/pnl.model" \
  -H "Authorization: Bearer <YOUR_KEY>" \
  -H "Content-Type: application/json" \
  -d '{
    "args": {
      "legs": [
        {
          "occ": "SPY260918C00620000",
          "qty": 1
        },
        {
          "occ": "SPY260918C00640000",
          "qty": -1
        }
      ]
    }
  }'

Rendered result: /analysis?setup=ticker%3ASPY%7Cpositions%3A%2BSPY260918C620%400.00%2C-SPY260918C640%400.00%7Cexp%3A2026-09-18

Run

Anonymous: 100 runs/day, delayed.