Build an Options Profit Calculator with AI

Build a static HTML options profit/loss calculator. Dark theme: background #0a0a0f, surfaces #12121a, borders #1a1a2a, accent #059669 (green). All math done client-side in JavaScript using Black-Scholes for theoretical values. Strategy selector: Long Call, Long Put, Covered Call, Cash-Secured Put, Bull Call Spread, Bear Put Spread, Iron Condor, Straddle, Strangle, Butterfly Spread. Each strategy shows appropriate leg inputs. Inputs per leg: underlying ticker (display only), current stock price, strike price, premium paid/received, number of contracts, expiration date (days to expiry auto-calculated), implied volatility (%), risk-free rate (%). Boolean: long/short. Payoff diagram: SVG-based P&L chart drawn entirely in JavaScript. X-axis = stock price at expiration (range: current price ±40%). Y-axis = profit/loss in dollars. Profit zone shaded green (#05966920), loss zone shaded red (#ef444420). Break-even point(s) marked with dashed vertical lines and labels. Max profit and max loss annotated with arrows. Summary cards: Max Profit, Max Loss, Break-Even Price(s), Probability of Profit (using normal distribution approximation), Return on Risk %, Days to Expiration. Greeks panel: Delta, Gamma, Theta (daily decay), Vega per 1% IV move, Rho. Recalculate as inputs change. IV slider shows how payoff shifts with changing volatility. Time decay slider: drag to any DTE before expiration and see current theoretical value curve vs expiration curve overlaid on same chart. Saved strategies: localStorage list of up to 10 named strategies for quick recall. Read the guide at https://accessagent.ai/api/guide and follow it to deploy the site to AccessAgent.ai. My email is [your@email.com].

Review the options calculator for accuracy. Add any missing common strategies (calendar spread, diagonal, ratio spread). Verify Black-Scholes Greeks calculations are correct. Update default example values with realistic current market IV levels. Improve the payoff chart rendering if needed and redeploy.