Options PnL Pricer
Next Gen Vol is a free options PnL calculator for building multi-leg options structures and computing expected PnL. Add up to 10 legs, visualize the payoff curve, run scenarios, and get inline validation.
The pricer is also exposed as an MCP (Model Context Protocol) server, so AI assistants like Claude, ChatGPT, and Cursor can run options PnL, vol surface, and IV term-structure calculations — and render interactive PnL charts directly inside the AI chat.
- Expected PnL calculator for multi-leg options strategies
- Payoff curve visualization and scenario controls
- Inline validation and warnings
- Interactive PnL charts rendered inside the AI chat over MCP
Expected PnL
Option Legs
| Toggle | Del | Type | Expiry | DTE | Strike | Qty | IV | IV End | Mkt Price | Trade Price | Model Price | Unreal P&L | Comment | Status | Issues |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| — | — | Ready | Ready to price | ||||||||||||
| — | — | Ready | Ready to price | ||||||||||||
| Total | 0.00 | 0.00 | 0.00 | — | |||||||||||
Ready 2Warnings 0Blocked 0
Request preview
POST JSON
{
"structure_name": "GLD May/Jun 420 Call Calendar",
"spot_price": 415,
"spot_min": 380,
"spot_max": 450,
"days_into_future": 30,
"day_step": 1,
"strike_step": 1,
"value_mode": "relative",
"include_intermediate_days": true,
"legs": [
{
"option_type": "c",
"dte": 60,
"strike": 420,
"ivstart": 0.28,
"quantity": 1,
"external_symbol": "GLD Jun 2026 420C"
},
{
"option_type": "c",
"dte": 30,
"strike": 420,
"ivstart": 0.36,
"quantity": -1,
"external_symbol": "GLD May 2026 420C"
}
]
}