Add yf_get_atm_straddle_price

app.py

@@ -4,6 +4,7 @@ import requests
 import pytz
 import yaml
 import yfinance as yf
+from typing import Dict, Any
 from tools.final_answer import FinalAnswerTool
 
 from Gradio_UI import GradioUI
@@ -49,6 +50,79 @@ def yf_get_ticker_price(ticker: str) -> float:
     data = yf.Ticker(ticker).history(period="1d")
     return float(data["Close"].iloc[-1])
 
+@tool
+def yf_get_atm_straddle_price(ticker: str) -> Dict[str, Any]:
+    """
+    Calculate the price of the at-the-money (ATM) straddle for a given stock ticker,
+    including the implied volatility (IV) of the ATM call and put options. The ATM
+    strike is defined as the strike closest to the current underlying price, using
+    the nearest available expiration date.
+
+    Args:
+        ticker (str): The stock ticker symbol, e.g., AAPL.
+
+    Returns:
+        Dict[str, Any]: A dictionary containing:
+            - 'underlying_price' (float): The current stock price.
+            - 'expiration' (str): The nearest option expiration date used.
+            - 'strike' (float): The ATM strike price selected.
+            - 'call_price' (float): The last traded price of the ATM call option.
+            - 'put_price' (float): The last traded price of the ATM put option.
+            - 'call_iv' (float): The implied volatility of the ATM call option.
+            - 'put_iv' (float): The implied volatility of the ATM put option.
+            - 'straddle_price' (float): The total ATM straddle price (call + put).
+    """
+    stock = yf.Ticker(ticker)
+
+    # Get current underlying price
+    hist = stock.history(period="1d")
+    if hist.empty:
+        return {"error": f"No price data found for {ticker}."}
+
+    underlying_price = float(hist["Close"].iloc[-1])
+
+    # Get option expiration dates
+    expirations = stock.options
+    if not expirations:
+        return {"error": f"No options data available for {ticker}."}
+
+    # Use the nearest expiration
+    expiration = expirations[0]
+    opt_chain = stock.option_chain(expiration)
+
+    calls = opt_chain.calls
+    puts = opt_chain.puts
+
+    if calls.empty or puts.empty:
+        return {"error": f"Options chain incomplete for {ticker} on {expiration}."}
+
+    # Find ATM strike
+    calls["diff"] = (calls["strike"] - underlying_price).abs()
+    atm_strike = float(calls.sort_values("diff").iloc[0]["strike"])
+
+    # Extract ATM call and put rows
+    call_row = calls[calls["strike"] == atm_strike].iloc[0]
+    put_row = puts[puts["strike"] == atm_strike].iloc[0]
+
+    call_price = float(call_row.get("lastPrice", 0.0))
+    put_price = float(put_row.get("lastPrice", 0.0))
+
+    call_iv = float(call_row.get("impliedVolatility", 0.0))
+    put_iv = float(put_row.get("impliedVolatility", 0.0))
+
+    straddle_price = call_price + put_price
+
+    return {
+        "underlying_price": underlying_price,
+        "expiration": expiration,
+        "strike": atm_strike,
+        "call_price": call_price,
+        "put_price": put_price,
+        "call_iv": call_iv,
+        "put_iv": put_iv,
+        "straddle_price": straddle_price,
+    }
+
 ddgs = DuckDuckGoSearchTool();
 
 final_answer = FinalAnswerTool()
@@ -72,7 +146,7 @@ with open("prompts.yaml", 'r') as stream:
     
 agent = CodeAgent(
     model=model,
-    tools=[final_answer, ddgs, yf_get_ticker_price], ## add your tools here (don't remove final answer)
+    tools=[final_answer, ddgs, yf_get_ticker_price, yf_get_atm_straddle_price], ## add your tools here (don't remove final answer)
     max_steps=6,
     verbosity_level=1,
     grammar=None,

requirements.txt

@@ -3,4 +3,5 @@ smolagents==1.13.0
 requests
 duckduckgo_search
 pandas
-yfinance
+yfinance
+typing