Calculadora de Beneficio de Opciones

from dataclasses import dataclass

@dataclass
class OptionResult:
    breakeven: float
    max_loss: float
    max_profit: float | None  # None = unlimited (call)

def call_option(stock_price, strike, premium, contracts=1):
    total_cost = premium * contracts * 100
    breakeven = strike + premium
    return OptionResult(
        breakeven=breakeven,
        max_loss=-total_cost,
        max_profit=None,  # unlimited for calls
    )

def put_option(stock_price, strike, premium, contracts=1):
    total_cost = premium * contracts * 100
    breakeven = strike - premium
    max_profit = (strike - premium) * contracts * 100
    return OptionResult(
        breakeven=breakeven,
        max_loss=-total_cost,
        max_profit=max_profit,
    )

def pnl_at_expiration(option_type, strike, premium, price_at_exp, contracts=1):
    """Calculate P&L if held to expiration."""
    if option_type == "call":
        intrinsic = max(0, price_at_exp - strike)
    else:
        intrinsic = max(0, strike - price_at_exp)
    return (intrinsic - premium) * contracts * 100

# Example: Buy 1 call contract
result = call_option(100, 105, 3)
print(f"Breakeven: ${result.breakeven}")   # $108.0
print(f"Max loss: ${result.max_loss}")     # $-300

for price in [95, 100, 105, 108, 115, 120]:
    pnl = pnl_at_expiration("call", 105, 3, price)
    print(f"  At ${price}: P&L = ${pnl:+.2f}")