A full option chain priced with Black-Scholes and complete Greeks — delta, gamma, theta and vega — over a dynamic implied-volatility surface with out-of-the-money put skew. Implied volatility ramps in the week before an earnings report and crushes afterwards, which is the single most important thing to understand before buying an option into earnings.

Multi-leg positions are recognised as structures from the legs you actually hold rather than read from a stored strategy list, so a two-leg spread reads as one position. This is simulated options trading: no contract here has any real-world value.