An AAPL iron condor scanner with a 3D P&L surface
Recorded in cvforge on July 29, 2026 by ConvexValue · Published July 31, 2026
Every condor on a single name ranked four ways at once — risk-reward, capital efficiency, probability of profit and liquidity — then the structure's P&L drawn across spot and time.
Exact prompt
Give me a dashboard with an Iron Condor Scanner on AAPL. I want to be able to rank by the best iron condor based on risk/reward, capital efficiency, probability of profit, OI and volume. I want to be able to visualize the PnL across time in a 3d surface.
Data cadence
Live U.S. option snapshots, refreshed through the session. Open interest is an end-of-previous-day figure and updates once daily.
Plan requirements
Runs on the free cvforge app and the free data tier (20 requests/hour). No card needed.
What the agent built
- An iron condor scanner scoped to one name, ranked by risk/reward, capital efficiency and probability of profit.
- Open interest and volume columns so four-leg structures on illiquid strikes can be filtered out.
- A 3D surface of the structure's P&L across spot and time.
Fields used
fair_market_value, strike_price, expiration_date, contract_type, delta, implied_volatility, open_interest, day_volume
How to read it
The market-wide condor scan is the better-known build; this is the same idea pointed at one name, which is what you want once you already have a view on a stock. Ranking four ways at once is the useful part — the best risk-reward and the highest probability of profit are almost never the same structure, and seeing them in adjacent columns is what makes the trade-off visible.
The surface is a model, not a promise. It varies spot and time while holding volatility fixed, so it describes the shape of the position rather than its future. Read the activity columns first: a condor with an attractive theoretical return on low-volume, low-open-interest strikes deserves less weight, and FMV cannot tell you the executable cost.
Change it
The prompt is the interface. Ask for a different ticker, a different expiration window, or an extra column in the same sentence style and the agent edits the app in place — you do not start over, and you do not wait for anyone to build it.
Limitations
- Snapshot data, not a transaction tape: the build reads the chain as it stands, so it cannot attribute a trade to a buyer or a seller.
- Open interest updates once a day, so an intraday volume/OI comparison is always this session’s volume against yesterday’s open interest.
- Contract coverage is U.S. listed equities, ETFs and indices. Indices use the I: prefix, for example I:SPX.
- Current per-contract valuation is Massive fair market value (FMV), a proprietary estimate. cvforge does not provide option bids, asks, midpoint, quote sizes, NBBO or last trades, and FMV is not an executable quote.
- Rankings are arithmetic on Massive fair market value estimates, not advice. FMV is not an executable price, and nothing here accounts for your account, margin, assignment risk or taxes.
- Multi-leg structures are valued leg by leg using FMV estimates. cvforge has no option quote or last-trade data with which to model fills or transaction costs.
- The P&L surface holds implied volatility fixed, so it shows the shape of the position rather than what happens when the surface reprices.
Related demos
- A 3D P&L surface for a six-month NVDA iron condor
- Scanning for the best iron condors across the market
- Ranking SPCX call spreads four different ways
Search focus: iron condor scanner single ticker. Related: rank iron condors by capital efficiency, iron condor pnl surface across time. Originally posted on X.