{
"symbol": "SPX",
"steps": 500,
"start_at": "2026-01-05T14:30:00Z",
"step_interval_seconds": 86400,
"timezone": "America/New_York",
"calendar": "weekdays_v1",
"expiration_time": "17:00",
"schedules": [
{
"rule_id": "zero_dte",
"kind": "daily",
"target_count": 1
},
{
"rule_id": "weeklies",
"kind": "weekly",
"target_count": 3,
"weekdays": ["Mon", "Wed", "Fri"]
},
{
"rule_id": "monthlies",
"kind": "monthly",
"target_count": 12,
"weekday": "Fri"
}
],
"initial_price": 5000.0,
"volatility": 0.18,
"risk_free_rate": 0.04,
"dividend_yield": 0.012,
"method": {
"GeometricBrownian": {
"dt": 0.004,
"drift": 0.05,
"volatility": 0.18
}
},
"time_frame": "Day",
"chain_size": 15,
"strike_interval": 25.0,
"skew_slope": -0.2,
"smile_curve": 0.4,
"spread": 0.02,
"seed": 42
}