optionsahoy-mcp

Previous value: -"Optional public-stock symbol (e.g. \"NVDA\"). When set without an explicit `volatility`, the tool substitutes the ticker's implied vol as of the last close, else the sector default. Echoed to `tickerLabel` in the response."New value: +"Optional public-stock symbol (e.g. \"NVDA\"). When set without an explicit `volatility`, each leg prices at its own strike's chain-implied vol, else at its at-the-money vol as of the last close, else the sector default. Echoed to `tickerLabel` in the response."

Previous value: -"Echo of the resolved inputs actually priced: positionValue, sector, volatility (the sigma priced) and volatilitySource (where that sigma came from), protectionLevel, tenorYears, plus expectedReturn, spreadRiskLevel, and tickerLabel when supplied."New value: +"Echo of the resolved inputs actually priced: positionValue, sector, volatility (the sigma priced), volatilitySource (where that sigma came from) and pricingMode (how the legs were priced), protectionLevel, tenorYears, plus expectedReturn, spreadRiskLevel, and tickerLabel when supplied."

Added value: +{
+  "description": "How the legs were priced. \"chain-skew\": each leg is priced at the implied volatility of its own strike, read off the live chain, so the floor put carries the market's downside skew and the put spread's short leg carries its own. \"flat\": every leg is priced at the single `volatility` above, which understates what out-of-the-money protection costs and overstates the rebate the spread's short leg earns - the quote is an estimate of this structure's cost, not a strike-aware one. Reached whenever no live chain applies: an explicit `volatility`, no `ticker`, or a chain that could not be fetched or was not current.",
+  "enum": [
+    "chain-skew",
+    "flat"
+  ],
+  "type": "string"
+}

Previous value: -"Which source produced the sigma actually priced: \"explicit\" (caller-supplied), \"ticker\" (the stock's own implied vol as of the last close), or \"sector-default\" (feed unavailable or ticker uncovered; a sector-typical estimate - tell the user the price is not stock-specific)."New value: +"Which source produced the sigma actually priced: \"explicit\" (caller-supplied), \"chain\" (interpolated from the stock's live option chain at the strike being priced), \"ticker\" (the stock's published at-the-money implied vol as of the last close), or \"sector-default\" (feed unavailable or ticker uncovered; a sector-typical estimate - tell the user the price is not stock-specific)."

Previous value: -[
-  "explicit",
-  "ticker",
-  "sector-default"
-]New value: +[
+  "explicit",
+  "ticker",
+  "sector-default",
+  "chain"
+]

Previous value: -[
-  "positionValue",
-  "sector",
-  "volatility",
-  "volatilitySource",
-  "protectionLevel",
-  "tenorYears"
-]New value: +[
+  "positionValue",
+  "sector",
+  "volatility",
+  "volatilitySource",
+  "pricingMode",
+  "protectionLevel",
+  "tenorYears"
+]

Previous value: -"Echo of the resolved inputs actually priced: positionValue, sector, volatility (the sigma used after ticker/sector resolution), protectionLevel, tenorYears, plus expectedReturn, spreadRiskLevel, and tickerLabel when supplied."New value: +"Echo of the resolved inputs actually priced: positionValue, sector, volatility (the sigma priced) and volatilitySource (where that sigma came from), protectionLevel, tenorYears, plus expectedReturn, spreadRiskLevel, and tickerLabel when supplied."

Added value: +{
+  "description": "Which source produced the sigma actually priced: \"explicit\" (caller-supplied), \"ticker\" (the stock's own implied vol as of the last close), or \"sector-default\" (feed unavailable or ticker uncovered; a sector-typical estimate - tell the user the price is not stock-specific).",
+  "enum": [
+    "explicit",
+    "ticker",
+    "sector-default"
+  ],
+  "type": "string"
+}

Previous value: -[
-  "positionValue",
-  "sector",
-  "volatility",
-  "protectionLevel",
-  "tenorYears"
-]New value: +[
+  "positionValue",
+  "sector",
+  "volatility",
+  "volatilitySource",
+  "protectionLevel",
+  "tenorYears"
+]

Previous value: -"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. Growth and volatility come from two separate cached snapshots, so some symbols resolve only one of the two fields. A symbol not in a given table falls through to a \"required field\" error for exactly the field it could not resolve: pass that field explicitly, or (for the growth/return/sale-price field) pass the string \"market\" for the S&P 500 trailing average; never invent a number. The covered-tickers resource (resources/list) lists which symbols resolve which field."New value: +"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and the implied vol as of the last close for any unsupplied volatility. Growth and vol come from different sources, so some symbols resolve only one, and a vol that is not current resolves as nothing. A field the ticker cannot resolve falls through to a \"required field\" error naming that field: pass it explicitly, or (for the growth/return/sale-price field) pass the string \"market\" for the S&P 500 trailing average; never invent a number. The covered-tickers resource (resources/list) lists which symbols resolve growth."

Previous value: -"Annualized volatility (sigma) of the stock as a decimal (0.72 = 72%). Pass the volatility itself, not a pre-computed drag: the tool derives the horizon-cumulative drag internally, and the correct formula is horizon-dependent. This value must come from the user or from a `ticker` that resolves it from the cached implied-vol table; if neither supplies it, ask the user rather than estimating one."New value: +"Annualized volatility (sigma) of the stock as a decimal (0.72 = 72%). Pass the volatility itself, not a pre-computed drag: the tool derives the horizon-cumulative drag internally, and the correct formula is horizon-dependent. This value must come from the user or from a `ticker` that resolves it as of the last market close; if neither supplies it, ask the user rather than estimating one."

Previous value: -"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. Growth and volatility come from two separate cached snapshots, so some symbols resolve only one of the two fields. A symbol not in a given table falls through to a \"required field\" error for exactly the field it could not resolve: pass that field explicitly, or (for the growth/return/sale-price field) pass the string \"market\" for the S&P 500 trailing average; never invent a number. The covered-tickers resource (resources/list) lists which symbols resolve which field."New value: +"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and the implied vol as of the last close for any unsupplied volatility. Growth and vol come from different sources, so some symbols resolve only one, and a vol that is not current resolves as nothing. A field the ticker cannot resolve falls through to a \"required field\" error naming that field: pass it explicitly, or (for the growth/return/sale-price field) pass the string \"market\" for the S&P 500 trailing average; never invent a number. The covered-tickers resource (resources/list) lists which symbols resolve growth."

Previous value: -"Annualized volatility (sigma) of the stock as a decimal (0.72 = 72%). Pass the volatility itself, not a pre-computed drag: the tool uses it both for hedge pricing (as implied vol) and for the 3y horizon drag, derived internally (the drag formula is horizon-dependent). This value must come from the user or from a `ticker` that resolves it from the cached implied-vol table; if neither supplies it, ask the user rather than estimating one; only as a last fallback does hedge pricing use a sector-typical implied volatility."New value: +"Annualized volatility (sigma) of the stock as a decimal (0.72 = 72%). Pass the volatility itself, not a pre-computed drag: the tool uses it both for hedge pricing (as implied vol) and for the 3y horizon drag, derived internally (the drag formula is horizon-dependent). This value must come from the user or from a `ticker` that resolves it as of the last market close; if neither supplies it, ask the user rather than estimating one; only as a last fallback does hedge pricing use a sector-typical implied volatility."

Previous value: -"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. Growth and volatility come from two separate cached snapshots, so some symbols resolve only one of the two fields. A symbol not in a given table falls through to a \"required field\" error for exactly the field it could not resolve: pass that field explicitly, or (for the growth/return/sale-price field) pass the string \"market\" for the S&P 500 trailing average; never invent a number. The covered-tickers resource (resources/list) lists which symbols resolve which field."New value: +"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and the implied vol as of the last close for any unsupplied volatility. Growth and vol come from different sources, so some symbols resolve only one, and a vol that is not current resolves as nothing. A field the ticker cannot resolve falls through to a \"required field\" error naming that field: pass it explicitly, or (for the growth/return/sale-price field) pass the string \"market\" for the S&P 500 trailing average; never invent a number. The covered-tickers resource (resources/list) lists which symbols resolve growth."

Previous value: -"Annualized volatility (sigma) of the stock as a decimal (0.72 = 72%). Pass the volatility itself, not a pre-computed drag: the tool derives the horizon-cumulative drag internally, and the correct formula is horizon-dependent. This value must come from the user or from a `ticker` that resolves it from the cached implied-vol table; if neither supplies it, ask the user rather than estimating one."New value: +"Annualized volatility (sigma) of the stock as a decimal (0.72 = 72%). Pass the volatility itself, not a pre-computed drag: the tool derives the horizon-cumulative drag internally, and the correct formula is horizon-dependent. This value must come from the user or from a `ticker` that resolves it as of the last market close; if neither supplies it, ask the user rather than estimating one."

Previous value: -"Optional public-stock symbol (e.g. \"NVDA\"). When set without an explicit `volatility`, the tool substitutes the ticker's cached implied vol. Unknown tickers fall through to the sector default. Echoed to `tickerLabel` in the response."New value: +"Optional public-stock symbol (e.g. \"NVDA\"). When set without an explicit `volatility`, the tool substitutes the ticker's implied vol as of the last close, else the sector default. Echoed to `tickerLabel` in the response."

Previous value: -"Annualized implied volatility (sigma) of the stock. Resolution order: (1) explicit `volatility` if passed; (2) cached implied vol if `ticker` is covered; (3) sector-typical IV as last fallback. An explicit value must come from the user; otherwise set a covered `ticker`, or omit and let the sector default apply."New value: +"Annualized implied volatility (sigma) of the stock. Resolution order: (1) explicit `volatility` if passed; (2) the `ticker`'s implied vol as of the last close; (3) sector-typical IV as last fallback. An explicit value must come from the user; otherwise set a covered `ticker`, or omit and let the sector default apply."

Previous value: -"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. Growth and volatility come from two separate cached snapshots, so some symbols resolve only one of the two fields. A symbol not in a given table falls through to a \"required field\" error for exactly the field it could not resolve: pass that field explicitly, or (for the growth/return/sale-price field) pass the string \"market\" for the S&P 500 trailing average; never invent a number. The covered-tickers resource (resources/list) lists which symbols resolve which field."New value: +"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and the implied vol as of the last close for any unsupplied volatility. Growth and vol come from different sources, so some symbols resolve only one, and a vol that is not current resolves as nothing. A field the ticker cannot resolve falls through to a \"required field\" error naming that field: pass it explicitly, or (for the growth/return/sale-price field) pass the string \"market\" for the S&P 500 trailing average; never invent a number. The covered-tickers resource (resources/list) lists which symbols resolve growth."

Previous value: -"Annualized volatility (sigma) of the stock as a decimal (0.72 = 72%). Pass the volatility itself, not a pre-computed drag: the tool derives the horizon-cumulative drag internally, and the correct formula is horizon-dependent. This value must come from the user or from a `ticker` that resolves it from the cached implied-vol table; if neither supplies it, ask the user rather than estimating one."New value: +"Annualized volatility (sigma) of the stock as a decimal (0.72 = 72%). Pass the volatility itself, not a pre-computed drag: the tool derives the horizon-cumulative drag internally, and the correct formula is horizon-dependent. This value must come from the user or from a `ticker` that resolves it as of the last market close; if neither supplies it, ask the user rather than estimating one."

Removed value: -[
-  {
-    "required": [
-      "stacks"
-    ]
-  },
-  {
-    "required": [
-      "lots",
-      "currentPrice"
-    ]
-  }
-]

Previous value: -"$/share today for this stack. Anchors the projected-price compounding for every future candidate sale date in this stack."New value: +"$/share today for this stack. Anchors the projected-price compounding for every future candidate sale date in this stack. Must come from the user."

Previous value: -"Date by which the user needs the net cash (YYYY-MM-DD). Bounds the planning horizon. Sales in non-target years happen on Dec 31; the target year's sale happens on this exact date."New value: +"Date by which the user needs the net cash (YYYY-MM-DD). Bounds the planning horizon. Sales in non-target years happen on Dec 31; the target year's sale happens on this exact date. Must come from the user."

Previous value: -"§1202 Test 4: Industry classification of the corporation. Qualified-trade-or-business industries qualify (tech-software, manufacturing, biotech-research, retail-wholesale, hospitality, etc.). Specified service trades or businesses (law, engineering, architecture, accounting-actuarial, consulting, finance, farming, extraction, health-services, performing-arts) generally do NOT qualify."New value: +"§1202 Test 4: Industry classification of the corporation. Four values qualify: tech-software, manufacturing, biotech-research, retail-wholesale. Specified service trades or businesses (law, engineering, architecture, accounting-actuarial, consulting, finance, health-services, performing-arts) do NOT qualify, and farming, extraction and hospitality are separately excluded, so they do not qualify either. other-services and unsure return a caveated verdict rather than a pass or fail."

Previous value: -"Existing federal AMT credit (Minimum Tax Credit, Form 8801) carryforward from prior tax years, USD. Recoverable in future years where regular federal tax exceeds tentative minimum tax. Optional; defaults to 0 (most first-time exercisers have none), so do not ask the user for it unless they mention a prior-year AMT credit."New value: +"Existing federal AMT credit (Minimum Tax Credit, Form 8801) carryforward from prior tax years, USD. Recoverable in future years where regular federal tax exceeds tentative minimum tax. Optional; defaults to 0, which is correct for most first-time exercisers. Only a prior-year AMT credit makes it non-zero."

Previous value: -"Annual after-tax return on idle cash (decimal), used to time-value the cash-tax stream. 0.05 = 5% (~short-Treasury yield). Optional: defaults to 0.04 (4%, a short-Treasury-like after-tax yield) when omitted, so you need not ask the user for it; pass an explicit value if the user states one. At 0 the math collapses to a nominal sum."New value: +"Annual after-tax return on idle cash (decimal), used to time-value the cash-tax stream. 0.05 = 5% (~short-Treasury yield). Optional: defaults to 0.04 (4%, a short-Treasury-like after-tax yield) when omitted, and an explicit value overrides that default. At 0 the math collapses to a nominal sum."

Previous value: -"Annual expected stock growth as a decimal (0.10 = 10%), or the string \"market\" to use the S&P 500 trailing average when the user has no view. Required unless `ticker` resolves it from trailing CAGR."New value: +"Annual expected stock growth as a decimal (0.10 = 10%), or the string \"market\" to use the S&P 500 trailing average when the user has no view. Required unless `ticker` resolves it from trailing CAGR. This tool has no default for it: a value not stated by the user, not resolved by a covered `ticker`, and not the \"market\" sentinel is outside the input contract."

Previous value: -"Current fair market value per share, USD. Anchors year-1 of the growth path; future years compound from here using expectedGrowth and volatilityDrag."New value: +"Current fair market value per share, USD. Anchors year-1 of the growth path; future years compound from here using expectedGrowth and volatilityDrag. Must come from the user."

Previous value: -"Planning horizon in years (1..10). The optimizer searches all feasible per-year share allocations across this many years."New value: +"Planning horizon in years (1..10). The optimizer searches all feasible per-year share allocations across this many years. The user's choice, not a modelling detail, and it changes the answer: use the value they gave, and if they gave none, ask for it rather than assuming one."

Previous value: -"Annual W-2 ordinary income before this exercise, USD. Baseline for the bracket walk and the AMT exemption phaseout."New value: +"Annual ordinary income before this exercise, USD. Baseline for the bracket walk and the AMT exemption phaseout. Must come from the user. This is taxable income after deductions, not gross wages: the engine applies no standard or itemized deduction to it."

Previous value: -"Total Incentive Stock Option (ISO) shares available to exercise across the planning horizon."New value: +"Total Incentive Stock Option (ISO) shares available to exercise across the planning horizon. Must come from the user."

Previous value: -"Strike price per share, USD."New value: +"Strike price per share, USD. Must come from the user."

Previous value: -"Annualized volatility (sigma) of the stock as a decimal (0.72 = 72%). Pass the user-supplied volatility directly; the tool computes the horizon-cumulative drag internally. The model MUST NOT compute drag itself; the correct formula is horizon-dependent and most models get it wrong. If the user does not supply a volatility number AND no `ticker` resolves it from the cached implied-vol table, ASK them."New value: +"Annualized volatility (sigma) of the stock as a decimal (0.72 = 72%). Pass the volatility itself, not a pre-computed drag: the tool derives the horizon-cumulative drag internally, and the correct formula is horizon-dependent. This value must come from the user or from a `ticker` that resolves it from the cached implied-vol table; if neither supplies it, ask the user rather than estimating one."

Previous value: -"Alternative to `volatility`: the multiplicative price haircut already computed for the planning horizon. Supply this OR `volatility` (if both are given, volatilityDrag wins). Most callers should pass `volatility` and let the tool compute the drag; only pass this if you already have a horizon drag figure. The model MUST NOT compute it itself."New value: +"Alternative to `volatility`: the multiplicative price haircut already computed for the planning horizon. Supply this OR `volatility` (if both are given, volatilityDrag wins). This field is for a drag figure that already exists from a prior computation; the drag formula is horizon-dependent, so a figure derived for a different horizon does not carry over. Supplying `volatility` instead lets the tool derive it."

Previous value: -"Present only when hasLeftCompany=true and the 90-day post-termination window is still open: the partial-exercise quantity that maximizes expected after-tax value."New value: +"Present only when hasLeftCompany=true and the 90-day post-termination window is still open: the partial-exercise quantity with the highest expected after-tax value found by a scan over candidate share counts, which can land a few shares off the exact optimum."

Previous value: -"After-tax Net Final Value at the horizon in dollars: grossGain - federalLTCG - stateLTCG - amtPremiumFV. The headline number to report."New value: +"After-tax Net Final Value at the horizon in dollars: grossGain - federalLTCG - stateLTCG - amtPremiumFV. This is the summary figure each schedule is scored on."

Previous value: -"Optimal share count to exercise within the window."New value: +"Share count to exercise within the window, the best found by the scan."

Previous value: -"The three candidate exercise schedules, each evaluated at the effective horizon. Compare nfv across them; optimized is the recommended plan."New value: +"The three candidate exercise schedules, each evaluated at the effective horizon. Their nfv values are directly comparable; optimized is the highest-NFV schedule the optimizer found."

Previous value: -"After-tax Net Final Value at the horizon in dollars: grossGain - federalLTCG - stateLTCG - amtPremiumFV. The headline number to report."New value: +"After-tax Net Final Value at the horizon in dollars: grossGain - federalLTCG - stateLTCG - amtPremiumFV. This is the summary figure each schedule is scored on."

Previous value: -"After-tax Net Final Value at the horizon in dollars: grossGain - federalLTCG - stateLTCG - amtPremiumFV. The headline number to report."New value: +"After-tax Net Final Value at the horizon in dollars: grossGain - federalLTCG - stateLTCG - amtPremiumFV. This is the summary figure each schedule is scored on."

Previous value: -"After-tax Net Final Value at the horizon in dollars: grossGain - federalLTCG - stateLTCG - amtPremiumFV. The headline number to report."New value: +"After-tax Net Final Value at the horizon in dollars: grossGain - federalLTCG - stateLTCG - amtPremiumFV. This is the summary figure each schedule is scored on."

Previous value: -"Total cost basis of the position, USD (sum of strikes paid + ordinary-income inclusions on RSU vest / NSO exercise / disqualified ISO)."New value: +"Total cost basis of the position, USD (sum of strikes paid + ordinary-income inclusions on RSU vest / NSO exercise / disqualified ISO). Must come from the user."

Previous value: -"Annual expected return on the concentrated stock as a decimal (0.10 = 10%), or the string \"market\" to use the S&P 500 trailing average when the user has no view. Required unless `ticker` resolves it from trailing CAGR."New value: +"Annual expected return on the concentrated stock as a decimal (0.10 = 10%), or the string \"market\" to use the S&P 500 trailing average when the user has no view. Required unless `ticker` resolves it from trailing CAGR. This tool has no default for it: a value not stated by the user, not resolved by a covered `ticker`, and not the \"market\" sentinel is outside the input contract."

Previous value: -"Put strike chosen as (1 − this fraction) × spot. 0.10 = 10% OTM put. Range 0.05..0.50."New value: +"Put strike chosen as (1 − this fraction) × spot. 0.10 = 10% OTM put. Range 0.05..0.50. The user's choice, not a modelling detail, and it changes the answer: use the value they gave, and if they gave none, ask for it rather than assuming one."

Previous value: -"Option tenor in years. 1 = 12-month; 0.25 = ~90-day."New value: +"Option tenor in years. 1 = 12-month; 0.25 = ~90-day. The user's choice, not a modelling detail, and it changes the answer: use the value they gave, and if they gave none, ask for it rather than assuming one."

Previous value: -"Annual W-2 ordinary income before any sales, USD. Baseline for LTCG bracket determination."New value: +"Annual ordinary income before any sales, USD. Baseline for LTCG bracket determination. Must come from the user. This is taxable income after deductions, not gross wages: the engine applies no standard or itemized deduction to it."

Previous value: -"Current market value of the concentrated single-stock position, USD."New value: +"Current market value of the concentrated single-stock position, USD. Must come from the user."

Previous value: -"Total investable portfolio in dollars (concentrated position + everything else). User-supplied; never inferred. If the user did not state it, ASK."New value: +"Total investable portfolio in dollars (concentrated position + everything else). This value must come from the user, never inferred; if the user did not state it, ask."

Previous value: -"Annualized volatility (sigma) of the stock as a decimal (0.72 = 72%). Pass the user-supplied volatility directly; the tool uses it both for hedge pricing (as implied vol) and for the 3y horizon drag, computed internally. The model MUST NOT compute drag itself; the correct formula is horizon-dependent and most models get it wrong. If the user does not supply a volatility number AND no `ticker` resolves it from the cached implied-vol table, ASK them; only as a last fallback does hedge pricing fall back to a sector-typical implied volatility."New value: +"Annualized volatility (sigma) of the stock as a decimal (0.72 = 72%). Pass the volatility itself, not a pre-computed drag: the tool uses it both for hedge pricing (as implied vol) and for the 3y horizon drag, derived internally (the drag formula is horizon-dependent). This value must come from the user or from a `ticker` that resolves it from the cached implied-vol table; if neither supplies it, ask the user rather than estimating one; only as a last fallback does hedge pricing use a sector-typical implied volatility."

Previous value: -"Alternative to `volatility`: the multiplicative price haircut already computed for the horizon. Supply this OR `volatility` (if both are given, volatilityDrag wins). Most callers should pass `volatility` and let the tool compute the drag; only pass this if you already have a horizon drag figure. The model MUST NOT compute it itself."New value: +"Alternative to `volatility`: the multiplicative price haircut already computed for the horizon. Supply this OR `volatility` (if both are given, volatilityDrag wins). This field is for a drag figure that already exists from a prior computation; the drag formula is horizon-dependent, so a figure derived for a different horizon does not carry over. Supplying `volatility` instead lets the tool derive it."

Previous value: -"Legacy single-stack current share price, USD. Pair with legacy `lots` (omit `stacks`). The model SHOULD NOT invent this; pass the user's current price."New value: +"Legacy single-stack current share price, USD. Pair with legacy `lots` (omit `stacks`). This value must come from the user."

Previous value: -"Annual W-2 ordinary income, USD. Used as the baseline for the federal LTCG bracket walk in each candidate year and for NIIT threshold tests."New value: +"Annual ordinary income, USD. Used as the baseline for the federal LTCG bracket walk in each candidate year and for NIIT threshold tests. Must come from the user. This is taxable income after deductions, not gross wages: the engine applies no standard or itemized deduction to it."

Previous value: -"Net cash needed in the user's pocket after all applicable taxes (federal LTCG/ordinary + state + NIIT), USD. Example: a $1M house with 20% down minus existing savings might give a $200,000 target."New value: +"Net cash needed in the user's pocket after all applicable taxes (federal LTCG/ordinary + state + NIIT), USD. Example: a $1M house with 20% down minus existing savings might give a $200,000 target. Must come from the user."

Previous value: -"The wealth-maximal plan whose shortfall probability is at or below the applied risk tolerance. Present this plan first."New value: +"The wealth-maximal plan whose shortfall probability is at or below the applied risk tolerance. This is the plan the risk tolerance selects out of the frontier."

Previous value: -"Current fair market value per share, USD. The bargain element at exercise is shares × (currentPrice − strike)."New value: +"Current fair market value per share, USD. The bargain element at exercise is shares × (currentPrice − strike). Must come from the user."

Previous value: -"Projected $/share at end of holdYears, or the string \"market\" to project currentPrice at the S&P 500 trailing average when the user has no view. Required unless `ticker` resolves it from currentPrice × (1 + trailing CAGR)^holdYears."New value: +"Projected $/share at end of holdYears, or the string \"market\" to project currentPrice at the S&P 500 trailing average when the user has no view. Required unless `ticker` resolves it from currentPrice × (1 + trailing CAGR)^holdYears. This tool has no default for it: a value not stated by the user, not resolved by a covered `ticker`, and not the \"market\" sentinel is outside the input contract."

Previous value: -"Alternative to `volatility`: the multiplicative volatility-drag haircut on expectedSalePrice already computed for the hold. Supply this OR `volatility` (if both are given, haircut wins). Most callers should pass `volatility` and let the tool compute the haircut; the model MUST NOT compute it itself."New value: +"Alternative to `volatility`: the multiplicative volatility-drag haircut on expectedSalePrice already computed for the hold. Supply this OR `volatility` (if both are given, haircut wins). This field is for a haircut figure that already exists from a prior computation; the haircut formula is horizon-dependent, so a figure derived for a different horizon does not carry over. Supplying `volatility` instead lets the tool derive it."

Previous value: -"Years to hold after exercise (minimum 1). At ≥1 year, the appreciation since exercise is LTCG; sub-1-year holds are out of scope."New value: +"Years to hold after exercise (minimum 1). At ≥1 year, the appreciation since exercise is LTCG; sub-1-year holds are out of scope. The user's choice, not a modelling detail, and it changes the answer: use the value they gave, and if they gave none, ask for it rather than assuming one."

Previous value: -"Annual W-2 ordinary income before this exercise, USD. Baseline for the bracket walk on the bargain element."New value: +"Annual ordinary income before this exercise, USD. Baseline for the bracket walk on the bargain element. Must come from the user. This is taxable income after deductions, not gross wages: the engine applies no standard or itemized deduction to it."

Previous value: -"Non-qualified Stock Option (NSO) shares to exercise."New value: +"Non-qualified Stock Option (NSO) shares to exercise. Must come from the user."

Previous value: -"Strike price per share, USD."New value: +"Strike price per share, USD. Must come from the user."

Previous value: -"Annualized volatility (sigma) of the stock as a decimal (0.72 = 72%). Pass the user-supplied volatility directly; the tool computes the horizon-cumulative drag internally. The model MUST NOT compute drag itself; the correct formula is horizon-dependent and most models get it wrong. If the user does not supply a volatility number AND no `ticker` resolves it from the cached implied-vol table, ASK them."New value: +"Annualized volatility (sigma) of the stock as a decimal (0.72 = 72%). Pass the volatility itself, not a pre-computed drag: the tool derives the horizon-cumulative drag internally, and the correct formula is horizon-dependent. This value must come from the user or from a `ticker` that resolves it from the cached implied-vol table; if neither supplies it, ask the user rather than estimating one."

Previous value: -"Market value of the underlying single-stock position, USD. Premium and max-loss scale linearly with this."New value: +"Market value of the underlying single-stock position, USD. Premium and max-loss scale linearly with this. Must come from the user."

Previous value: -"Put strike as (1 − this fraction) × spot. 0.10 = 10% OTM put. Range 0.05..0.50."New value: +"Put strike as (1 − this fraction) × spot. 0.10 = 10% OTM put. Range 0.05..0.50. The user's choice, not a modelling detail, and it changes the answer: use the value they gave, and if they gave none, ask for it rather than assuming one."

Previous value: -"Option tenor in years. 1 = 12-month; 0.25 = ~90-day."New value: +"Option tenor in years. 1 = 12-month; 0.25 = ~90-day. The user's choice, not a modelling detail, and it changes the answer: use the value they gave, and if they gave none, ask for it rather than assuming one."

Previous value: -"Annualized implied volatility (sigma) of the stock. Resolution order: (1) explicit `volatility` if passed; (2) cached implied vol if `ticker` is covered; (3) sector-typical IV as last fallback. The model SHOULD NOT invent this. Either pass an explicit value the user gave you, set a covered `ticker`, or omit and let the sector default apply."New value: +"Annualized implied volatility (sigma) of the stock. Resolution order: (1) explicit `volatility` if passed; (2) cached implied vol if `ticker` is covered; (3) sector-typical IV as last fallback. An explicit value must come from the user; otherwise set a covered `ticker`, or omit and let the sector default apply."

Previous value: -"False when no useful spread exists at these inputs: the 1-in-N short strike lands at/above the floor (floor already deep for this risk level) or the short leg does not reduce cost. When false, render unavailableReason instead of the numbers."New value: +"False when no useful spread exists at these inputs: the 1-in-N short strike lands at/above the floor (floor already deep for this risk level) or the short leg does not reduce cost. When false, the numeric fields of this block are null and unavailableReason carries the explanation in their place."

Previous value: -"Adjusted basis of the QSBS shares, USD. Used in the 10× basis cap: the per-issuer exclusion cap is max($10M, 10 × adjustedBasis)."New value: +"Adjusted basis of the QSBS shares, USD. Used in the 10× basis cap: the per-issuer exclusion cap is max($10M, 10 × adjustedBasis). Must come from the user."

Previous value: -"Expected total gain on sale, USD. Compared against the per-issuer exclusion cap to compute excludableGain and taxableGain."New value: +"Expected total gain on sale, USD. Compared against the per-issuer exclusion cap to compute excludableGain and taxableGain. Must come from the user."

Previous value: -"Annual W-2 ordinary income, USD. Baseline for the federal LTCG bracket on any taxable gain."New value: +"Annual ordinary income, USD. Baseline for the federal LTCG bracket on any taxable gain. Must come from the user. This is taxable income after deductions, not gross wages: the engine applies no standard or itemized deduction to it."

Previous value: -"The six statutory tests with per-test status, so an agent can show exactly which gate failed."New value: +"The six statutory tests with per-test status, identifying any gate that failed."

Previous value: -"Current share price, USD. Every sale, on every date, is priced at this value (flat-price assumption). Pass the user's price; the model must not invent it."New value: +"Current share price, USD. Every sale, on every date, is priced at this value (flat-price assumption). This value must come from the user."

Previous value: -"Fraction of TOTAL shares to divest, as a decimal (0.5 = sell half). Range 0.10 to 1.0. NOTE: a decimal fraction, NOT a percent, so pass 0.5 not 50. The tool sells round(divestFraction x totalShares) shares, floored at 1."New value: +"Fraction of TOTAL shares to divest, as a decimal (0.5 = sell half). Range 0.10 to 1.0. NOTE: a decimal fraction, NOT a percent, so pass 0.5 not 50. The tool sells round(divestFraction x totalShares) shares, floored at 1. The user's choice, not a modelling detail, and it changes the answer: use the value they gave, and if they gave none, ask for it rather than assuming one."

Previous value: -"Tax years the plan may span: 1 = sell everything now, 2, or 3. More years let the plan spread gains across brackets and defer short-term lots to long-term, at the cost of staying exposed to the stock longer."New value: +"Tax years the plan may span: 1 = sell everything now, 2, or 3. More years let the plan spread gains across brackets and defer short-term lots to long-term, at the cost of staying exposed to the stock longer. The user's choice, not a modelling detail, and it changes the answer: use the value they gave, and if they gave none, ask for it rather than assuming one."

Previous value: -"Vested RSU lots you still hold (after any sell-to-cover), one entry per vest tranche. The tool decides which of these to sell and when. Unvested grants are out of scope. At most 20 lots per call, the same cap the web calculator uses. With more tranches than that, combine the ones sharing a vest date and cost basis."New value: +"The vested RSU lots still held (after any sell-to-cover), one entry per vest tranche. The tool decides which of these to sell and when. Unvested grants are out of scope. At most 20 lots per call, the same cap the web calculator uses. With more tranches than that, combine the ones sharing a vest date and cost basis."

Previous value: -"Total household ordinary income for the year, USD (W-2 + interest + other). Sets the federal LTCG bracket floor, the short-term ordinary rate, and the net investment income tax (NIIT) threshold test. Assumed constant across plan years."New value: +"Total household ordinary income for the year, USD, from all sources. Sets the federal LTCG bracket floor, the short-term ordinary rate, and the net investment income tax (NIIT) threshold test. This is taxable income after deductions, not gross wages: the engine applies no standard or itemized deduction to it. Assumed constant across plan years. Must come from the user."

Previous value: -"Fair market value per share at vest, USD. Also the cost basis on retained shares."New value: +"Fair market value per share at vest, USD. Also the cost basis on retained shares. Must come from the user."

Previous value: -"Projected $/share at end of holdYears, or the string \"market\" to project currentPrice at the S&P 500 trailing average when the user has no view. Required unless `ticker` resolves it from currentPrice × (1 + trailing CAGR)^holdYears."New value: +"Projected $/share at end of holdYears, or the string \"market\" to project currentPrice at the S&P 500 trailing average when the user has no view. Required unless `ticker` resolves it from currentPrice × (1 + trailing CAGR)^holdYears. This tool has no default for it: a value not stated by the user, not resolved by a covered `ticker`, and not the \"market\" sentinel is outside the input contract."

Previous value: -"Alternative to `volatility`: the multiplicative volatility-drag haircut on expectedSalePrice already computed for the hold. Supply this OR `volatility` (if both are given, haircut wins). Most callers should pass `volatility` and let the tool compute the haircut; the model MUST NOT compute it itself."New value: +"Alternative to `volatility`: the multiplicative volatility-drag haircut on expectedSalePrice already computed for the hold. Supply this OR `volatility` (if both are given, haircut wins). This field is for a haircut figure that already exists from a prior computation; the haircut formula is horizon-dependent, so a figure derived for a different horizon does not carry over. Supplying `volatility` instead lets the tool derive it."

Previous value: -"Years to hold after vest (0.25..5). Below 1 year triggers the short-term capital gains cliff (ordinary rates on appreciation)."New value: +"Years to hold after vest (0.25..5). Below 1 year triggers the short-term capital gains cliff (ordinary rates on appreciation). The user's choice, not a modelling detail, and it changes the answer: use the value they gave, and if they gave none, ask for it rather than assuming one."

Previous value: -"Annual W-2 ordinary income before this vest, USD. Baseline for the bracket walk on the vest amount."New value: +"Annual ordinary income before this vest, USD. Baseline for the bracket walk on the vest amount. Must come from the user. This is taxable income after deductions, not gross wages: the engine applies no standard or itemized deduction to it."

Previous value: -"Restricted Stock Unit (RSU) shares vesting in this tranche."New value: +"Restricted Stock Unit (RSU) shares vesting in this tranche. Must come from the user."

Previous value: -"Annualized volatility (sigma) of the stock as a decimal (0.72 = 72%). Pass the user-supplied volatility directly; the tool computes the horizon-cumulative drag internally. The model MUST NOT compute drag itself; the correct formula is horizon-dependent and most models get it wrong. If the user does not supply a volatility number AND no `ticker` resolves it from the cached implied-vol table, ASK them."New value: +"Annualized volatility (sigma) of the stock as a decimal (0.72 = 72%). Pass the volatility itself, not a pre-computed drag: the tool derives the horizon-cumulative drag internally, and the correct formula is horizon-dependent. This value must come from the user or from a `ticker` that resolves it from the cached implied-vol table; if neither supplies it, ask the user rather than estimating one."

Previous value: -"Annual expected stock growth as a decimal (0.10 = 10%). Required unless `ticker` resolves it from trailing CAGR."New value: +"Annual expected stock growth as a decimal (0.10 = 10%), or the string \"market\" to use the S&P 500 trailing average when the user has no view. Required unless `ticker` resolves it from trailing CAGR."

Previous value: -"number"New value: +[
+  "number",
+  "string"
+]

Previous value: -"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. Growth and volatility come from two separate cached snapshots, so some symbols resolve only one of the two fields. A symbol not in a given table falls through to a \"required field\" error for exactly the field it could not resolve, so pass that field explicitly (or use a fully covered symbol) rather than inventing it. The covered-tickers resource (resources/list) lists which symbols resolve which field."New value: +"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. Growth and volatility come from two separate cached snapshots, so some symbols resolve only one of the two fields. A symbol not in a given table falls through to a \"required field\" error for exactly the field it could not resolve: pass that field explicitly, or (for the growth/return/sale-price field) pass the string \"market\" for the S&P 500 trailing average; never invent a number. The covered-tickers resource (resources/list) lists which symbols resolve which field."

Previous value: -"Annual after-tax-proceeds reinvestment rate. Defaults to SPY trailing CAGR for the 3-year horizon if omitted."New value: +"Annual after-tax-proceeds reinvestment rate. Defaults to SPY trailing CAGR for the 3-year horizon if omitted; the string \"market\" names that same default explicitly."

Previous value: -"number"New value: +[
+  "number",
+  "string"
+]

Previous value: -"Annual expected return on the concentrated stock as a decimal (0.10 = 10%). Required unless `ticker` resolves it from trailing CAGR."New value: +"Annual expected return on the concentrated stock as a decimal (0.10 = 10%), or the string \"market\" to use the S&P 500 trailing average when the user has no view. Required unless `ticker` resolves it from trailing CAGR."

Previous value: -"number"New value: +[
+  "number",
+  "string"
+]

Previous value: -"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. Growth and volatility come from two separate cached snapshots, so some symbols resolve only one of the two fields. A symbol not in a given table falls through to a \"required field\" error for exactly the field it could not resolve, so pass that field explicitly (or use a fully covered symbol) rather than inventing it. The covered-tickers resource (resources/list) lists which symbols resolve which field."New value: +"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. Growth and volatility come from two separate cached snapshots, so some symbols resolve only one of the two fields. A symbol not in a given table falls through to a \"required field\" error for exactly the field it could not resolve: pass that field explicitly, or (for the growth/return/sale-price field) pass the string \"market\" for the S&P 500 trailing average; never invent a number. The covered-tickers resource (resources/list) lists which symbols resolve which field."

Previous value: -"Legacy single-stack annual growth decimal. Optional; defaults to 0. Each future year's projected price is `currentPrice × (1 + expectedAnnualGrowth)^Δyears`. Negative values model decline."New value: +"Legacy single-stack annual growth decimal, or the string \"market\" for the S&P 500 trailing average. Required with `lots`: pass 0 for a deliberately flat-price plan (omitting it is an error, not a flat default). Each future year's projected price is `currentPrice × (1 + expectedAnnualGrowth)^Δyears`. Negative values model decline."

Previous value: -"number"New value: +[
+  "number",
+  "string"
+]

Previous value: -"Per-stack growth decimal (0.08 = 8%/yr). Projected sale price = currentPrice × (1 + expectedAnnualGrowth)^Δyears. Negative values model decline. Defaults to 0 (flat) unless `ticker` resolves it."New value: +"Per-stack growth decimal (0.08 = 8%/yr), or the string \"market\" for the S&P 500 trailing average. Projected sale price = currentPrice × (1 + expectedAnnualGrowth)^Δyears. Negative values model decline; pass 0 for a deliberately flat-price plan. Required unless `ticker` resolves it; omitting it is an error, not a flat default."

Previous value: -"number"New value: +[
+  "number",
+  "string"
+]

Previous value: -"Annual after-tax-proceeds reinvestment rate. Defaults to SPY trailing CAGR for holdYears if omitted."New value: +"Annual after-tax-proceeds reinvestment rate. Defaults to SPY trailing CAGR for holdYears if omitted; the string \"market\" names that same default explicitly."

Previous value: -"number"New value: +[
+  "number",
+  "string"
+]

Previous value: -"Projected $/share at end of holdYears. Required unless `ticker` resolves it from currentPrice × (1 + trailing CAGR)^holdYears."New value: +"Projected $/share at end of holdYears, or the string \"market\" to project currentPrice at the S&P 500 trailing average when the user has no view. Required unless `ticker` resolves it from currentPrice × (1 + trailing CAGR)^holdYears."

Previous value: -"number"New value: +[
+  "number",
+  "string"
+]

Previous value: -"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. Growth and volatility come from two separate cached snapshots, so some symbols resolve only one of the two fields. A symbol not in a given table falls through to a \"required field\" error for exactly the field it could not resolve, so pass that field explicitly (or use a fully covered symbol) rather than inventing it. The covered-tickers resource (resources/list) lists which symbols resolve which field."New value: +"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. Growth and volatility come from two separate cached snapshots, so some symbols resolve only one of the two fields. A symbol not in a given table falls through to a \"required field\" error for exactly the field it could not resolve: pass that field explicitly, or (for the growth/return/sale-price field) pass the string \"market\" for the S&P 500 trailing average; never invent a number. The covered-tickers resource (resources/list) lists which symbols resolve which field."

Previous value: -"Annual after-tax-proceeds reinvestment rate. Defaults to SPY trailing CAGR for holdYears if omitted."New value: +"Annual after-tax-proceeds reinvestment rate. Defaults to SPY trailing CAGR for holdYears if omitted; the string \"market\" names that same default explicitly."

Previous value: -"number"New value: +[
+  "number",
+  "string"
+]

Previous value: -"Projected $/share at end of holdYears. Required unless `ticker` resolves it from currentPrice × (1 + trailing CAGR)^holdYears."New value: +"Projected $/share at end of holdYears, or the string \"market\" to project currentPrice at the S&P 500 trailing average when the user has no view. Required unless `ticker` resolves it from currentPrice × (1 + trailing CAGR)^holdYears."

Previous value: -"number"New value: +[
+  "number",
+  "string"
+]

Previous value: -"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. Growth and volatility come from two separate cached snapshots, so some symbols resolve only one of the two fields. A symbol not in a given table falls through to a \"required field\" error for exactly the field it could not resolve, so pass that field explicitly (or use a fully covered symbol) rather than inventing it. The covered-tickers resource (resources/list) lists which symbols resolve which field."New value: +"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. Growth and volatility come from two separate cached snapshots, so some symbols resolve only one of the two fields. A symbol not in a given table falls through to a \"required field\" error for exactly the field it could not resolve: pass that field explicitly, or (for the growth/return/sale-price field) pass the string \"market\" for the S&P 500 trailing average; never invent a number. The covered-tickers resource (resources/list) lists which symbols resolve which field."

Previous value: -"Vested RSU lots you still hold (after any sell-to-cover), one entry per vest tranche. The tool decides which of these to sell and when. Unvested grants are out of scope."New value: +"Vested RSU lots you still hold (after any sell-to-cover), one entry per vest tranche. The tool decides which of these to sell and when. Unvested grants are out of scope. At most 20 lots per call, the same cap the web calculator uses. With more tranches than that, combine the ones sharing a vest date and cost basis."

Added value: +20

Previous value: -"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. About 90 large-cap symbols resolve a return; a slightly smaller set (~85) also resolves volatility. A symbol not in a given table falls through to a \"required field\" error for exactly the field it could not resolve, so pass that field explicitly (or use a fully covered symbol) rather than inventing it."New value: +"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. Growth and volatility come from two separate cached snapshots, so some symbols resolve only one of the two fields. A symbol not in a given table falls through to a \"required field\" error for exactly the field it could not resolve, so pass that field explicitly (or use a fully covered symbol) rather than inventing it. The covered-tickers resource (resources/list) lists which symbols resolve which field."

Previous value: -"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. About 90 large-cap symbols resolve a return; a slightly smaller set (~85) also resolves volatility. A symbol not in a given table falls through to a \"required field\" error for exactly the field it could not resolve, so pass that field explicitly (or use a fully covered symbol) rather than inventing it."New value: +"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. Growth and volatility come from two separate cached snapshots, so some symbols resolve only one of the two fields. A symbol not in a given table falls through to a \"required field\" error for exactly the field it could not resolve, so pass that field explicitly (or use a fully covered symbol) rather than inventing it. The covered-tickers resource (resources/list) lists which symbols resolve which field."

Previous value: -"Optional ticker label (e.g. \"NVDA\"). When set without `expectedAnnualGrowth`, growth is resolved from the trailing-CAGR table (~90 public-stock symbols covered). Echoed back in each SaleEntry for display."New value: +"Optional ticker label (e.g. \"NVDA\"). When set without `expectedAnnualGrowth`, growth is resolved from the cached trailing-CAGR snapshot when the symbol is covered there (see the covered-tickers resource for the current set). Echoed back in each SaleEntry for display."

Previous value: -"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. About 90 large-cap symbols resolve a return; a slightly smaller set (~85) also resolves volatility. A symbol not in a given table falls through to a \"required field\" error for exactly the field it could not resolve, so pass that field explicitly (or use a fully covered symbol) rather than inventing it."New value: +"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. Growth and volatility come from two separate cached snapshots, so some symbols resolve only one of the two fields. A symbol not in a given table falls through to a \"required field\" error for exactly the field it could not resolve, so pass that field explicitly (or use a fully covered symbol) rather than inventing it. The covered-tickers resource (resources/list) lists which symbols resolve which field."

Previous value: -"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. About 90 large-cap symbols resolve a return; a slightly smaller set (~85) also resolves volatility. A symbol not in a given table falls through to a \"required field\" error for exactly the field it could not resolve, so pass that field explicitly (or use a fully covered symbol) rather than inventing it."New value: +"Optional public-stock symbol (e.g. \"NVDA\", \"AAPL\"). When set, the tool substitutes a cached trailing return for any unsupplied expected-return / sale-price field, and a cached implied vol for any unsupplied volatility. Growth and volatility come from two separate cached snapshots, so some symbols resolve only one of the two fields. A symbol not in a given table falls through to a \"required field\" error for exactly the field it could not resolve, so pass that field explicitly (or use a fully covered symbol) rather than inventing it. The covered-tickers resource (resources/list) lists which symbols resolve which field."

Previous value: -"Existing federal AMT credit (Minimum Tax Credit, Form 8801) carryforward from prior tax years, USD. Recoverable in future years where regular federal tax exceeds tentative minimum tax."New value: +"Existing federal AMT credit (Minimum Tax Credit, Form 8801) carryforward from prior tax years, USD. Recoverable in future years where regular federal tax exceeds tentative minimum tax. Optional; defaults to 0 (most first-time exercisers have none), so do not ask the user for it unless they mention a prior-year AMT credit."

Added value: +5

Added value: +{
+  "description": "Alternative to `volatility`: the multiplicative price haircut already computed for the planning horizon. Supply this OR `volatility` (if both are given, volatilityDrag wins). Most callers should pass `volatility` and let the tool compute the drag; only pass this if you already have a horizon drag figure. The model MUST NOT compute it itself.",
+  "maximum": 0.99,
+  "minimum": 0,
+  "type": "number"
+}

Previous value: -[
-  "shares",
-  "strike",
-  "fmv",
-  "filingStatus",
-  "ordinaryIncome",
-  "stateCode",
-  "carryforwardCredit",
-  "horizon",
-  "grantDate",
-  "hasLeftCompany"
-]New value: +[
+  "shares",
+  "strike",
+  "fmv",
+  "filingStatus",
+  "ordinaryIncome",
+  "stateCode",
+  "horizon",
+  "grantDate",
+  "hasLeftCompany"
+]

Added value: +5

Added value: +5

Added value: +5

Added value: +{
+  "description": "Alternative to `volatility`: the multiplicative volatility-drag haircut on expectedSalePrice already computed for the hold. Supply this OR `volatility` (if both are given, haircut wins). Most callers should pass `volatility` and let the tool compute the haircut; the model MUST NOT compute it itself.",
+  "maximum": 1,
+  "minimum": 0,
+  "type": "number"
+}

Added value: +5

Added value: +5

Added value: +{
+  "description": "Alternative to `volatility`: the multiplicative volatility-drag haircut on expectedSalePrice already computed for the hold. Supply this OR `volatility` (if both are given, haircut wins). Most callers should pass `volatility` and let the tool compute the haircut; the model MUST NOT compute it itself.",
+  "maximum": 1,
+  "minimum": 0,
+  "type": "number"
+}

Added value: +5