Concentration

Single-stock concentration risk

Quantifies single-stock concentration risk: drawdown exposure at 30/50/70% scenarios and the after-tax comparison of selling down vs. holding vs. hedging, with multi-year tax math.

post/api/v1/concentration

Request

  • Base URL: https://optionsahoy.com
  • URL: https://optionsahoy.com/api/v1/concentration
  • Auth: none declared

Request body

positionValuenumber required

Current value of the concentrated position, USD.

costBasisnumber required
acquisitionDatestring date required

ISO 8601 date string (YYYY-MM-DD).

sector'tech_software' | 'semiconductors' | 'consumer_cyclical' | 'consumer_defensive' | 'financials' | 'healthcare_biotech' | 'energy' | 'industrials' | 'communication' | 'broad_market' required
stateCodestring required

Two-letter United States state code (e.g. CA, NY, TX).

filingStatus'single' | 'married_joint' | 'head_household' required

United States federal filing status.

ordinaryIncomenumber required
totalAssetsnumber required

Total investable portfolio in dollars (concentrated position + everything else). User-supplied; never inferred.

tickerstring

Optional public-stock symbol (e.g. "NVDA"). When set, the API substitutes the ticker's trailing CAGR for any unsupplied expected-return / sale-price field instead of requiring the caller to invent one. ~90 symbols covered; unknown tickers fall through to 'required field' 400 errors.

volatilityDragnumber

Multiplicative haircut on the 3y stock-price path. Either this OR volatility is required for drag; if both are supplied, volatilityDrag wins.

volatilitynumber

Annualized volatility (sigma). Used for the closed-form option pricing hedging path AND, when volatilityDrag is omitted, derives drag = 1 - exp(-(sigma^2 / 2) * 3). Either this OR volatilityDrag is required for drag.

Response

Successful concentration_analyze result.

oktrue required

Changes

No recorded changes to this operation across all 1 revision of this API.