ayush-agarwal-0502/Adjusting-short-straddle-Quant-bot- — reverse-engineered prompt

Build me a simple Python notebook that demonstrates an automated options strategy for an adjusted short straddle.

I want to start with a market neutral short straddle near the current stock price, calculate option deltas, and show how the position gets delta hedged. Then simulate the stock price moving over time using sample or imaginary data. When the price moves above the upper break even area, the bot should adjust by buying a call at the same strike and update the profit zone. When the price moves below the lower break even area, it should adjust by selling a call and update the limits again.

Please make the output easy to understand for someone learning options trading. Show the current positions, delta, upper and lower limits, and a clear P/L chart that changes as the market moves. Add comments explaining what is happening, and include a note that this is only a demo and not financial advice.