How to add vertical line to existing chart?

I'm not sure what you tried. Here's what I did:

1) I will need a dummy point/series for the current price. In E2, I enter =D2. In F2 I enter a value. I choose 120000 (something near the maximum).
2) Add a new data series to the chart. In the Select data dialog, add a new data series using F2 for the values.
3) Exit the select data dialog, select the new data series, and change the chart type of this series to "XY scatter".
4) If Excel does not automatically add the secondary vertical and horizontal axes, format the new series to be on the secondary axis system and add both secondary axes.
5) Back to the select data dialog and edit the new series so that it is use E2 for the X values.
6) Format the secondary horizontal axis so that its min is 424.5 and its max is 449.5. This should make the two horizontal axes about the same, so that the horizontal position of the new series data point is between the 430 and 431 columns.
7) Select the new series and add error bars. Delete the horizontal error bars. Format the vertical error bars to show only the negative error bar and set it to have a length of 100%.
8) Format the secondary vertical axis so that it has the same limits as the primary vertical axis.
9) Format the error bar and the data series to have the appearance you want.
10) Any other formatting you want to apply.

That should work for the specific example given. If I were to expand this to make it more flexible so that it would be easy to use for different data series, I would work out a different relationship between the secondary horizontal axis max and min and the value in E2. I would explore different combinations of values for the value in F2 and the secondary vertical axis max and min. I would need to know if I always expected the "strike prices" to always be very integer, or if it would be possible for these to be more scattered. And so on. But the basic idea would remain throughout all of those variations. Add an additional XY scatter data series to the chart with an error bar, and figure out the combination of axis limits and E2,F2 values that position the vertical line correctly.

Maybe something like this?

1) Select A2:B26 -> Insert scatter chart (marker without lines).
2) Select the data series -> Add error bars -> delete horizontal error bars -> only show negative error bar (100%).
3) Format error bars to have the desired color and thickness. My copy of Excel defaults to a 5 point size marker, so a 5 point wide error bar line is the same thickness as the marker. Experiment until you find the line width and marker size/style that you like.
4) Add a data series and tell it to use D2 (current price) and E2 (value near the top of the chart).
5) Select the 2nd data series and add a 100% negative error bar. Format this error bar and the marker to get the look you want.
6) Other formatting as desired.

What do you think?

Standard approach to "conditional formatting of charts" is to split the data up into as many columns/data series as you have conditions. In your case, split the data into 2 columns/data series -- one for the above 0 data and the second for the below 0 data.

See this tutorial: https://peltiertech.com/conditional-...-excel-charts/