longbridge-options-pnl

name	longbridge-options-pnl
description	Options P&L analysis via Longbridge — payoff diagrams, breakeven points, max profit/loss, and Greeks sensitivity (Delta/Gamma/Theta/Vega) for single-leg and multi-leg strategies. Triggers: "期权盈亏", "盈亏图", "盈亏平衡", "最大亏损", "最大盈利", "Greeks敏感性", "Delta", "Gamma", "Theta", "Vega", "多腿组合", "期权到期", "期權盈虧", "盈虧圖", "盈虧平衡", "最大虧損", "最大盈利", "Greeks敏感性", "多腿組合", "options payoff", "P&L diagram", "breakeven", "max profit", "max loss", "Greeks sensitivity", "delta gamma theta vega", "multi-leg options".
license	MIT
metadata	{"author":"longbridge","version":"1.0.0","risk_level":"read_only","requires_login":false,"default_install":true,"requires_mcp":false,"tier":"analysis"}

longbridge-options-pnl

Prompt-only analysis skill. Fetches live option quotes, then computes and explains payoff diagrams, breakevens, max profit/loss, and Greeks sensitivities for single-leg and multi-leg option positions.

Response language: match the user's input language — Simplified Chinese / Traditional Chinese / English.

When to use

• "AAPL 200 call 的盈亏平衡点在哪" / "AAPL 200 call 盈虧平衡在哪" / "What is the breakeven on AAPL 200 call?"
• "我卖出一个 TSLA put，最大亏损多少" / "I sold a TSLA put, what is my max loss?"
• "帮我算跨式组合的到期盈亏" / "Show me the straddle payoff at expiry"
• "这个期权的 Theta 每天损耗多少" / "How much Theta decay per day?"

For vol surface and IV analysis route to longbridge-options-volatility. For strategy selection route to longbridge-options-strategy.

CLI

Run longbridge <subcommand> --help to verify exact flags.

# Fetch option quote (IV, Greeks, premium) for a known OCC symbol
longbridge option quote <OCC_SYMBOL> --format json

# Discover OCC symbol from underlying + expiry
longbridge option chain <SYMBOL> --format json
longbridge option chain <SYMBOL> --date <YYYY-MM-DD> --format json

# Underlying spot price for payoff x-axis range
longbridge quote <SYMBOL> --format json

Workflow

1. Identify legs — extract each leg: side (buy/sell), type (call/put), strike, expiry, quantity, premium paid/received.
2. Fetch live data — call longbridge option quote for each OCC symbol; if not known, use option chain to find it. Fetch underlying spot with longbridge quote.
3. Compute at-expiry payoff for each leg:
   • Long call: max(S − K, 0) − premium
   • Short call: premium − max(S − K, 0)
   • Long put: max(K − S, 0) − premium
   • Short put: premium − max(K − S, 0)
   • Net payoff = sum across all legs.
4. Find breakeven(s) — stock price(s) where net payoff = 0.
5. Find max profit and max loss — scan payoff at key price points (strikes + beyond).
6. Summarise Greeks from option quote output; compute net Greeks for multi-leg.
7. Output payoff table + summary (template below).

Output template

{Strategy name} P&L snapshot — Source: Longbridge Securities

[Position]
Leg 1: {Buy/Sell} {N} {SYMBOL} {YYMMDD} {C/P} K={strike}  Premium={prem}
...

[Payoff at expiry]
S      Net P&L
{S-30%} {$X}
{S-15%} {$X}
{ATM}   {$X}  ← current spot
{S+15%} {$X}
{S+30%} {$X}

[Key metrics]
- Breakeven: ${X} [and ${Y} for two-sided strategies]
- Max profit: ${X} {at S ≥/≤ $Y / unlimited}
- Max loss:   ${X} {at S ≤/≥ $Y / unlimited}

[Net Greeks (current)]
- Delta: {X}  (position moves ~${X} per $1 in underlying)
- Gamma: {X}
- Theta: {X} / day  (time decay per calendar day)
- Vega:  {X} / 1% IV change

⚠️ 以上分析仅供参考，不构成投资建议。/ 以上分析僅供參考，不構成投資建議。/ For reference only. Not investment advice.

Error handling

Situation	简体回复	繁體回復	English reply
command not found: longbridge	切换到 MCP；若不可用，请安装 longbridge-terminal	切換至 MCP；若不可用，請安裝 longbridge-terminal	Fall back to MCP; if unavailable, install longbridge-terminal
stderr not logged in	请执行 longbridge auth login	請執行 longbridge auth login	Run longbridge auth login
OCC symbol not found in chain	请提供到期日和行权价以便查找合约	請提供到期日和行權價以便查找合約	Please provide expiry and strike to locate the contract
Greeks missing from quote	从 Black-Scholes 近似计算，精度有限	從 Black-Scholes 近似計算，精度有限	Approximated via Black-Scholes; limited accuracy

MCP fallback

When the CLI is unavailable, fall back to the MCP server. Discover available tools from the MCP server's tool list at runtime — do not rely on hardcoded tool names.

Related skills

• IV / vol analysis → longbridge-options-volatility
• Strategy selection → longbridge-options-strategy
• Advanced vol strategies → longbridge-options-advanced
• Raw option chain / quotes → longbridge-derivatives

File layout

longbridge-options-pnl/
└── SKILL.md          # prompt-only, no scripts/