Convert natural-language descriptions of specific options trades into beancount transactions and append them to the user's ledger. Use this skill whenever the user describes an options event that happened (sold/bought a call or put, opened/closed/rolled a position, got assigned/exercised, an option expired) and wants it recorded in beancount. Triggers on multi-leg strategies (verticals, condors, butterflies, straddles, calendars, diagonals, collars, the wheel), single-leg trades (cash-secured puts, covered calls, naked options, long calls/puts), and any options trade described in plain English or pasted from a broker confirmation. Also triggers on jargon like STO/BTC/STC/BTO, "I rolled", "got assigned", "expired worthless". SKIP when the user is asking for explanations of how options work, calculations like greeks/IV/breakevens, tax planning advice, P&L reports or summaries, broker statement CSV imports, or live analytics/dashboards — those are different workflows. The core trigger is "record this specific tr
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SKILL.md
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name
beancount-options
description
Convert natural-language descriptions of specific options trades into beancount transactions and append them to the user's ledger. Use this skill whenever the user describes an options event that happened (sold/bought a call or put, opened/closed/rolled a position, got assigned/exercised, an option expired) and wants it recorded in beancount. Triggers on multi-leg strategies (verticals, condors, butterflies, straddles, calendars, diagonals, collars, the wheel), single-leg trades (cash-secured puts, covered calls, naked options, long calls/puts), and any options trade described in plain English or pasted from a broker confirmation. Also triggers on jargon like STO/BTC/STC/BTO, "I rolled", "got assigned", "expired worthless". SKIP when the user is asking for explanations of how options work, calculations like greeks/IV/breakevens, tax planning advice, P&L reports or summaries, broker statement CSV imports, or live analytics/dashboards — those are different workflows. The core trigger is "record this specific trade I made or that happened to me".
beancount-options
Turn natural-language options descriptions into correct beancount transactions.
This skill exists because options accounting in beancount has subtle mechanics that are easy to get wrong by hand: short-position cost basis lives in negative-quantity holdings, premium becomes part of stock cost basis on assignment, multi-leg trades need link grouping, and the four close paths (close, expire, assign, exercise) produce different P&L treatment. The skill takes a description, infers the strategy and outcome, generates the correct transaction(s), and — only after explicit confirmation — appends them to the user's ledger.
When to use this skill
Use whenever the user:
Describes opening, closing, rolling, expiring, or being assigned/exercised on an options position
Names any options strategy: cash-secured put, covered call, iron condor, vertical/credit/debit spread, calendar, butterfly, straddle, strangle, diagonal, collar, the wheel
Pastes a broker confirmation containing PUT, CALL, strikes, or expiry dates
Uses options jargon (STO, BTC, STC, BTO, "the put I sold", "my short call")
Don't use for: pricing/greeks analysis, position sizing, market-data lookup, or broker statement importing (a separate import workflow).
Workflow
Five phases, in order: Discover → Parse → Generate → Append → Verify.
1. Discover
Before generating anything, learn the user's ledger. Look for beancount files in the working directory:
The "main" file is typically the one with option, plugin, or include directives at the top, or the largest file with open directives. Once found, scan it for:
Existing options accounts: ^[0-9]{4}-[0-9]{2}-[0-9]{2} open .*Option
Existing brokerage hierarchy: ^[0-9]{4}-[0-9]{2}-[0-9]{2} open Assets:[^:]+:[^:]+: (capture the broker name segment)
Existing option commodity symbols: any prior options-shaped commodities used in postings
Existing config block: a comment block at the top starting with ;; beancount-options config
Append target: the file where existing options entries currently live (could be the main file or an included subfile, possibly year-bucketed by date)
Report findings to the user before generating, so they can correct any misdetection. If discovery is ambiguous, ask:
Where is your main beancount file?
Have you been recording options trades before? (If yes, point to one — we'll match its style.)
If no prior options activity exists, propose:
Account hierarchy: Assets:Brokerage:<BrokerName>:{Cash,Options,Stock} and Income:Trading:OptionPremium
This is the contract going forward — re-read it on every invocation rather than re-detecting from scratch.
2. Parse
Reduce the user's description to a structured representation:
Field
Required
Notes
underlying
yes
Ticker symbol
strategy
yes
single-leg, vertical, calendar, condor, etc.
action
yes
open, close, expire, assign, exercise, roll
broker
yes
Ask if not specified or detectable
trade_date
yes
Default: today
legs[]
yes
Each leg: direction (long/short), type (call/put), strike, expiry, qty
premium_per_contract
open/close only
Net or per-leg, depending on input
fees
optional
Folded into cash leg
Parsing rules:
If the user pastes a broker confirmation, extract fields directly. Brokers vary; common patterns include Sold to Open 1 AAPL Jun 20 '26 $150 Put @ 1.50.
If conversational, identify what's stated and ask for what's missing. Don't guess premiums, strikes, or expiries — wrong basis math is harder to spot later than a follow-up question.
For multi-leg trades, recommend pasting the full fill confirmation. If they describe leg-by-leg, gather all legs before generating.
3. Generate
Each strategy + outcome maps to a transaction template. Read the matching references/<strategy>.md file before generating, even if the pattern feels obvious. References encode edge cases you might miss.
Universal generation rules — apply unless a reference file overrides:
Cost basis is per CONTRACT, not per share. Each option contract is 1 unit in beancount. The unit's cost basis equals the gross dollar premium (premium × 100). For a $1.50 premium contract: {150.00 USD}, NOT {1.50 USD}.
Why: -1 X {1.50 USD} has posting weight -$1.50, but the cash leg is +$150. The transaction won't balance. Per-contract basis ({150.00 USD}) does balance against a per-contract cash leg.
Cost basis on shorts: negative units, basis = gross premium × 100 per contract.
Cost basis on longs: positive units, basis = gross premium × 100 per contract.
Fees: explicit Expenses:Trading:Fees posting. Cash leg = net premium (gross − fees for STO/STC, gross + fees for BTO/BTC). Don't fold fees into cost basis or cash. This keeps cost basis as a clean dollar number, which makes assignment arithmetic produce clean per-share stock basis (strike − premium-per-share = whole cents).
Multi-leg open in one fill: one transaction, all legs as separate postings, single shared ^link.
Multi-leg close: same — one transaction per fill ticket, linked.
Roll: two transactions (close then open), each with its own ^link. Don't combine. See references/rolling.md.
Assignment: option closes at $0; resulting stock opens with cost basis adjusted for the original premium. No income line for the option itself. See references/assignment.md.
Exercise (long option you exercised): mirror of assignment — premium adjusts stock basis, no separate option income. See references/exercise.md.
Expiration: identical to a close at $0 premium.
4. Append
Show the user, then ask:
Target file: ./transactions/2026.beancount
New account opens (if any):
2026-05-01 open Assets:Brokerage:Robinhood:Options
2026-05-01 open Income:Trading:OptionPremium USD
2026-05-01 open Expenses:Trading:Fees USD
Proposed transaction:
2026-05-01 * "STO AAPL 150P 6/20" ^aapl-150p-20260620
Assets:Brokerage:Robinhood:Cash 149.35 USD
Assets:Brokerage:Robinhood:Options -1 AAPL_PUT_20260620_00150000 {150.00 USD}
Expenses:Trading:Fees 0.65 USD
Append to ./transactions/2026.beancount? (yes/no)
On yes: append. On no: ask what to change and regenerate. Never write before explicit confirmation. This is the user's source of financial truth — getting it wrong silently is hard to detect later.
When appending:
Most beancount files are date-sorted; insert in the right spot.
Preserve trailing newlines and blank-line separators between transactions.
If new open directives are needed, place them after existing opens, near the top of the file.
5. Verify
After appending, run bean-check on the modified file:
bean-check ./ledger.beancount
If bean-check reports any errors (transaction does not balance, lot booking failure, undeclared account, etc.), do NOT report success. Instead:
Surface the exact bean-check output to the user.
If you can identify the cause from the error, propose a fix.
Do not silently revert. The user needs to see the error to investigate.
This step exists because the cost-basis arithmetic is subtle, especially for assignment, exercise, and multi-leg trades. Catching an error now is much cheaper than discovering it later during 1099-B reconciliation.
If bean-check is unavailable, mention it to the user (pip install beancount to install) and at minimum compute the per-transaction posting weights manually to verify each new transaction sums to zero.
Universal mechanics
Commodity naming
If existing options trades use a convention, conform to it. Otherwise default to OCC-style:
Detect the broker name from existing accounts and preserve case. If the broker doesn't yet exist in the ledger, generate open directives alongside the trade.
The four outcomes
Outcome
Option position
Stock side-effect
Income line
Buy/Sell to close
→ 0
None
Yes (P&L = open premium − close premium)
Expire worthless
→ 0 at $0
None
Yes (full premium)
Assigned (short)
→ 0 at $0
Forced trade at strike
None — premium adjusts stock basis
Exercised (long)
→ 0 at $0
Voluntary trade at strike
None — premium adjusts stock basis
Trade date convention
Always use the trade date (date the order filled), not settlement. 1099-B reports trade date in both date columns; matching it now saves reconciliation pain later.
Fees
Use an explicit Expenses:Trading:Fees posting. The cash leg holds the net premium (gross premium ± fees, depending on direction); the option leg's cost basis holds the gross premium × 100.
Why this convention:
Keeps cost basis as a clean whole-dollar number, so assignment math produces clean per-share stock basis (strike − premium-per-share = whole cents).
Fees per trade are easy to query at year-end; net proceeds for 1099-B reconciliation are still recoverable (gross proceeds − fees).
Folding fees into basis would produce fractional-cent stock basis values like $148.5065/share that are awkward to read.
Strategy routing
Identify the strategy and read the matching reference file before generating.
Strategy
Reference
Cash-secured put, naked put, naked call, long call, long put
references/single-leg.md
Covered call, protective put, collar, married put
references/stock-plus-option.md
Bull call spread, bear call spread, bull put spread, bear put spread, debit/credit spread
references/verticals.md
Iron condor, iron butterfly, condor, butterfly, broken-wing variants
references/condors-and-butterflies.md
Long/short straddle, long/short strangle
references/volatility-strategies.md
Calendar spread, double calendar, diagonal spread
references/calendars-and-diagonals.md
Wheel strategy (CSP→assign→CC→assign sequence)
references/wheel.md
Synthetic long/short, conversion, reversal, ratio spread, jade lizard
references/exotics.md
Outcome-specific:
Assignment | references/assignment.md
Exercise (long option) | references/exercise.md
Rolling (BTC + STO same broker action) | references/rolling.md
If a description doesn't fit cleanly into one of these, default to single-leg or verticals and ask the user to confirm the strategy name.
Confirmation pattern (do not skip)
Before writing to the user's ledger, every interaction MUST present:
Target file path (one explicit path, not "the ledger")
Any new open directives that will be added
The proposed transaction(s), formatted exactly as they'll appear in the file
A clear yes/no prompt
On no: ask what to change. Never argue. Never write without explicit yes.
Edge cases worth surfacing
Fractional/sub-dollar strikes: handled by OCC's 3-decimal strike encoding.
Adjusted contracts (post-split, post-merger): non-standard. Ask the user for the OCC symbol the broker assigned.
Mini contracts (10-share multiplier): rare but exists. Ask explicitly if there's any chance.
Same-day open and close: still two transactions.
Partial closes: closing N of M open contracts is supported; remaining stay open at original basis.
Index options: trigger Section 1256 reference; note 60/40 treatment and Form 6781 implications even though we don't compute them now.
Dividends during a covered call holding period: dividends post separately to Income:Dividends. Qualified-CC rules can affect tax treatment of the dividend itself — see stock-plus-option reference.
LEAPS held >1 year then closed: only options case where long-term capital gains apply for long positions. Short positions are always short-term regardless of holding period.
What NOT to do
Don't write transactions without explicit user confirmation.
Don't modify existing transactions; only append.
Don't touch the user's option, plugin, or include directives.
Don't compute wash sales, greeks, P&L curves, or anything analytics-flavored.
