| name | options-chain-reader |
| description | Parse a broker option chain screenshot or pasted text into a structured legs table. Use this skill when the user uploads a screenshot from IBKR / TastyTrade / ToS / Robinhood / Schwab or pastes a chain dump and asks to "parse this", "analyze this position", "what trade is this", or wants Greeks / payoff from a broker image. Triggers: any chain screenshot, "IBKR position", "TastyTrade trade ticker", "ToS analyzer page", "what does my position say". Do NOT use this to fetch fresh data — use `yfinance-options` for that.
|
Broker Option Chain Reader
Convert a broker screenshot into a structured legs table the downstream skills (greeks-calculator, options-payoff) can consume.
Step 1: Identify the Broker
Look for layout / branding:
| Broker | Tell |
|---|
| IBKR (TWS) | Beige/grey theme, "Bid", "Ask", "Last", "Vol", "OI", "IV", "Delta" columns, expiry as YYYYMMDD |
| TastyTrade | Dark theme, large bid/ask boxes, strike in the middle, calls left / puts right |
| ToS (Schwab) | Dark theme, "ProbITM" column, "Theo Price" column, expiry as e.g. JAN 17 25 |
| Robinhood | Mobile-first, single-side at a time, fewer columns |
| Webull | Light-or-dark, multi-leg structure builder |
If you can't identify the broker confidently, ask the user — don't guess. Misreading column order silently produces wrong P&L.
Step 2: Extract Legs
For each leg, capture:
| Field | Required | Notes |
|---|
| Underlying ticker | yes | Top of screenshot |
| Type (call/put) | yes | Column header or left/right grouping |
| Strike | yes | Listed K |
| Expiry | yes | Normalize to YYYY-MM-DD |
| Side (buy/sell) | yes | + / − or BUY/SELL or filled-trade direction |
| Quantity | yes | Number of contracts |
| Fill price | yes | The price you paid (or received, for shorts) |
| Multiplier | usually 100 | 100 for US equity options |
| Current bid/ask | optional | If shown, capture for re-pricing |
| IV | optional | Capture if shown |
| Greeks (Δ, Γ, Θ, ν) | optional | Capture if shown |
Step 3: Identify the Strategy
Match the leg structure to a known strategy:
| Legs | Strategy |
|---|
| 1 long call | Long call |
| 1 short call | Naked short call |
| 1 long put | Long put |
| 1 short put | Cash-secured / naked put |
| 1 long, 1 short, same type, same expiry, different strikes | Vertical spread |
| 1 long, 1 short, same type, same strike, different expiries | Calendar |
| 1 long, 1 short, same type, different strike, different expiry | Diagonal |
| 1 long call + 1 long put, same K, same expiry | Long straddle |
| 1 long OTM call + 1 long OTM put | Long strangle |
| Buy K1 + sell 2×K2 + buy K3, same expiry | Butterfly |
| Sell put spread + sell call spread, 4 strikes | Iron condor |
| Stock + short call | Covered call |
| Stock + long put | Protective put |
| Asymmetric legs | Custom — list as-is |
Step 4: Sanity Checks
- Sum of premiums should match the net debit/credit shown on the screenshot (if visible). If off by > 1% per leg, you read at least one fill price wrong. Stop and re-read — don't auto-correct silently.
- Multiplier: equity options are 100. If the screenshot says "MULT 100" or "x100", confirm. SPX is 100, but futures options vary.
- Days to expiry: compute from today; if the broker shows a different DTE (rare), use the broker's — it accounts for early closes.
Step 5: Structured Output
Return:
{
"underlying": "AAPL",
"strategy": "iron_condor",
"as_of": "2026-05-11T15:34:00Z",
"legs": [
{"type": "put", "strike": 170, "expiry": "2026-06-19", "side": "buy", "qty": 1, "fill": 0.45, "iv": 0.27, "delta": -0.08},
{"type": "put", "strike": 175, "expiry": "2026-06-19", "side": "sell", "qty": 1, "fill": 0.85, "iv": 0.26, "delta": -0.15},
{"type": "call", "strike": 200, "expiry": "2026-06-19", "side": "sell", "qty": 1, "fill": 0.90, "iv": 0.24, "delta": 0.16},
{"type": "call", "strike": 205, "expiry": "2026-06-19", "side": "buy", "qty": 1, "fill": 0.50, "iv": 0.25, "delta": 0.09}
],
"net_debit_credit": +0.80,
"multiplier": 100,
"max_profit_observed": 80,
"max_loss_observed": 420
}
Step 6: Hand Off
After parsing:
- Recommend
options-payoff to visualize the P&L curve.
- Recommend
greeks-calculator to compute net Greeks.
- If IV looks stale or inconsistent across legs, recommend
iv-surface for a fresh fit.
What This Skill Won't Do
- Decide whether the trade is good. That's
strategy-selector or human judgment.
- Submit orders. Read-only.
- Fetch real-time data. Use
yfinance-options for that.
