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Calculate option Greeks (delta, gamma, theta, vega) and implied volatility for specific options. Use when user asks about Greeks, delta, gamma, theta, vega, IV, or option sensitivity analysis.
Codex または Claude でインストール この Prompt をコピーして Codex、Claude、または他のアシスタントに貼り付けると、Skill ページを確認してインストールできます。
Analyze PMCC (Poor Man's Covered Call / diagonal spread) positions from IB portfolio. For each diagonal spread, reports short leg risk (delta, IV, assignment probability), daily P&L projections, top-3 roll candidates, and a side-by-side comparison table. Requires TWS or IB Gateway running locally.
Scan stocks for bullish trends using technical indicators (SMA, RSI, MACD, ADX). Use when user asks to scan for bullish stocks, find trending stocks, or rank symbols by momentum.
Find roll options for existing short positions OR find best covered call/put to open against long stock. Use when user asks about rolling shorts, finding roll candidates, writing covered calls, or managing option positions. Requires TWS or IB Gateway running locally.
Detect institutional whale activity in options for a given underlying. Use when the user asks about unusual options activity, large block trades, whale trades, or institutional options flow for a specific symbol.
Get account summary from Interactive Brokers including cash balance, buying power, and account value. Use when user asks about their account, balance, buying power, or available cash. Requires TWS or IB Gateway running locally.
Generate tactical collar strategy reports for protecting PMCC positions through earnings or high-risk events. Requires TWS or IB Gateway running locally.
SOC 職業分類に基づく
| name | greeks |
| description | Calculate option Greeks (delta, gamma, theta, vega) and implied volatility for specific options. Use when user asks about Greeks, delta, gamma, theta, vega, IV, or option sensitivity analysis. |
| dependencies | ["trading-skills"] |
Calculate Greeks for options using Black-Scholes model. Computes IV from market price via Newton-Raphson.
Note: If
uvis not installed orpyproject.tomlis not found, replaceuv run pythonwithpythonin all commands below.
uv run python scripts/greeks.py --spot SPOT --strike STRIKE --type call|put [--expiry YYYY-MM-DD | --dte DTE] [--price PRICE] [--date YYYY-MM-DD] [--vol VOL] [--rate RATE]
--spot - Underlying spot price (required)--strike - Option strike price (required)--type - Option type: call or put (required)--expiry - Expiration date YYYY-MM-DD (use this OR --dte)--dte - Days to expiration (alternative to --expiry)--date - Calculate as of this date instead of today (YYYY-MM-DD)--price - Option market price (for IV calculation)--vol - Override volatility as decimal (e.g., 0.30 for 30%)--rate - Risk-free rate (default: 0.05)Returns JSON with:
spot - Underlying spot pricestrike - Strike pricedays_to_expiry - Days until expirationiv - Implied volatility (calculated from market price)greeks - delta, gamma, theta, vega, rho# With expiry date and market price (calculates IV)
uv run python scripts/greeks.py --spot 630 --strike 600 --expiry 2026-05-15 --type call --price 72.64
# With DTE directly
uv run python scripts/greeks.py --spot 630 --strike 600 --dte 30 --type call --price 40
# As of a future date
uv run python scripts/greeks.py --spot 630 --strike 600 --expiry 2026-05-15 --date 2026-03-01 --type call --price 50
Explain what each Greek means for the position.
scipyAll timestamps and time-based calculations must use the America/New_York timezone. All JSON output must include generated_at (NY time string) and data_delay fields.