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Analyze option spread strategies like vertical spreads, iron condors, straddles, strangles. Use when user asks about spreads, multi-leg strategies, vertical spread, iron condor, straddle, strangle, or strategy 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。
SOC 職業分類に基づく
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.
| name | spread-analysis |
| description | Analyze option spread strategies like vertical spreads, iron condors, straddles, strangles. Use when user asks about spreads, multi-leg strategies, vertical spread, iron condor, straddle, strangle, or strategy analysis. |
| dependencies | ["trading-skills"] |
Analyze multi-leg option strategies.
Note: If
uvis not installed orpyproject.tomlis not found, replaceuv run pythonwithpythonin all commands below.
uv run python scripts/spreads.py SYMBOL --strategy STRATEGY --expiry YYYY-MM-DD [options]
Vertical Spread (bull/bear call/put spread):
uv run python scripts/spreads.py AAPL --strategy vertical --expiry 2026-01-16 --type call --long-strike 180 --short-strike 185
Straddle (long call + long put at same strike):
uv run python scripts/spreads.py AAPL --strategy straddle --expiry 2026-01-16 --strike 180
Strangle (long call + long put at different strikes):
uv run python scripts/spreads.py AAPL --strategy strangle --expiry 2026-01-16 --put-strike 175 --call-strike 185
Iron Condor (sell strangle + buy wider strangle):
uv run python scripts/spreads.py AAPL --strategy iron-condor --expiry 2026-01-16 --put-short 175 --put-long 170 --call-short 185 --call-long 190
Returns JSON with:
strategy - Strategy name and legscost - Net debit or creditmax_profit - Maximum potential profitmax_loss - Maximum potential lossbreakeven - Breakeven price(s)probability - Estimated probability of profit (based on IV)Explain the risk/reward and when this strategy is appropriate.
pandasyfinanceAll 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.