| name | alphameta-technical |
| description | Options technical indicators via AlphaMeta — Greeks (delta, gamma, vega, theta, rho), implied/experienced volatility (IV/HV), max pain, gamma exposure (GEX), margin requirements, and leverage ratio. Use when: "Greeks", "delta", "gamma", "vega", "theta", "隐含波动率", "IV", "历史波动率", "HV", "max pain", "gamma exposure", "保证金", "margin", "杠杆率", "leverage", "portfolio margin".
|
AlphaMeta Technical
Response language: match the user's input language (Simplified Chinese / Traditional Chinese / English).
See the alphameta skill for server setup and command execution syntax.
Command Index
Key Concepts
Greeks (from info / details)
| Greek | Meaning |
|---|
Delta | Price sensitivity (1 = stock equivalent) |
Gamma | Delta change rate |
Vega | IV sensitivity (per 1% IV change) |
Theta | Time decay (per day) |
Rho | Interest rate sensitivity |
Volatility
| Term | Description |
|---|
IV (Implied Volatility) | Market's expected future volatility |
HV (Historical Volatility) | Actual past volatility |
IV/RV | IV vs realized volatility ratio |
Margin & Leverage
Leverage = Σ(dollarValue) / NetLiquidation
Margin % = Σ(marginReq) / NetLiquidation × 100
Max Pain
Maximum pain strike = the price where maximum total option value expires worthless.
# Calculate max pain for NVDA May 1 expiration
maxpain NVDA 05-01
OCC Format
info and details commands require OCC-format option symbols:
SYMBOL + YYMMDD + C|P + 8-DIGIT_STRIKE
Example: NVDA260501C00175000
NVDA → Underlying
260501 → May 1, 2026
C → Call
00175000 → $175.00 (price × 1000, 8 digits)
For full reference on info/quote commands, see alphameta-market-data.
For full reference, see references/ref-indicators.md and references/ref-utilities.md.
