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llmquant-options

llmquant-options

github.com/llmquantData & databases236489 installsUpdated 22w ago
Repository

About llmquant-options

llmquant-options routes workflows for options, volatility, hedging, and options backtests. It is for analysis that depends on option data, with explicit handling of assumptions, timestamps, and missing inputs.

Key features

  1. 01Routes option and volatility workflows
  2. 02Analyzes IV, Greeks, skew, and volatility surfaces
  3. 03Scores contracts and builds multi-leg strategies
  4. 04Simulates P&L, breakevens, and stress cases
  5. 05Backtests bull put spread rules

Use cases

  1. 01Compare implied volatility with history
  2. 02Assess an options strategy and its risks
  3. 03Review unusual options activity
  4. 04Analyze earnings implied moves and IV crush

Install

Copy the command and run it in a terminal.

$npx skills add https://github.com/llmquant/skills --skill llmquant-options

After installing, type/llmquant-optionsin Claude Code to confirm it loaded.

Bundled files

References and scripts installed along with SKILL.md.

assets/
.gitkeep
scripts/
.gitkeep
workflows/
bull-put-spread-backtest.md
earnings-iv-crush.md
greeks-dashboard.md
iv-rank.md
options-score.md
options-strategy.md
pnl-simulator.md
unusual-activity.md
volatility-smile.md
volatility-surface.md

Details

From the project README

LLMQuant Options

This category routes option, volatility, hedge, and options-backtest workflows.

Routing Rules

  1. Identify ticker, expiration, strikes, direction, horizon, risk budget, and strategy constraints.
  2. Select the closest workflow below.
  3. Open only the selected workflow and relevant scripts/assets.
  4. Use LLMQuant Data for prices, option chains, IV history, Greeks, option flow, earnings, and event inputs.
  5. Report timestamps, contract metadata, data windows, assumptions, stale notices, and missing inputs.

Workflow Index

User intentWorkflow
Evaluate whether implied volatility is cheap or expensive versus history.workflows/iv-rank.md
Score and rank option contracts.workflows/options-score.md
Build a multi-leg option strategy from a market view.workflows/options-strategy.md
Calculate and interpret option Greeks.workflows/greeks-dashboard.md
Simulate option P&L, breakevens, and stress scenarios.workflows/pnl-simulator.md
Analyze IV across strikes and expirations.workflows/volatility-surface.md
Analyze single-expiry skew and smile shape.workflows/volatility-smile.md
Detect and interpret unusual options activity.workflows/unusual-activity.md
Analyze earnings implied moves and IV crush.workflows/earnings-iv-crush.md
Backtest bull put spread signal rules versus controls.workflows/bull-put-spread-backtest.md

LLMQuant Data Contract

Prefer LLMQuant Data when available. The workflows may need these data capabilities:

  • Retrieve option chains with expirations, strikes, bid/ask, volume, open interest, and implied volatility.
  • Retrieve IV history, IV rank, IV percentile, term structure, skew, and volatility surface data.
  • Retrieve Greeks, option flow, unusual activity, strategy backtest inputs, and earnings/event calendars.
  • Retrieve underlying equity prices, realized volatility, drawdowns, and liquidity context.

Fallback:

  • If option data is missing, state the exact chain, IV, Greek, flow, or backtest input needed.
  • If LLMQuant Data or a compatible data MCP is unavailable, ask for option chain exports or user-provided pricing tables.
  • Do not fabricate option quotes, IV, open interest, or Greeks.

Comments

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