SKILL.md
LLMQuant Options
This category routes option, volatility, hedge, and options-backtest workflows.
Routing Rules
- Identify ticker, expiration, strikes, direction, horizon, risk budget, and strategy constraints.
- Select the closest workflow below.
- Open only the selected workflow and relevant scripts/assets.
- Use LLMQuant Data for prices, option chains, IV history, Greeks, option flow, earnings, and event inputs.
- Report timestamps, contract metadata, data windows, assumptions, stale notices, and missing inputs.
Workflow Index
| User intent | Workflow |
|---|---|
| Evaluate whether implied volatility is cheap or expensive versus history. | [workflows/iv-rank.md](workflows/iv-rank.md) |
| Score and rank option contracts. | [workflows/options-score.md](workflows/options-score.md) |
| Build a multi-leg option strategy from a market view. | [workflows/options-strategy.md](workflows/options-strategy.md) |
| Calculate and interpret option Greeks. | [workflows/greeks-dashboard.md](workflows/greeks-dashboard.md) |
| Simulate option P&L, breakevens, and stress scenarios. | [workflows/pnl-simulator.md](workflows/pnl-simulator.md) |
| Analyze IV across strikes and expirations. | [workflows/volatility-surface.md](workflows/volatility-surface.md) |
| Analyze single-expiry skew and smile shape. | [workflows/volatility-smile.md](workflows/volatility-smile.md) |
| Detect and interpret unusual options activity. | [workflows/unusual-activity.md](workflows/unusual-activity.md) |
| Analyze earnings implied moves and IV crush. | [workflows/earnings-iv-crush.md](workflows/earnings-iv-crush.md) |
| Backtest bull put spread signal rules versus controls. | [workflows/bull-put-spread-backtest.md](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.