By dongzhuoyao
Options market data sources — yfinance options chains, CBOE indices (VIX/SKEW/PUT/CALL), broker chain readers.
Read CBOE volatility indices and ratios for market-wide vol context — VIX, VVIX, SKEW, VIX9D, VIX3M, VIX6M, put/call ratio, and term-structure ratios like VIX9D/VIX (frontend stress) and VIX/VIX3M (curve shape). Use this skill when the user asks about market vol regime, complacency vs fear, term-structure signals, or wants context for individual-name trades. Triggers: "VIX", "VVIX", "SKEW", "put/call ratio", "vol regime", "is the market complacent", "frontend stress", "VIX term structure". Defaults: spot levels + 1y percentile.
Parse a broker option chain screenshot or pasted text into a structured legs table. Use this skill when the user uploads a screenshot from IBKR / TastyTrade / ToS / Robinhood / Schwab or pastes a chain dump and asks to "parse this", "analyze this position", "what trade is this", or wants Greeks / payoff from a broker image. Triggers: any chain screenshot, "IBKR position", "TastyTrade trade ticker", "ToS analyzer page", "what does my position say". Do NOT use this to fetch fresh data — use `yfinance-options` for that.
Pull options chains, Greeks, and historicals for any US-listed ticker via the yfinance library. Use this skill whenever the user wants options data for a specific ticker — full chain, single expiry, ATM strip, or historical option prices. Triggers: "get the options chain", "show AAPL puts", "fetch SPY 0DTE chain", "what's the 50-delta strike", "pull all expiries for QQQ", "options for $TICKER". Defaults: nearest expiry, both puts and calls, ±20% strikes from spot.
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