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From llmquant-skills
Routes option, volatility, hedge, and backtest workflows for LLMQuant. Handles IV rank, Greeks, P&L simulation, volatility surface, unusual activity, earnings IV crush, and strategy construction.
How this skill is triggered — by the user, by Claude, or both
Slash command
/llmquant-skills:llmquant-optionsThe summary Claude sees in its skill listing — used to decide when to auto-load this skill
This category routes option, volatility, hedge, and options-backtest workflows.
This category routes option, volatility, hedge, and options-backtest workflows.
| User intent | Workflow |
|---|---|
| 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 |
Prefer LLMQuant Data when available. The workflows may need these data capabilities:
Fallback:
npx claudepluginhub llmquant/skills --plugin llmquant-skillsAnalyzes options Greeks like delta, implied volatility, and strategy selection for US stocks. Identifies optimal strategies based on market outlook, volatility, and risk/reward.
Analyzes US equity options chains, implied volatility, Greeks (delta, gamma, theta, vega), and strategy payoffs using EODHD Marketplace data.
Analyzes option volatility by combining vol surface data, option pricing with Greeks, and historical prices to compare implied vs realized volatility. Useful for pricing options and evaluating vol strategies.