home / skills / openclaw / skills / options-analyzer

options-analyzer skill

safe

This skill analyzes options chains, calculates Greeks and IV, and recommends strategies to optimize options trading decisions.

npx playbooks add skill openclaw/skills --skill options-analyzer

Review the files below or copy the command above to add this skill to your agents.

Files (9)

SKILL.md

2.8 KB

---
name: options-analyzer
description: |
  📊 专业期权策略分析器 — 期权链、Greeks、IV分析、策略推荐一站式解决！
  使用 yfinance 获取实时期权数据，Black-Scholes 计算 Greeks。
  触发条件: 用户询问期权链、Greeks计算、IV分析、期权策略分析、策略推荐、
  Iron Condor/Butterfly/Straddle/Strangle/Spread等策略、"分析期权"、
  "推荐期权策略"、"看涨/看跌期权"、Delta/Gamma/Theta/Vega计算、隐含波动率。
---

# 📊 Options Analyzer — 专业期权策略分析器

> 让期权交易变得简单！从数据获取到策略推荐，一站式搞定。

## ✨ 核心能力

| 功能 | 脚本 | 说明 |
|------|------|------|
| 期权链 | `options_chain.py` | 获取实时数据，筛选到期日/行权价 |
| Greeks | `greeks_calc.py` | Delta/Gamma/Theta/Vega/Rho 计算 |
| IV分析 | `iv_analysis.py` | IV Rank/Percentile, HV vs IV |
| 策略分析 | `strategy_analyzer.py` | 15+种策略盈亏、Breakeven |
| 策略推荐 | `strategy_recommend.py` | 基于观点+IV环境智能推荐 |

## 🚀 快速开始

```bash
pip install yfinance mibian pandas numpy  # 安装依赖
```

### 期权链

```bash
python scripts/options_chain.py AAPL
python scripts/options_chain.py AAPL --expiry 2024-03-15
python scripts/options_chain.py SPY --strike-range 5  # ATM ±5%
python scripts/options_chain.py AAPL --format json
```

### Greeks 计算

```bash
# 手动参数 (iv/rate 用百分比)
python scripts/greeks_calc.py --spot 180 --strike 185 --dte 30 --rate 5 --iv 25 --type call

# 从实时数据
python scripts/greeks_calc.py --symbol AAPL --strike 185 --expiry 2024-03-15 --type call
```

### IV 分析

```bash
python scripts/iv_analysis.py AAPL
# 输出: ATM IV, IV Rank, IV Percentile, HV(20/60), IV-HV Premium
```

### 策略分析

```bash
# Iron Condor
python scripts/strategy_analyzer.py --strategy iron_condor --spot 180 \
  --legs "[email protected],[email protected],[email protected],[email protected]" --dte 30

# Bull Call Spread  
python scripts/strategy_analyzer.py --strategy bull_call_spread --spot 180 \
  --legs "[email protected],[email protected]" --dte 30
```

### 策略推荐

```bash
python scripts/strategy_recommend.py AAPL --outlook bullish --risk moderate
python scripts/strategy_recommend.py SPY --outlook neutral --risk conservative
```

## 📚 参考文档

- [strategies.md](references/strategies.md) — 15种策略详解- [greeks_guide.md](references/greeks_guide.md) — Greeks 完全指南

---

## ☕ 支持作者

如果这个工具帮到了你，请考虑请我喝杯咖啡！

- **GitHub Sponsors**: [@BENZEMA216](https://github.com/sponsors/BENZEMA216)
- **Buy Me a Coffee**: [buymeacoffee.com/benzema216](https://buymeacoffee.com/benzema216)
- **USDC (Base)**: `0x...` *(联系获取地址)*

你的支持是我持续改进的动力 🚀

Overview

This skill is a professional options strategy analyzer that fetches live option chains, computes Greeks via Black–Scholes, analyzes implied volatility, and recommends strategies based on market context. It integrates yfinance for real-time data and includes tools to evaluate P/L, breakevens, and IV vs historical volatility. The goal is to move from raw option data to actionable strategy choices quickly and reliably.

How this skill works

The skill pulls option chains and market quotes, filters by expiry and strike ranges, and calculates Delta, Gamma, Theta, Vega, and Rho using Black–Scholes formulas. It computes IV metrics such as ATM IV, IV Rank, IV Percentile, and compares IV to historical volatility (HV). Strategy modules analyze payoff profiles, max profit/loss, and breakevens for common spreads and multi-leg strategies and provide strategy recommendations based on outlook and IV environment.

When to use it

When you need a live option chain for a ticker and want filtered expiries or strike ranges
When you want precise Greeks for individual strikes or custom legs using Black–Scholes
When assessing IV vs historical volatility to decide premium selling or buying
When evaluating multi-leg strategy P/L, max risk, and breakeven points
When you want strategy suggestions tailored to bullish/neutral/bearish outlook and risk tolerance

Best practices

Verify the underlying spot and dividend/interest inputs before computing Greeks
Use realistic IV and interest rate inputs for manual calculations to avoid biased Greeks
Compare IV Rank/Percentile with HV to decide if options are rich or cheap
Simulate different DTE and price moves for strategy stress testing
Start with small positions when deploying recommendations in live trading

Example use cases

Fetch AAPL option chain, compute ATM IV and IV Rank, then decide whether to sell premium
Calculate Greeks for a single call using current market quote and explicit IV to size delta exposure
Analyze an iron condor’s max loss, max profit, and breakeven for a chosen expiry
Recommend a conservative neutral strategy (short iron condor) when IV is elevated and outlook is neutral
Compare a bull call spread vs long call when bullish with low IV to find cost-efficient exposure

FAQ

Does the skill use live market data?

Yes — it uses yfinance to fetch real-time quotes and option chains where available.

Which Greeks are supported and how are they calculated?

It computes Delta, Gamma, Theta, Vega, and Rho using Black–Scholes formulas; inputs include spot, strike, DTE, interest rate, and IV.