Skill
llmquant-commodities
Router skill for LLMQuant commodities workflows. Use when the user needs commodity spot, futures curve, inventory, roll yield, or…
@llmquantInstall SkillResearch
Skill
/llmquant-options
Router skill for LLMQuant options workflows. Use when the user needs IV rank, option scoring, strategy construction, Greeks, P&L simulation, volatility surface, unusual activity, earnings IV crush, backtests, or hedges.
Install
$ npx -y skills add LLMQuant/skills --skill llmquant-options --agent claude-codeHow it fires
How this skill gets triggered: by you, by Claude, or both.
- Fires itselfAuto-invocation. Claude auto-loads it when your prompt matches the work.Auto-invocation is when the right skill fires by itself at the right moment, driven by a FLOW.md router and a hook, instead of you invoking it by name. It is the difference between a skill being installed and a skill actually getting used.Read the full definition →
- You can call itInvoke it directly when you want it.
- Slash command
/llmquant-options
Context preview
The summary Claude sees to decide when to auto-load this skill.
Router skill for LLMQuant options workflows. Use when the user needs IV rank, option scoring, strategy construction, Greeks, P&L simulation, volatility surface, unusual activity, earnings IV crush, backtests, or hedges.
SKILL.md
llmquant-options.SKILL.mdname: llmquant-options
description: Router skill for LLMQuant options workflows. Use when the user needs IV rank, option scoring, strategy construction, Greeks, P&L simulation, volatility surface, unusual activity, earnings IV crush, backtests, or hedges.
input_data_source: LLMQuant Data
category: options
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 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.
Read more
name: llmquant-options description: Router skill for LLMQuant options workflows. Use when the user needs IV rank, option scoring, strategy construction, Greeks, P&L simulation, volatility surface, unusual activity, earnings IV crush, backtests, or hedges. input_data_source: LLMQuant Data category: options
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 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.
Ships withllmquant-skills
Reusable Skills for LLMQuant Agent, Claude Code, Claude.ai, Cursor, Hermes Agent, OpenClaw and Codex, grounded in LLMQuant Data
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