/ib-pmcc-advisor

name: ib-pmcc-advisor
description: Analyze PMCC (Poor Man's Covered Call / diagonal spread) positions from IB portfolio. For each diagonal spread, reports short leg risk (delta, IV, assignment probability), daily P&L projections, top-3 roll candidates, and a side-by-side comparison table. Requires TWS or IB Gateway running locally.
dependencies: ["trading-skills"]

IB PMCC Advisor

Analyzes all PMCC (diagonal call spread) positions in the IB portfolio and provides actionable advice on the short leg: assignment risk, P&L projections per day, and ranked roll recommendations.

IB Connection

TWS or IB Gateway must be running locally with API enabled:

• **Paper trading** — port 7497
• **Live trading** — port 7496
• **`IB_PORT` env var** — default port when `--port` is omitted (e.g. `IB_PORT=4001` for a Gateway container). Precedence: `--port` flag > `IB_PORT` > built-in default. Set it in the shell or a `.env` file.

**Port fallback:** If the configured port fails, automatically retry on the other port. If the retry succeeds, save to memory which account type worked (live/paper) and reuse it for all IB skill calls in this and future sessions — until the user explicitly asks for the other account. If both ports fail, ask the user to verify that TWS or IB Gateway is running with API access enabled.

Instructions

Step 1: Run the script

uv run python .claude/skills/ib-pmcc-advisor/scripts/pmcc_advisor.py [--port PORT] [--account ACCOUNT] [--min-roll-dte N] [--price-mode mid|last]

The script returns JSON to stdout. Parse it and use it for the response below.

Step 2: Default response — brief inline summary

Unless the user explicitly asks for a report or JSON output, respond with a **concise inline summary only**. No files saved.

Format:

• One line per spread: `SYMBOL — short $STRIKE exp DATE (δ=X, assign=Y%) — [HOLD / ROLL to $STRIKE]`
• Lead with any red flags (assignment > 40%, DTE < 7, earnings within short window).
• For flagged spreads, add one extra line with the top roll candidate and net credit.
• Clean positions: the one-line summary is enough.

Step 3: Generate files only when explicitly requested

**MD report** — triggered by: "save a report", "generate a report", "write a report", "markdown", "PDF".

Read `.claude/skills/ib-pmcc-advisor/templates/markdown-template.md` for full formatting instructions. Save to `sandbox/pmcc_advisor_{ACCOUNT}_{YYYY-MM-DD}_{HHmm}.md`. Use first account ID; derive timestamp from `generated_at`.

The report must include all sections per spread: 1. **Red flags summary** — assignment > 40%, DTE < 7, no rolls, earnings warnings 2. **Company description** — one sentence from your own knowledge (always) 3. **Technical profile** — RSI, MACD, EMA crossover, ADX, SMA distance, 3mo return, bullish score (only if technical data is present in conversation context; omit otherwise) 4. **Spread structure table** — both legs: strike, expiry, DTE, cost, current price, IV 5. **Short leg risk** — delta (BS + IB), assignment probability with risk label 6. **Daily P&L projections** — all rows: date, days to expiry, best exit spot, max P&L (mark peak row) 7. **Roll candidates table** — strike, expiry, DTE, delta, assign%, IV, net credit, $/day, P&L if assigned, bid/ask 8. **Comparison table** — current vs roll_1/2/3 side by side 9. **Recommendation** — hold/roll/close with reasoning

**JSON output** — triggered by: "save JSON", "export JSON", "save the data", "output file".

Save raw script output to `sandbox/pmcc_advisor_{ACCOUNT}_{YYYY-MM-DD}_{HHmm}.json`.

Arguments

| Flag | Default | Description | |------|---------|-------------| | `--port` | 7497 | IB Gateway/TWS port | | `--account` | all | Specific account ID | | `--min-roll-dte` | 7 | Minimum DTE for roll candidates | | `--price-mode` | mid | Option price: `mid` (bid+ask)/2 or `last` | | `--symbols` | all | Analyze only these symbols (e.g. `--symbols NVDA WMT`) |

JSON Output Structure

{
  "generated_at": "2026-04-30 10:25 ET",
  "data_delay": "real-time",
  "accounts": ["Uxxxxxxxx"],
  "price_mode": "mid",
  "min_roll_dte": 7,
  "symbols_filter": ["NVDA", "WMT"],
  "spreads": [
    {
      "symbol": "NVDA",
      "account": "Uxxxxxxxx",
      "qty": 10,
      "underlying_price": 201.46,
      "leaps_expiry": "20260918",
      "earnings": {
        "date": "2026-05-20",
        "timing": "AMC",
        "warning_short": false,
        "warning_roll_indices": [1, 2, 3]
      },
      "long": {
        "strike": 180.0, "expiry": "20260918", "dte": 141,
        "avg_cost": 35.51, "current_price": 36.20,
        "iv_pct": 42.1, "ib_delta": 0.7821, "ib_iv_pct": 41.8
      },
      "short": {
        "strike": 210.0, "expiry": "20260618", "dte": 49,
        "premium_received": 6.88, "current_price": 5.10,
        "iv_pct": 38.5, "delta": 0.3421, "assignment_prob_pct": 28.4,
        "ib_delta": 0.3415, "ib_iv_pct": 38.2
      },
      "daily_pnl": [
        {"date": "2026-04-30", "days_to_short_expiry": 49.0, "optimal_spot": 215.20, "pnl": 1234.56},
        {"date": "2026-05-01", "days_to_short_expiry": 48.0, "optimal_spot": 214.80, "pnl": 1289.10}
      ],
      "roll_candidates": [
        {
          "strike": 215.0, "expiry": "20260717", "dte": 78,
          "price": 5.80, "delta": 0.2910, "assignment_prob": 22.5,
          "iv_pct": 37.2, "net_credit": 0.70, "profit_per_day": 0.0744,
          "pnl_if_assigned": 3580.0, "bid": 5.60, "ask": 6.00
        }
      ],
      "comparison": {
        "current":  {"strike": 210, "expiry": "20260618", "dte": 49, "delta": 0.3421, "assignment_prob": 28.4, "profit_per_day": 0.1404, "pnl_if_assigned": 1880.0},
        "roll_1":   {"strike": 215, "expiry": "20260717", "dte": 78, "delta": 0.2910, "assignment_prob": 22.5, "profit_per_day": 0.0744, "pnl_if_assigned": 3580.0}
      }
    }
  ]
}

Key Fields

• `symbols_filter` — list of uppercase symbols when `--symbols` was used; `null` means full portfolio
• `data_delay`