Llmquant Equity Derivatives

LLMQuant Equity Derivatives

This category routes single-stock derivative and hybrid security workflows. It covers payoff, optionality, dilution, borrow, volatility, and catalyst alignment.

Routing Rules

• Identify the underlying ticker, derivative type, maturity, strike/conversion terms, and objective.
• Select the closest workflow below.
• Open only that workflow and any relevant local resources.
• Use LLMQuant Data for underlying prices, option chains, volatility, borrow, corporate actions, convertibles, and warrants.
• Report contract terms, valuation dates, assumptions, stale notices, and missing inputs.

Workflow Index

| User intent | Workflow |

|---|---|

| Build a single-stock derivative trade playbook with payoff, Greeks, catalysts, and risk. | workflows/single-stock-derivative-playbook.md |

| Analyze convertibles, warrants, or hybrid equity-linked securities. | workflows/convertible-and-warrant-lens.md |

LLMQuant Data Contract

Prefer LLMQuant Data when available. The workflows may need these data capabilities:

• Retrieve underlying equity prices, realized volatility, drawdowns, liquidity, and corporate actions.
• Retrieve option chains, implied volatility history, Greeks, borrow costs, and event calendars.
• Retrieve convertible, warrant, rights, and hybrid-security term sheets, including strike, maturity, conversion, redemption, and anti-dilution terms.
• Retrieve credit context, issuer fundamentals, and filing evidence when relevant.

Fallback:

• If derivative terms are unavailable, state the exact term sheet fields needed and do not estimate them from memory.