Llmquant Options Agent 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.

5k tokens

context cost

the whole folder, loaded on every use

files

ships runnable scripts

copies elsewhere

how many repositories repackaged it

183

stars on the repo

on the repository, not the skill itself

Install

one command, takes just this skill from the repository

npx skills add https://github.com/LLMQuant/skills --skill llmquant-options

The instruction itself

4 sections, as written by the author

LLMQuant Options

This category routes option, volatility, hedge, and options-backtest workflows.

Routing Rules

Identify ticker, expiration, strikes, direction, horizon, risk budget, and strategy constraints.
Select the closest workflow below.
Open only the selected workflow and relevant scripts/assets.
Use LLMQuant Data for prices, option chains, IV history, Greeks, option flow, earnings, and event inputs.
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 |

| 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 |

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.

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How to use it

Copy the folder

Take llmquant/llmquant-options from the repository into ~/.claude/skills for personal use, or into .claude/skills inside a project.

Check the name does not clash

The agent identifies a skill by the name field in its header. Two skills with the same name cannot sit side by side — one of them will be ignored.