Ib Report Delta Adjusted Notional Exposure Agent Skill

Report delta-adjusted notional exposure across all IBKR accounts. Calculates option deltas using Black-Scholes and reports long/short exposure by account and underlying. Use when user asks about delta exposure, portfolio risk, or directional exposure.

2k tokens

context cost

the whole folder, loaded on every use

files

ships runnable scripts

copies elsewhere

how many repositories repackaged it

308

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/staskh/trading_skills --skill ib-report-delta-adjusted-notional-exposure

The instruction itself

11 sections, as written by the author

IB Delta-Adjusted Notional Exposure Report

Calculate and report delta-adjusted notional exposure across all Interactive Brokers accounts.

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: Gather Data

uv run python scripts/delta_exposure.py [--port PORT]

The script returns JSON to stdout with all position deltas and summary data.

Step 2: Format Report

Read templates/markdown-template.md for formatting instructions. Generate a markdown report from the JSON data and save to sandbox/.

Filename: delta_exposure_report_{YYYYMMDD}_{HHMMSS}.md

Step 3: Report Results

Present the summary table (total long, short, net) and top exposures to the user. Include the saved report path.

Arguments

--port - IB port (default: 7497 for paper trading)

JSON Output

Returns delta-adjusted notional exposure with:

connected - Boolean
accounts - List of account IDs
position_count - Total positions
positions - Array of positions with symbol, delta, delta_notional, spot price
summary - Totals for long, short, and net delta notional
by_account - Long/short breakdown by account
by_underlying - Long/short/net breakdown by symbol

Methodology

Equity Options: Delta calculated via Black-Scholes with estimated IV based on moneyness
Futures: Delta = 1.0 (full notional exposure)
Futures Options: Delta calculated with lower IV assumption (20%)
Stocks: Delta = 1.0

Delta-adjusted notional = delta x spot price x quantity x multiplier

Examples

# Paper trading (default)
uv run python scripts/delta_exposure.py

# Live trading
uv run python scripts/delta_exposure.py --port 7496

Timezone

All timestamps and time-based calculations must use the America/New_York timezone. All JSON output must include generated_at (NY time string) and data_delay fields.

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How to use it

Copy the folder

Take staskh/ib-report-delta-adjusted-notional-exposure from the repository into ~/.claude/skills for personal use, or into .claude/skills inside a project.

Check the name does not clash

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