ibkr-options-assistant

Files (33)

• .env.example
• .gitignore
• CHANGELOG.md
• LICENSE
• README.md
• README.zh-CN.md
• SKILL.md
• SOURCE.md
• greeks_primer.md · references/
• options_book_summary.md · references/
• strategies.md · references/
• trading.md · references/
• troubleshooting.md · references/
• wheel_strategy.md · references/
• requirements.txt
• alerts_monitor.py · scripts/
• concentration.py · scripts/
• contracts.py · scripts/
• cost_basis.py · scripts/
• earnings_calendar.py · scripts/
• flex_import.py · scripts/
• ib_client.py · scripts/
• market_quote.py · scripts/
• options_analyzer.py · scripts/
• options_chain.py · scripts/
• options_daily.py · scripts/
• pnl_analytics.py · scripts/
• portfolio_positions.py · scripts/
• risk_simulator.py · scripts/
• status_dashboard.py · scripts/
• technical_indicators.py · scripts/
• trade.py · scripts/
• wheel_tracker.py · scripts/

SKILL.md (first lines)

# IBKR Trader Toolkit

Real-time data, options analysis, and portfolio risk for Interactive Brokers — all via JSON-emitting CLI scripts.

**Core rule:** Scripts produce data. You (the model) produce the analysis.

---

## When to trigger this skill

| User asks about... | Example phrasing |
|---|---|
| Stock / ETF prices | "What's SPY at?" "Current AAPL price" |
| Option chains, Greeks, IV | "Show me AAPL puts for next month" |
| Strategy ideas | "Should I sell a put on MU?" |
| Position risk | "Am I too long delta?" |
| P&L, win rate, history | "How are my wheel trades doing?" |
| Earnings risk | "Does ARM report before my call expires?" |
| Alerts / monitoring | "Warn me if SPY IV > 80%ile" |

Fire **even if the user doesn't mention IBKR** — if they're asking about *their* positions or P&L, this skill is the source of truth.

**Critical:** For stock prices, always use `market_quote.py`. **Never** web-search a stock price — the web is minutes-to-hours stale.

---

## Workflows

### "What's my account state right now?" / "Status update"

For a one-glance snapshot (positions, Greeks, ITM, this-week expiries, wheel
stages):

```bash
status_dashboard.py --output telegram   # in chat-style channels
status_dashboard.py --output json       # parse and recompose freely
status_dashboard.py                     # rich ANSI for terminals
```

Add `--full` to also include IV environment per held symbol and recent P&L
(slower — extra IBKR calls). Use `--output json` when you (the agent) want
to organize the reply yourself instead of inheriting the script's layout.

### "Should I sell a put on $SYM?"

Run these in order, then synthesize:

| Step | Command | Why |
|------|---------|-----|
| 1 | `portfolio_positions.py` | Know existing exposure first |
| 2 | `earnings_calendar.py SYM --days 60` | Avoid earnings inside DTE |
| 3 | `options_analyzer.py SYM --outlook bullish --risk-profile conservative --iv-context` | Get IV environment + candidate strikes |
| 4 | `options_chain.py SYM --dte-min 25 --dte-max 45` | Live mid prices for chosen strikes |

**Your recommendation must include:** strike • delta • premium • breakeven • annualized yield • earnings/IV warnings.

---

### "What's my portfolio looking like?"

| Step | Command |
|------|---------|
| 1 | `portfolio_positions.py` → positions + Greeks |
| 2 | `options_daily.py` → expiry warnings + IV summary |
| 3 | `pnl_analytics.py --days 7` → recent realized P&L |

---

### "I'm thinking of adding trade X — is it safe?"

```bash
risk_simulator.py --add "SYM STRIKE EXPIRY R ACTION QTY"
```

Flag any of:
- **Vega magnitude doubles** → much more IV-exposed
- **Net delta flips sign** → directional bet now opposite
- **One symbol > 30% of capital** → concentration risk

---

### "How's my wheel doing?"

```bash
wheel_tracker.py summary
```

Returns per-symbol: stage (`short_put` / `assigned` / `covered_call` / `closed`), cumulative premium, days in cycle, annualized return.

---

### "Should I roll position X?"

| Step | Command | Why |
|------|---------|-----|
| 1 | `portfolio_positions.py` | Confirm the leg's current strike, expiry, P&L, delta |
| 2 | `options_chain.py SYM --dte-min 25 --dte-max 60` | Survey roll candidates further out |
| 3 | Consult [`references/wheel_strategy.md`](references/wheel_strategy.md) | "Roll vs accept assignment" decision tree |

**Your recommendation must include:** new strike • new DTE • net credit (new premium − close cost) • effective basis change vs current leg • roll count so far (cap at 2).

---

## Script reference

| Script | When to use |
|--------|-------------|
| `status_dashboard.py [--full] [--output ansi/telegram/json]` | "What's the state of my account right now?" — one-glance snapshot for terminal, Telegram, or agent consumption |
| `market_quote.py SYM [SYM2 ...]` | Any stock/ETF price question |
| `portfolio_positions.py` | What do I own? Portfolio Greeks |
| `options_chain.py SYM` | Strikes survey + IV by expiry |
| `options_analyzer.py SYM --outlook X --risk-profile Y --iv-context` | Strategy ideas given outlook |
| `options_daily.py` | Morning/EOD options report (start here) |
| `pnl_analytics.py [--days N]` | Realized P&L, win rate, best/worst |
| `risk_simulator.py --add "..."` | Pre-trade Greeks impact |
| `earnings_calendar.py SYM ...` | Earnings within N days |
| `technical_indicators.py SYM` | RSI / MA / BB / ATR |
| `wheel_tracker.py summary` | Wheel cycle status & yield |
| `alerts_monitor.py` | Threshold rules (cron-friendly) |

From Serennity007/awesome-stock-quant-skills, MIT.

More from Serennity007/awesome-stock-quant-skills