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llmquant-options — Claude Code skill for options and volatility

A router skill for options work: ranks contracts, computes Greeks, builds strategies and simulates P&L. Useful when you trade IV and hedges.

Install into Claude Code · Skills CLI (Vercel) All methods and platforms ↓ 
npx skills add LLMQuant/skills --skill llmquant-options -a claude-code
Open on GitHub

What llmquant-options does

The skill does not price anything itself. It reads your request, pins down ticker, expiration, strikes, direction, horizon, risk budget and strategy constraints, then opens exactly one workflow file from workflows/. The index covers ten of them: IV rank, contract scoring, multi-leg strategy construction, a Greeks dashboard, a P&L simulator, volatility surface and smile, unusual activity, earnings IV crush, and a bull put spread backtest.

Pricing inputs come from LLMQuant Data: option chains with bid/ask, volume and open interest, IV history, Greeks, option flow, earnings calendars. No LLMQuant Data and no compatible data MCP? The skill asks for a chain export or your own pricing table instead. It will not invent quotes, IV or open interest — that is where options agents usually fall apart.

Reports carry timestamps, contract metadata, data windows, assumptions and stale-data notices. Handy when a trade decision rests on the numbers, because you can see where the data stops.

What it helps with

  • judge whether implied volatility is rich or cheap against its own history
  • rank option contracts by chosen criteria
  • assemble a multi-leg strategy from a market view
  • compute and interpret Greeks for a position
  • simulate P&L, breakevens and stress scenarios

Example prompts for the agent

  • check IV rank for this ticker and tell me if volatility is worth buying
  • build a bull put spread for the nearest expiration and show the breakevens
  • compute the Greeks on my position and explain what they mean

How to install llmquant-options

1Skills CLI (Vercel)

npx skills add LLMQuant/skills --skill llmquant-options -a claude-code

2Manually: put the files in place

~/.claude/skills/llmquant-options/SKILL.md

Copy the whole skill folder; for one project use .claude/skills/llmquant-options/

Step by step, with commands for each platform: How to install skills in Claude Code: five ways

Questions about llmquant-options

How do I install llmquant-options in Claude?

Run npx skills add LLMQuant/skills --skill llmquant-options -a claude-code. The skill lands at ~/.claude/skills/llmquant-options/SKILL.md.

What does llmquant-options do?

It routes an options request to the right workflow: IV rank, contract scoring, strategy construction, Greeks, P&L simulation, volatility surface, unusual activity, earnings IV crush or backtests.

Does the skill need a data source?

Yes. The workflows pull chains, IV history, Greeks, option flow and earnings calendars from LLMQuant Data. Without that source or a compatible data MCP, you supply a chain export or your own pricing table.

Source text

SKILL.md · MIT 
---
name: llmquant-options
description: 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.
input_data_source: LLMQuant Data
category: options
---

# LLMQuant Options

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

## Routing Rules

1. Identify ticker, expiration, strikes, direction, horizon, risk budget, and strategy constraints.
2. Select the closest workflow below.
3. Open only the selected workflow and relevant scripts/assets.
4. Use LLMQuant Data for prices, option chains, IV history, Greeks, option flow, earnings, and event inputs.
5. 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`](workflows/iv-rank.md) |
| Score and rank option contracts. | [`workflows/options-score.md`](workflows/options-score.md) |
| Build a multi-leg option strategy from a market view. | [`workflows/options-strategy.md`](workflows/options-strategy.md) |
| Calculate and interpret option Greeks. | [`workflows/greeks-dashboard.md`](workflows/greeks-dashboard.md) |
| Simulate option P&L, breakevens, and stress scenarios. | [`workflows/pnl-simulator.md`](workflows/pnl-simulator.md) |
| Analyze IV across strikes and expirations. | [`workflows/volatility-surface.md`](workflows/volatility-surface.md) |
| Analyze single-expiry skew and smile shape. | [`workflows/volatility-smile.md`](workflows/volatility-smile.md) |
| Detect and interpret unusual options activity. | [`workflows/unusual-activity.md`](workflows/unusual-activity.md) |
| Analyze earnings implied moves and IV crush. | [`workflows/earnings-iv-crush.md`](workflows/earnings-iv-crush.md) |
| Backtest bull put spread signal rules versus controls. | [`workflows/bull-put-spread-backtest.md`](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.

© LLMQuant · MIT · LLMQuant/skills

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