{"enrichment":{"faq":[{"a":"longbridge-derivatives provides real-time option quotes and full chain data with Greeks (Delta, Gamma, Theta, Vega) for both HK and US markets. Access pricing details, volatility metrics, and issuer information to support your analysis and trading decisions.","q":"How do I retrieve option quotes, chains, and Greeks for pricing analysis?"},{"a":"longbridge-derivatives calculates Delta, Gamma, Theta, and Vega for any option. Delta measures directional sensitivity, Gamma tracks Delta's rate of change, Theta quantifies time decay, and Vega reflects volatility exposure. Use these metrics to understand risk and optimize positioning.","q":"What are the greeks for this option and how do I interpret them?"},{"a":"longbridge-derivatives offers comprehensive HK warrant lookup including callable bull/bear certificates (\u725b\u718a\u8bc1), call/put structures, and detailed issuer lists. Filter by warrant type, underlying, and issuer to find quotes and real-time data for your Hong Kong trading.","q":"How can I look up HK warrants (CBBCs, bull/bear, call/put) and issuer info?"},{"a":"longbridge-derivatives supports implied volatility analysis including IV percentile ranking, volatility skew examination, and surface mapping. Compare implied volatility against historical volatility to identify mispricing and inform strategy selection across different strike and expiration combinations.","q":"How do I analyze implied volatility and volatility surface for trading?"},{"a":"longbridge-derivatives enables construction and evaluation of spreads (bull, bear), straddles, strangles, covered calls, protective puts, and other multi-leg strategies. Analyze payoff diagrams, P&L outcomes, and breakeven levels to validate strategy effectiveness before execution.","q":"What options strategies can I build and evaluate with this skill?"},{"a":"longbridge-derivatives includes P&L and payoff calculators to model profit/loss across price scenarios, compute breakeven points, and visualize strategy diagrams. Input your position details and market assumptions to evaluate risk-reward profiles and position management.","q":"How do I calculate options P&L, payoff, and breakeven levels?"}],"shadow_tags":["derivatives-trading","volatility-metrics","multi-market-coverage","risk-analytics","warrant-products","strategy-framework","greeks-calculator","payoff-analysis"],"summary_rewrite":"Access real-time options data including quotes, chains, Greeks (Delta, Gamma, Theta, Vega), and implied volatility for HK and US markets. Explore HK warrants, callable bull/bear certificates, and warrant issuer lists. The skill routes to strategy frameworks, P&L analysis, and volatility research as needed."},"files":[{"bytes":4572,"path":"skills/longbridge-derivatives/SKILL.md","sha256":"f4e0a24be715f0ddbc8bd46a6253f5ab8e32793a374e0009faece185af6d0613","url":"https://skillfed.io/files/longbridge/skills/longbridge-derivatives/4da868bb/SKILL.md"}],"id":"longbridge/skills/longbridge-derivatives","links":{"html":"https://skillfed.io/longbridge/skills/longbridge-derivatives","md":"https://skillfed.io/longbridge/skills/longbridge-derivatives.md","repo":"https://github.com/longbridge/skills"},"meta":{"agents_supported":[],"first_seen":"2026-07-28","forks":8,"language":"Python","last_updated":"2026-07-20","license":"MIT","name":"longbridge-derivatives","publisher":"longbridge","stars":44},"relations":{"similar":[{"id":"LLMQuant/skills/llmquant-options"},{"id":"longbridge/skills/longbridge"},{"id":"longbridge/skills/longbridge-technical"},{"id":"LLMQuant/skills/llmquant-equity-derivatives"},{"id":"longbridge/skills/longbridge-market-data"},{"id":"agiprolabs/claude-trading-skills/options-pricing"},{"id":"longbridge/skills/longbridge-quant"},{"id":"HKUDS/Vibe-Trading/options-advanced"},{"id":"nicepkg/ai-workflow/options-strategy-advisor"},{"id":"BaggaT236/AI-Trading-Skills/options-strategy-advisor"}]},"slug":{"owner":"longbridge","repo":"skills","skill":"longbridge-derivatives"},"version":"4da868bb"}