{"enrichment":{"faq":[{"a":"ib-report-delta-adjusted-notional-exposure computes your total delta exposure by connecting to TWS or IB Gateway, retrieving all positions across your Interactive Brokers accounts, and calculating delta-adjusted notional values for equities, futures, and options using Black-Scholes pricing. The skill generates a markdown report showing your net delta notional exposure aggregated across all accounts.","q":"What's my delta exposure across all accounts?"},{"a":"ib-report-delta-adjusted-notional-exposure uses the Black-Scholes model to compute option deltas, incorporating current market prices, strike prices, time to expiration, volatility, and interest rates. These deltas are then multiplied by notional position values to determine each option's directional exposure contribution to your overall portfolio delta.","q":"How does ib-report-delta-adjusted-notional-exposure calculate option deltas?"},{"a":"Yes. ib-report-delta-adjusted-notional-exposure breaks down long and short delta exposure by account and underlying symbol, providing granular visibility into where your directional risk is concentrated. The markdown report includes summary tables and identifies your top delta exposures across all positions.","q":"Can I see portfolio delta risk broken down by account and underlying?"},{"a":"ib-report-delta-adjusted-notional-exposure generates a delta risk summary covering options, futures, and stocks. It reports net delta notional exposure, long/short delta breakdowns, account-level aggregations, and underlying-level detail, helping you monitor your portfolio's directional risk in one comprehensive markdown report.","q":"What does ib-report-delta-adjusted-notional-exposure include in its delta risk summary?"},{"a":"ib-report-delta-adjusted-notional-exposure connects via TWS (Trader Workstation) or IB Gateway, retrieving real-time position data from all your linked Interactive Brokers accounts. It processes this data to calculate delta-adjusted notional exposure and generate your directional risk report.","q":"How does ib-report-delta-adjusted-notional-exposure connect to my Interactive Brokers accounts?"},{"a":"ib-report-delta-adjusted-notional-exposure analyzes equities, futures, and options across all your Interactive Brokers accounts. It calculates delta-adjusted notional exposure for each position type, aggregates them by account and underlying, and reports your total net delta notional exposure and directional portfolio risk.","q":"What positions does ib-report-delta-adjusted-notional-exposure analyze?"}],"shadow_tags":["greeks-calculation","portfolio-risk-metrics","directional-exposure","black-scholes-pricing","multi-account-analysis","options-futures-delta","notional-exposure-reporting","position-level-analytics","risk-aggregation","iv-estimation"],"summary_rewrite":"This skill computes delta-adjusted notional exposure across all your IBKR accounts, using Black-Scholes to price option deltas and reporting directional risk by account and underlying. It connects to TWS or IB Gateway, processes positions including equities, futures, and options, and generates a markdown report with summary tables and top exposures."},"files":[{"bytes":2954,"path":".claude/skills/ib-report-delta-adjusted-notional-exposure/SKILL.md","sha256":"c8febeb06299fbd5155250d46982caafe7bc56c815a173475cf58d9ffa648c78","url":"https://skillfed.io/files/staskh/trading_skills/ib-report-delta-adjusted-notional-exposure/6788e442/SKILL.md"}],"id":"staskh/trading_skills/ib-report-delta-adjusted-notional-exposure","links":{"html":"https://skillfed.io/staskh/trading_skills/ib-report-delta-adjusted-notional-exposure","md":"https://skillfed.io/staskh/trading_skills/ib-report-delta-adjusted-notional-exposure.md","repo":"https://github.com/staskh/trading_skills"},"meta":{"agents_supported":["claude-code"],"first_seen":"2026-07-28","forks":68,"language":"Python","last_updated":"2026-07-20","license":"MIT","name":"ib-report-delta-adjusted-notional-exposure","publisher":"staskh","stars":299},"relations":{"similar":[{"id":"staskh/trading_skills/ib-portfolio-action-report"},{"id":"staskh/trading_skills/ib-account"},{"id":"staskh/trading_skills/ib-option-chain"},{"id":"staskh/trading_skills/ib-portfolio"},{"id":"staskh/trading_skills/ib-trades-history"},{"id":"staskh/trading_skills/ib-find-short-roll"},{"id":"staskh/trading_skills/ib-collar"},{"id":"staskh/trading_skills/ib-pmcc-advisor"},{"id":"ScientiaCapital/skills/ibkr-api-skill"},{"id":"Starchild-ai-agent/official-skills/ibkr"}]},"slug":{"owner":"staskh","repo":"trading_skills","skill":"ib-report-delta-adjusted-notional-exposure"},"version":"6788e442"}