longbridge-derivatives
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.
Longbridge Derivatives retrieves option quotes, chains, and Greeks data for HK and US markets via the Longbridge CLI.
AI-generated summary based on this skill's SKILL.md
Install
longbridge/skills/longbridge-derivatives · repository language: Python
git clone https://github.com/longbridge/skills
cp -r skills/skills/longbridge-derivatives ~/.claude/skills/longbridge-derivativesnpx skillfed install longbridge/skills/longbridge-derivativesFrequently asked questions
AI-generated answers based on this skill's SKILL.md and metadata
How do I retrieve option quotes, chains, and Greeks for pricing analysis?
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.
What are the greeks for this option and how do I interpret them?
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.
How can I look up HK warrants (CBBCs, bull/bear, call/put) and issuer info?
longbridge-derivatives offers comprehensive HK warrant lookup including callable bull/bear certificates (牛熊证), 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.
How do I analyze implied volatility and volatility surface for trading?
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.
What options strategies can I build and evaluate with this skill?
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.
How do I calculate options P&L, payoff, and breakeven levels?
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.
SKILL.md
rendered from the published skill — quoted content, verbatim
Longbridge Derivatives
Options and warrants data for HK / US markets via the Longbridge CLI.
> Response language: match the user's input language — English / Simplified Chinese / Traditional Chinese. > RULE: Response language priority: English is the default when language is ambiguous. If the user input is only a slash command, command name, ticker / symbol, or contains no natural-language language signal, you MUST respond in English. Do not infer Chinese from trigger keywords,
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File tree — 7 files
skills/longbridge-derivatives/SKILL.md
skills/longbridge-derivatives/references/option.md
skills/longbridge-derivatives/references/options-advanced.md
skills/longbridge-derivatives/references/options-pnl.md
skills/longbridge-derivatives/references/options-strategy.md
skills/longbridge-derivatives/references/options-volatility.md
skills/longbridge-derivatives/references/warrant.md