ib-report-delta-adjusted-notional-exposure
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.
ib-report-delta-adjusted-notional-exposure calculates delta-adjusted notional exposure across all your Interactive Brokers accounts using Black-Scholes pricing.
AI-generated summary based on this skill's SKILL.md
Install
staskh/trading_skills/ib-report-delta-adjusted-notional-exposure · repository language: Python
git clone https://github.com/staskh/trading_skills
cp -r trading_skills/.claude/skills/ib-report-delta-adjusted-notional-exposure ~/.claude/skills/ib-report-delta-adjusted-notional-exposurenpx skillfed install staskh/trading_skills/ib-report-delta-adjusted-notional-exposureFrequently asked questions
AI-generated answers based on this skill's SKILL.md and metadata
What's my delta exposure across all accounts?
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.
How does ib-report-delta-adjusted-notional-exposure calculate option deltas?
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.
Can I see portfolio delta risk broken down by account and underlying?
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.
What does ib-report-delta-adjusted-notional-exposure include in its delta risk summary?
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.
How does ib-report-delta-adjusted-notional-exposure connect to my Interactive Brokers accounts?
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.
What positions does ib-report-delta-adjusted-notional-exposure analyze?
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.
SKILL.md
rendered from the published skill — quoted content, verbatim
IB Delta-Adjusted Notional Exposure Report
Calculate and report delta-adjusted notional exposure across all Interactive Brokers accounts.
IB Connection
TWS or IB Gateway must be running locally with API enabled:
- Paper trading — port 7497
- Live trading — port 7496
- IB_PORT env var — default port when --port is omitted (e.g. IB_PORT=4001 for a Gateway container). Precedence: --port flag > IB_PORT > built-in default. Set it in the shell or a .env file.
Port fallback: If the configured port fails, automatically retry on the other port. If the retry succeeds, save to memory which account type worked (live/paper) and reuse it for all IB skill calls in this and future sessions — until the user explicitly asks for the other account. If both ports fail, ask the user to verify that TWS or IB Gateway
(truncated - see the full file via the links below)
Read as markdown · JSON record · Browse the source repository
File tree — 3 files
.claude/skills/ib-report-delta-adjusted-notional-exposure/SKILL.md
.claude/skills/ib-report-delta-adjusted-notional-exposure/scripts/delta_exposure.py
.claude/skills/ib-report-delta-adjusted-notional-exposure/templates/markdown-template.md