Calculate option Greeks (delta, gamma, theta, vega) and implied volatility for specific options. Use when user asks about Greeks, delta, gamma, theta, vega, IV, or option sensitivity analysis.
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설치 방법 보기설치하기 전에 에이전트에게 전달되는 지시 내용을 확인할 수 있습니다.
Calculate Greeks for options using Black-Scholes model. Computes IV from market price via Newton-Raphson.
Note: If
uvis not installed orpyproject.tomlis not found, replaceuv run pythonwithpythonin all commands below.
uv run python scripts/greeks.py --spot SPOT --strike STRIKE --type call|put [--expiry YYYY-MM-DD | --dte DTE] [--price PRICE] [--date YYYY-MM-DD] [--vol VOL] [--rate RATE]
--spot - Underlying spot price (required)--strike - Option strike price (required)--type - Option type: call or put (required)--expiry - Expiration date YYYY-MM-DD (use this OR --dte)--dte - Days to expiration (alternative to --expiry)--date - Calculate as of this date instead of today (YYYY-MM-DD)--price - Option market price (for IV calculation)--vol - Override volatility as decimal (e.g., 0.30 for 30%)--rate - Risk-free rate (default: 0.05)Returns JSON with:
spot - Underlying spot pricestrike - Strike pricedays_to_expiry - Days until expirationiv - Implied volatility (calculated from market price)greeks - delta, gamma, theta, vega, rho# With expiry date and market price (calculates IV)
uv run python scripts/greeks.py --spot 630 --strike 600 --expiry 2026-05-15 --type call --price 72.64
# With DTE directly
uv run python scripts/greeks.py --spot 630 --strike 600 --dte 30 --type call --price 40
# As of a future date
uv run python scripts/greeks.py --spot 630 --strike 600 --expiry 2026-05-15 --date 2026-03-01 --type call --price 50
Explain what each Greek means for the position.
scipyAll timestamps and time-based calculations must use the America/New_York timezone. All JSON output must include generated_at (NY time string) and data_delay fields.
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Get upcoming earnings dates with timing (before/after market) and EPS estimates. Use when user asks about earnings dates, earnings calendar, when a company reports, or upcoming earnings.
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Get fundamental financial data including financials, earnings, and key metrics. Use when user asks about financials, earnings, revenue, profit, balance sheet, income statement, or company fundamentals.
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Find and place the best 0DTE (zero-days-to-expiration) credit spreads from Interactive Brokers. Default execution route is the EMA9/EMA21 + VIX/VXN regime strategy (ema_vix_0dte.py), which auto-selects bull_put or bear_call from a bare EMA cross and skips the trade when the vol index is elevated (VXN ≥ 35 for NDX/QQQ, VIX ≥ 20 otherwise). Optional --rr-gate and --time-gate add red→red and bar-timing confirmation. Supports cash-settled indices (SPX, NDX, RUT, VIX) and any optionable stock/ETF. Manual spread type override is available via zero_dte.py. Requires TWS or IB Gateway running locally.
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Get account summary from Interactive Brokers including cash balance, buying power, and account value. Use when user asks about their account, balance, buying power, or available cash. Requires TWS or IB Gateway running locally.
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Generate tactical collar strategy reports for protecting PMCC positions through earnings or high-risk events. Requires TWS or IB Gateway running locally.
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Consolidate IBRK trade CSV files from a directory into a summary report. Groups trades by symbol, underlying, date, strike, buy/sell, and open/close. Outputs both markdown and CSV.
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