Get option chain data from Interactive Brokers for equities, ETFs, and futures (FOP), including calls and puts with strikes, bids, asks, volume, implied volatility, and model Greeks. Use when user asks about options using IBKR data, futures options (NQ/ES/CL/GC...), or needs real-time option quotes from their broker. Requires TWS or IB Gateway running locally.
インストールする前に、エージェントに与えられる指示の中身を確認できます。
Fetch option chain data from Interactive Brokers for a specific expiration date.
Handles equities/ETFs (Stock/OPT) and futures options (FOP). The asset type and
exchange are resolved from IB contract details (no hardcoded symbol table): auto-detect
tries a SMART stock first and falls back to a future when no stock exists (so NQ, GC,
RTY resolve as futures, while AAPL resolves as a stock even though it has an obscure
single-stock future). Tickers that are both a stock and a futures root (e.g. ES=Eversource,
CL=Colgate) default to the equity — pass --sec-type fut to force the future.
TWS or IB Gateway must be running locally with API enabled:
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 is running with API access enabled.
First, get available expiration dates:
uv run python scripts/options.py SYMBOL --expiries
Then fetch the chain for a specific expiry:
uv run python scripts/options.py SYMBOL --expiry YYYYMMDD
SYMBOL - Ticker symbol. Equity/ETF (e.g., AAPL, SPY, TSLA) or futures root (e.g., NQ, ES, CL, GC) — asset type is auto-detected via IB.--sec-type {stk,fut} - Force the asset type. Default: auto-detect (stock-first). Use fut for ambiguous roots like ES/CL when you mean the future.--expiries - List available expiration dates only--expiry YYYYMMDD - Fetch chain for specific date (IB format: YYYYMMDD, no dashes)--port - IB port (default: 7497 for paper trading)Returns JSON with:
calls - Array of call options with strike, bid, ask, lastPrice, volume, openInterest, impliedVolatility, greeks (delta/gamma/theta/vega/iv from IB model), and multiplier (futures only)puts - Array of put options with same fieldsunderlying_price - Current underlying price for reference (stock/ETF price or continuous-future price)asset_type - "stock" or "future"source - "ibkr"For futures, only expiries up to the front continuous-future's expiry are returned; longer-dated FOPs require the next quarter's future. Futures quote nearly 24h on Globex, so Greeks populate pre-market.
Present data as a table. Highlight high volume strikes and notable IV levels.
ib-asyncAll 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.
まだレビューはありません。使ってみた感想をお寄せください。
概要と使いどころ
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.
日本語の概要は準備中です。原文の説明を表示しています。
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.
日本語の概要は準備中です。原文の説明を表示しています。
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.
日本語の概要は準備中です。原文の説明を表示しています。
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.
日本語の概要は準備中です。原文の説明を表示しています。
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.
日本語の概要は準備中です。原文の説明を表示しています。
Generate tactical collar strategy reports for protecting PMCC positions through earnings or high-risk events. Requires TWS or IB Gateway running locally.
日本語の概要は準備中です。原文の説明を表示しています。