AgentSkillsCN

covered-call-cash-secured-put-income

备兑看涨与现金担保看跌收益工作流，适用于带有指派意识的系统性期权溢价收割。适用于在涉及以收益为导向的期权叠加，以及下行风险管理的任务。

SKILL.md
--- frontmatter
name: covered-call-cash-secured-put-income
description: "Covered call and cash-secured put income workflows for systematic options premium harvesting with assignment-aware controls. use when tasks involve income-oriented options overlays and downside risk management."

Covered Call Cash Secured Put Income

objective

Run premium-income option overlays with robust assignment, downside, and carry diagnostics.

workflow

  1. •define underlier universe, tenor, and strike-selection rules.
  2. •construct covered-call and cash-secured-put positions with capital constraints.
  3. •project income, downside exposure, and assignment risk outcomes.
  4. •stress outcomes under gap moves and volatility repricing.
  5. •deploy only when yield remains attractive after risk-adjusted filters.

required diagnostics

  • •premium yield and drawdown profile by moneyness bucket.
  • •assignment rate and post-assignment inventory impact.
  • •downside participation versus benchmark underlier returns.
  • •event-risk sensitivity around earnings and macro dates.
  • •net income after transaction and hedge costs.

risk controls

  • •enforce max downside exposure and concentration limits.
  • •enforce pre-event de-risking for high-gap-risk names.
  • •enforce assignment handling runbooks with borrowing checks.

outputs

  • •run python scripts/covered_call_cash_secured_put_income_diagnostics.py input.csv --output diagnostics.json and keep the json artifact.
  • •write an implementation memo using references/covered-call-cash-secured-put-income-playbook.md with assumptions, tests, limits, and rollout plan.

resources

  • •use scripts/covered_call_cash_secured_put_income_diagnostics.py for deterministic diagnostics.
  • •use references/covered-call-cash-secured-put-income-playbook.md for the domain checklist and delivery structure.