AgentSkillsCN

option-spreads-combinations

适用于构建与评估垂直价差、日历价差、对角价差、蝶式价差、秃鹰价差、比例价差，以及风险明确的多腿头寸的期权价差组合工作流。当任务涉及期权结构选择、收益曲线塑造、希腊指标定位，或对多腿执行与风险进行生产监控时，可选用此类工作流。

SKILL.md
--- frontmatter
name: option-spreads-combinations
description: "Option Spreads Combinations workflows for structuring and evaluating verticals, calendars, diagonals, butterflies, condors, ratio spreads, and risk-defined multi-leg positions. use when tasks involve option structure selection, payoff shaping, greek targeting, or production monitoring of multi-leg execution and risk."

Option Spreads Combinations

objective

Execute multi-leg options structure workflows with consistent payoff logic, greek controls, and implementation diagnostics.

workflow

  1. •define market view, horizon, and risk budget for the structure.
  2. •select spread family and strike-tenor configuration with liquidity constraints.
  3. •compute payoff, breakeven, max gain/loss, and greek profile through time.
  4. •stress structure behavior under volatility shifts, gap moves, and skew changes.
  5. •release only when risk-adjusted expectancy and execution feasibility pass limits.

required diagnostics

  • •payoff-shape consistency versus design objective.
  • •greek concentration and convexity behavior across scenarios.
  • •theta carry versus volatility sensitivity tradeoff.
  • •slippage and legging-risk impact on expected edge.
  • •structure performance by regime and event window.

risk controls

  • •enforce max loss and margin thresholds per structure.
  • •enforce liquidity minimums for each leg before deployment.
  • •enforce legging-risk limits and execution timeout safeguards.

outputs

  • •run python scripts/option_spreads_combinations_diagnostics.py input.csv --output diagnostics.json and keep the json artifact.
  • •write an implementation memo using references/option-spreads-combinations-playbook.md with assumptions, tests, limits, and rollout plan.

resources

  • •use scripts/option_spreads_combinations_diagnostics.py for deterministic diagnostics.
  • •use references/option-spreads-combinations-playbook.md for the domain checklist and delivery structure.