AgentSkillsCN

options-microstructure

在期权交易前，对期权合约的微观结构进行细致分析（如未平仓合约量、成交量、平值隐含波动率、期限结构等）。

SKILL.md
--- frontmatter
name: options-microstructure
description: Analyze options chain microstructure (OI/volume/ATM IV/term structure) before options trades.
metadata: {"openclaw":{"emoji":"🧮","requires":{"bins":["python3"]}}}

Options Microstructure

CLI: python3 ${OPENCLAW_HOME:-$HOME/.openclaw}/tools/options/microstructure.py --ticker AAPL

Use before options trades to inspect:

  • •ATM IV context
  • •put/call OI balance
  • •top OI and volume strikes
  • •short term IV term structure

Required: include findings in thesis and risk sizing.