AgentSkillsCN

ib-find-short-roll

为现有空头头寸寻找展期期权，或为多头股票寻找最合适的备兑看涨/看跌期权。当用户询问如何展期空头、寻找展期候选期权、撰写备兑看涨期权，或管理期权头寸时使用。需本地运行TWS或IB Gateway。

SKILL.md
--- frontmatter
name: ib-find-short-roll
description: Find roll options for existing short positions OR find best covered call/put to open against long stock. Use when user asks about rolling shorts, finding roll candidates, writing covered calls, or managing option positions. Requires TWS or IB Gateway running locally.
dependencies: ["trading-skills"]

IB Find Short Roll

Analyze roll options for short positions or find best short options to open against long stock using real-time data from Interactive Brokers.

Prerequisites

User must have TWS or IB Gateway running locally with API enabled:

  • •Paper trading: port 7497
  • •Live trading: port 7496

Instructions

Step 1: Gather Data

Note: If uv is not installed or pyproject.toml is not found, replace uv run python with python in all commands below.

bash
uv run python scripts/roll.py SYMBOL [--strike STRIKE] [--expiry YYYYMMDD] [--right C|P] [--port PORT] [--account ACCOUNT]

The script returns JSON to stdout with all position and candidate data.

Step 2: Format Report

Read templates/markdown-template.md for formatting instructions. Generate a markdown report from the JSON data and save to sandbox/.

Step 3: Report Results

Present key findings to the user: recommended position, credit/debit, and the saved report path.

Behavior

  1. •If short option position exists (mode: "roll"): Analyzes roll candidates to different expirations/strikes
  2. •If long option position exists (mode: "spread"): Finds best short call/put to create a vertical spread
  3. •If long stock exists (mode: "new_short"): Finds best covered call (or protective put) to open
  4. •If none of the above: Returns error (use --strike/--expiry to specify manually)

Arguments

  • •SYMBOL - Ticker symbol (e.g., GOOG, AAPL, TSLA)
  • •--strike - Current short strike price (optional, auto-detects from portfolio)
  • •--expiry - Current short expiration in YYYYMMDD format (optional, auto-detects)
  • •--right - Option type: C for call, P for put (default: C)
  • •--port - IB port (default: 7496 for live trading)
  • •--account - Specific account ID (optional)

JSON Output

The script outputs JSON with mode field indicating the analysis type:

Common Fields

  • •success - Boolean
  • •generated - Timestamp
  • •mode - "roll", "spread", or "new_short"
  • •symbol - Ticker
  • •underlying_price - Current stock price
  • •earnings_date - Next earnings date or null
  • •expirations_analyzed - List of expiry dates checked

Mode-specific Fields

  • •roll: current_position, buy_to_close, roll_candidates (dict of expiry -> candidates)
  • •spread: long_option, right, candidates_by_expiry
  • •new_short: long_position, right, candidates_by_expiry

Example Usage

bash
# Auto-detect GOOG position (short option, long option, or long stock)
uv run python scripts/roll.py GOOG --port 7496

# Specify exact short position to roll
uv run python scripts/roll.py GOOG --strike 350 --expiry 20260206 --right C

# Find short call to sell against long call (vertical spread)
uv run python scripts/roll.py AUR --right C

# Find covered put for long stock
uv run python scripts/roll.py TSLA --right P

Dependencies

  • •ib-async
  • •yfinance