AgentSkillsCN

scanner-pmcc

扫描股票，评估其是否适合“穷人版备兑看涨期权”（PMCC）。分析LEAPS期权与看涨期权的Delta、流动性、价差、隐含波动率，以及收益率。当用户询问PMCC候选期权、对角价差，或LEAPS策略时使用。

SKILL.md
--- frontmatter
name: scanner-pmcc
description: Scan stocks for Poor Man's Covered Call (PMCC) suitability. Analyzes LEAPS and short call options for delta, liquidity, spread, IV, and yield. Use when user asks about PMCC candidates, diagonal spreads, or LEAPS strategies.
dependencies: ["trading-skills"]

PMCC Scanner

Finds optimal Poor Man's Covered Call setups by scoring symbols on option chain quality.

What is PMCC?

Buy deep ITM LEAPS call (delta ~0.80) + Sell short-term OTM call (delta ~0.20) against it. Cheaper alternative to covered calls.

Instructions

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/scan.py SYMBOLS [options]

Arguments

  • •SYMBOLS - Comma-separated tickers or path to JSON file from bullish scanner
  • •--min-leaps-days - Minimum LEAPS expiration in days (default: 270 = 9 months)
  • •--leaps-delta - Target LEAPS delta (default: 0.80)
  • •--short-delta - Target short call delta (default: 0.20)
  • •--output - Save results to JSON file

Scoring System (max ~11 points)

CategoryConditionPoints
Delta AccuracyLEAPS within ±0.05+2
LEAPS within ±0.10+1
Short within ±0.05+1
Short within ±0.10+0.5
LiquidityLEAPS vol+OI > 100+1
LEAPS vol+OI > 20+0.5
Short vol+OI > 500+1
Short vol+OI > 100+0.5
SpreadLEAPS spread < 5%+1
LEAPS spread < 10%+0.5
Short spread < 10%+1
Short spread < 20%+0.5
IV Level25-50% (ideal)+2
20-60%+1
YieldAnnual > 50%+2
Annual > 30%+1

Output

Returns JSON with:

  • •criteria - Scan parameters used
  • •results - Array sorted by score:
    • •symbol, price, iv_pct, pmcc_score
    • •leaps - expiry, strike, delta, bid/ask, spread%, volume, OI
    • •short - expiry, strike, delta, bid/ask, spread%, volume, OI
    • •metrics - net_debit, short_yield%, annual_yield%, capital_required
  • •errors - Symbols that failed (no options, insufficient data)

Examples

bash
# Scan specific symbols
uv run python scripts/scan.py AAPL,MSFT,GOOGL,NVDA

# Use output from bullish scanner
uv run python scripts/scan.py bullish_results.json

# Custom delta targets
uv run python scripts/scan.py AAPL,MSFT --leaps-delta 0.70 --short-delta 0.15

# Longer LEAPS (1 year minimum)
uv run python scripts/scan.py AAPL,MSFT --min-leaps-days 365

# Save results
uv run python scripts/scan.py AAPL,MSFT,GOOGL --output pmcc_results.json

Key Constraints

  • •Short strike must be above LEAPS strike
  • •Options with bid = 0 (illiquid) are skipped
  • •Moderate IV (25-50%) scores highest

Interpretation

  • •Score > 9: Excellent candidate
  • •Score 7-9: Good candidate
  • •Score 5-7: Acceptable with caveats
  • •Score < 5: Poor liquidity or structure

Dependencies

  • •numpy
  • •pandas
  • •scipy
  • •yfinance