AgentSkillsCN

spread-analysis

分析期权价差策略，如垂直价差、铁鹰策略、跨式期权、宽跨式期权。当用户询问价差、多腿策略、垂直价差、铁鹰策略、跨式期权、宽跨式期权，或进行策略分析时使用。

SKILL.md
--- frontmatter
name: spread-analysis
description: Analyze option spread strategies like vertical spreads, iron condors, straddles, strangles. Use when user asks about spreads, multi-leg strategies, vertical spread, iron condor, straddle, strangle, or strategy analysis.
dependencies: ["trading-skills"]

Spread Analysis

Analyze multi-leg option strategies.

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/spreads.py SYMBOL --strategy STRATEGY --expiry YYYY-MM-DD [options]

Strategies and Options

Vertical Spread (bull/bear call/put spread):

bash
uv run python scripts/spreads.py AAPL --strategy vertical --expiry 2026-01-16 --type call --long-strike 180 --short-strike 185

Straddle (long call + long put at same strike):

bash
uv run python scripts/spreads.py AAPL --strategy straddle --expiry 2026-01-16 --strike 180

Strangle (long call + long put at different strikes):

bash
uv run python scripts/spreads.py AAPL --strategy strangle --expiry 2026-01-16 --put-strike 175 --call-strike 185

Iron Condor (sell strangle + buy wider strangle):

bash
uv run python scripts/spreads.py AAPL --strategy iron-condor --expiry 2026-01-16 --put-short 175 --put-long 170 --call-short 185 --call-long 190

Output

Returns JSON with:

  • •strategy - Strategy name and legs
  • •cost - Net debit or credit
  • •max_profit - Maximum potential profit
  • •max_loss - Maximum potential loss
  • •breakeven - Breakeven price(s)
  • •probability - Estimated probability of profit (based on IV)

Explain the risk/reward and when this strategy is appropriate.

Dependencies

  • •pandas
  • •yfinance