llmquant-options
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ChineseLLMQuant Options
LLMQuant Options
This category routes option, volatility, hedge, and options-backtest workflows.
本分类用于路由期权、波动率、对冲及期权回测相关工作流。
Routing Rules
路由规则
- Identify ticker, expiration, strikes, direction, horizon, risk budget, and strategy constraints.
- Select the closest workflow below.
- Open only the selected workflow and relevant scripts/assets.
- Use LLMQuant Data for prices, option chains, IV history, Greeks, option flow, earnings, and event inputs.
- Report timestamps, contract metadata, data windows, assumptions, stale notices, and missing inputs.
- 识别股票代码、到期日、行权价、方向、时间范围、风险预算及策略约束条件。
- 选择最匹配的下方工作流。
- 仅打开选定的工作流及相关脚本/资源。
- 使用LLMQuant Data获取价格、期权链、IV历史数据、Greeks、期权流向、财报及事件输入信息。
- 报告时间戳、合约元数据、数据窗口、假设条件、过期通知及缺失的输入信息。
Workflow Index
工作流索引
| User intent | Workflow |
|---|---|
| Evaluate whether implied volatility is cheap or expensive versus history. | |
| Score and rank option contracts. | |
| Build a multi-leg option strategy from a market view. | |
| Calculate and interpret option Greeks. | |
| Simulate option P&L, breakevens, and stress scenarios. | |
| Analyze IV across strikes and expirations. | |
| Analyze single-expiry skew and smile shape. | |
| Detect and interpret unusual options activity. | |
| Analyze earnings implied moves and IV crush. | |
| Backtest bull put spread signal rules versus controls. | |
| 用户意图 | 工作流 |
|---|---|
| 评估隐含波动率相对历史水平是偏低还是偏高。 | |
| 对期权合约进行评分及排名。 | |
| 根据市场观点构建多腿期权策略。 | |
| 计算并解读期权Greeks。 | |
| 模拟期权盈亏、盈亏平衡点及压力场景。 | |
| 分析不同行权价及到期日的IV情况。 | |
| 分析单一到期日的波动率偏斜及微笑形态。 | |
| 检测并解读异常期权交易活动。 | |
| 分析财报隐含波动及IV崩盘情况。 | |
| 回测牛市看跌价差信号规则与对照组表现。 | |
LLMQuant Data Contract
LLMQuant 数据约定
Prefer LLMQuant Data when available. The workflows may need these data capabilities:
- Retrieve option chains with expirations, strikes, bid/ask, volume, open interest, and implied volatility.
- Retrieve IV history, IV rank, IV percentile, term structure, skew, and volatility surface data.
- Retrieve Greeks, option flow, unusual activity, strategy backtest inputs, and earnings/event calendars.
- Retrieve underlying equity prices, realized volatility, drawdowns, and liquidity context.
Fallback:
- If option data is missing, state the exact chain, IV, Greek, flow, or backtest input needed.
- If LLMQuant Data or a compatible data MCP is unavailable, ask for option chain exports or user-provided pricing tables.
- Do not fabricate option quotes, IV, open interest, or Greeks.
优先使用LLMQuant Data（若可用）。工作流可能需要以下数据能力：
- 获取包含到期日、行权价、买卖价、成交量、持仓量及隐含波动率的期权链。
- 获取IV历史数据、IV rank、IV百分位、期限结构、偏斜及波动率曲面数据。
- 获取Greeks、期权流向、异常交易活动、策略回测输入数据及财报/事件日历。
- 获取标的股票价格、实际波动率、回撤及流动性相关信息。
备选方案：
- 若期权数据缺失，说明所需的具体期权链、IV、Greeks、流向或回测输入信息。
- 若LLMQuant Data或兼容的数据MCP不可用，请求提供期权链导出文件或用户提供的定价表格。
- 不得编造期权报价、IV、持仓量或Greeks数据。