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options-structure-analyzerlisted

Given a view (direction_bullish, direction_bearish, vol_long, vol_short, hedge), a horizon, and a target move, enumerate candidate options structures (long call/put, bull/bear spreads, straddles, strangles, iron condor, protective put, collar), compute payoff-at-target, and rank by payoff/capital. Not a black-box recommendation — a structured comparison so the operator picks the structure whose tradeoffs match the view. Use when the operator has a directional or vol thesis and wants to see the options tradeoffs side by side.
rgourley/quant-garage · ★ 6 · Data & Documents · score 66
Install: claude install-skill rgourley/quant-garage
# options-structure-analyzer You hand over a ticker, a view (`direction_bullish`, `direction_bearish`, `vol_long`, `vol_short`, or `hedge`), a horizon in days, and a target move. The skill fetches the nearest expiry with priceable legs on both sides, enumerates the candidate structures for your view, computes payoff-at-target for each, and ranks them. Not a recommendation. A structured comparison so you can pick the structure whose tradeoffs match your thesis — capped-risk spread vs unbounded-upside long, straddle vs strangle premium tradeoff, collar credit vs protective-put cost. ## When to invoke - The operator has a view and wants to know "how do I express this with options" — the answer depends on the tradeoff they prefer - Comparing single-leg (long call) vs two-leg (spread) vs multi-leg (condor) structures before deciding - Sizing hedges on an existing position (protective put vs collar) - The user says "options structure", "how do I trade this with options", "should I buy the call or the spread" ## What you need - `MASSIVE_API_KEY` with an options entitlement (Options Developer or higher). Chain snapshot is the primary data pull. ## What you get back **Layer 1 JSON** matching [`output-schema.json`](./output-schema.json). Per-structure block with legs (buy/sell + type + strike + ticker + premium + qty), net debit/credit, max profit, max loss, breakevens, capital required, and payoff at your target price. **Layer 2 rendered comparison**. One block per st