options-structure-analyzerlisted
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