ib-report-delta-adjusted-notional-exposure

Solid

Report delta-adjusted notional exposure across all IBKR accounts. Calculates option deltas using Black-Scholes and reports long/short exposure by account and underlying. Use when user asks about delta exposure, portfolio risk, or directional exposure.

Data & Documents 299 stars 68 forks Updated 1 weeks ago MIT

Install

View on GitHub

Quality Score: 87/100

Stars 20%
82
Recency 20%
90
Frontmatter 20%
70
Documentation 15%
100
Issue Health 10%
50
License 10%
100
Description 5%
100

Skill Content

# IB Delta-Adjusted Notional Exposure Report Calculate and report delta-adjusted notional exposure across all Interactive Brokers accounts. ## IB Connection TWS or IB Gateway must be running locally with API enabled: - **Paper trading** — port 7497 - **Live trading** — port 7496 - **`IB_PORT` env var** — default port when `--port` is omitted (e.g. `IB_PORT=4001` for a Gateway container). Precedence: `--port` flag > `IB_PORT` > built-in default. Set it in the shell or a `.env` file. **Port fallback:** If the configured port fails, automatically retry on the other port. If the retry succeeds, save to memory which account type worked (live/paper) and reuse it for all IB skill calls in this and future sessions — until the user explicitly asks for the other account. If both ports fail, ask the user to verify that TWS or IB Gateway is running with API access enabled. ## Instructions ### Step 1: Gather Data ```bash uv run python scripts/delta_exposure.py [--port PORT] ``` The script returns JSON to stdout with all position deltas and summary data. ### Step 2: Format Report Read `templates/markdown-template.md` for formatting instructions. Generate a markdown report from the JSON data and save to `sandbox/`. **Filename**: `delta_exposure_report_{YYYYMMDD}_{HHMMSS}.md` ### Step 3: Report Results Present the summary table (total long, short, net) and top exposures to the user. Include the saved report path. ## Arguments - `--port` - IB port (default: 7497 for paper tradi...

Details

Author
staskh
Repository
staskh/trading_skills
Created
5 months ago
Last Updated
1 weeks ago
Language
Python
License
MIT

Similar Skills

Semantically similar based on skill content — not just same category