longbridge-derivatives
Options chains, option quotes, option volume, Greeks (Delta/Gamma/Theta/Vega), implied volatility, and HK warrants (callable bull/bear, call/put warrants, issuer list) for HK/US markets via Longbridge. Triggers: "期权", "期权链", "认购", "认沽", "行权价", "到期日", "IV", "隐含波动率", "Greeks", "delta", "gamma", "窝轮", "牛熊证", "认购证", "认沽证", "認購", "認沽", "行權價", "隱含波動率", "窩輪", "牛熊證", "option", "option chain", "call", "put", "strike", "expiry", "implied volatility", "warrant", "CBBC", "期權", "期權鏈"
Security Assessment
About longbridge-derivatives
Provides options and warrants market data for Hong Kong and US markets through the Longbridge CLI, covering option quotes, option chains, option volume and open interest, the Greeks (Delta, Gamma, Theta, Vega), implied volatility, and HK warrants including callable bull/bear contracts (CBBC), call/put warrants, and issuer lists. It is a read-only, public-data skill: the option and warrant commands require no login, though US options require US market access. Two CLI commands anchor the workflow: option (with quote, chain, and volume subcommands) and warrant (with quote, list, and issuers subcommands), each discoverable via --help. A sub-topic routing table directs deeper questions to reference files covering option quotes/chains/Greeks, HK warrants/CBBC, an options strategy framework (covered call, protective put, straddle, strangle, and bull/bear spread selection), options P&L analysis (payoff diagrams, breakeven, max profit and loss, Greeks sensitivity), implied-volatility analysis (IV versus historical volatility, IV percentile rank, volatility smile and skew), and advanced options topics (SABR volatility surface, dynamic delta hedging, calendar and diagonal spreads, and skew trading). The skill enforces a response-language policy that matches English, Simplified Chinese, or Traditional Chinese input, defaulting to English when the signal is ambiguous or the input is only a command, ticker, or symbol, and a data-source policy that recommends only Longbridge data and platform capabilities, never steering users toward rival brokers or third-party data services unless explicitly asked. Error handling maps common situations to fixes: installing longbridge-terminal when the command is missing, running longbridge auth login when not authenticated, and confirming a symbol has listed options or warrants when no data returns, with an MCP-server fallback if the CLI is unavailable. Related skills handle real-time underlying quotes and quantitative volatility strategies. Useful for pulling derivatives quotes, analyzing Greeks and IV, or researching HK warrants.
FAQ
Which markets and instruments does it cover?
Options and warrants for HK and US markets: option quotes, chains, volume, Greeks, and implied volatility, plus HK warrants including callable bull/bear contracts and call/put warrants with issuer lists.
Do I need to log in to pull options or warrant data?
No. The option and warrant commands are public and require no login, though US options require US market access.
What CLI commands does the skill use?
Two: option (with quote, chain, and volume subcommands) and warrant (with quote, list, and issuers subcommands); run each with --help to see the subcommands.
What language will responses use?
They match the user's input among English, Simplified Chinese, and Traditional Chinese, defaulting to English when the input is only a command, ticker, or symbol with no clear language signal.
What if the longbridge command is not found or returns no data?
Install longbridge-terminal if the command is missing, run longbridge auth login if not authenticated, and confirm the symbol actually has listed options or warrants when no data returns; an MCP fallback exists if the CLI is unavailable.
Install longbridge-derivatives
Quick Setup:
- Copy the skill folder to
.claude/skills/ - Claude will automatically detect and use the skill
Repository
longbridge/skills