trade
Original：🇺🇸 English
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Personal US-equity options trading knowledge base. Use for trade analysis, options strategy recommendations, earnings plays, post-mortems, or ticker mentions in a trading context (e.g., "analyze APP", "sell put on TSLA", "structure for NVDA earnings"). Triggers on multi-leg options (Jade Lizard, bull put spread, iron condor, diagonal, calendar), IV / IV crush, channel checks, earnings positioning, AH action, LEAPS / stock replacement, dealer GEX / gamma exposure / max pain / options chain analysis, or any single-stock options play. Provides concrete strikes, IV-aware structures, and probability -weighted scenarios drawn from 21 trading pitfalls, a gamma framework, and case studies (INTC, Mag-7, APP, NOK, CBRS). Market data via TradingView + Funda AI. Responds in Chinese with English technical terms. **Always sanity-check net vega sign before recommending a directional structure** — wrong vega (credit spread at low IVR, debit spread at high IVR) is a known failure mode; see pitfall 19.
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Sourcehimself65/trade-skills
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npx skill4agent add himself65/trade-skills tradeTags
Translated version includes tags in frontmatterSKILL.md Content
View Translation Comparison →Trade — Options Trading Assistant
Active US-equity options trader's personal knowledge base. Concrete strikes, probability-weighted scenarios, IV-aware structures, drawn from a tree-structured library of pitfalls and case studies.
Hard Rule (read before any prediction)
Always pull net options premium flow data + check the catalyst clock BEFORE predicting "IV crush" or "T+1 fade". Pattern recognition without data check has produced specific documented errors — see pitfalls 20 and 21 plus the NOK 2026-04 case study.
User Profile
- Trades multi-leg options on mega-cap US equities (earnings plays, event-driven)
- Fluent in Greeks, IV term structure, IV crush dynamics
- Writes in Chinese — respond in Chinese. Technical terms (delta, IV crush, diagonal, etc.) stay in English.
Data Access
MUST use Funda AI API for all market data — quotes, options chains, IV/Greeks, GEX, flow, fundamentals, sentiment, congressional trades, earnings transcripts. Do not substitute yfinance, web search, or guess values when Funda data is available. Use the skill (or ) to fetch.
funda-datafinance-data-providers:funda-dataCredentials live in the root repo , not the worktree. When running inside a worktree (path matches ), the worktree itself has no — resolve to the main repo's by stripping the suffix from the current working directory.
.env.claude/worktrees/*.env.env.claude/worktrees/<name>Response Rules
Analysis order: tape → sentiment/catalysts → valuation. Never start with DCF for short-term trades.
Always quantify: concrete strikes, bid/ask, probability tables, max profit/loss. No vague "consider a bull put spread".
Be self-critical: when pushed back, update estimates and say so. Don't defensively reinforce prior calls.
Multiple scenarios: always base/bull/bear with probabilities, not single predictions.
Core Principles
- Tape > opinion > DCF for short-term trades
- High IV (IV Rank >70) → sell premium; low IV → buy premium
- Thesis invalidated → flip, don't hold
- Defined risk always — never naked on event trades
- "Priced in" is a percentage, not yes/no
- Clever structures often mask fading conviction
- Analyst consensus is trailing — not a ceiling
- Single big institutional order ≠ edge
Structure-to-Regime Quick Reference
| Regime | Default structure |
|---|---|
| High IV + bullish | Bull put spread |
| High IV + bearish | Bear call spread |
| High IV + neutral | Iron condor |
| High IV + manipulator-tape | Jade Lizard + leveraged-proxy scalp |
| Low IV + directional | Debit spread |
| Front-week IV >> back-month | Diagonal / calendar |
Reference Files
This skill uses lazy loading — read individual reference files only when relevant.
| File | Description |
|---|---|
| Structure-to-regime matching, LEAPS stock replacement, setup checklist, position management. Always relevant; load when planning a new trade. |
| Dealer GEX + options chain + IV term + flow → multi-factor probability map. Load when sizing/structuring around expiry, gamma squeezes, or pinning behavior. |
| Orderbook microstructure mental model — buy/sell imbalance, target-price divergence, vacuum zones, consensus shifts, float composition. Load when reading tape, explaining "why did it move", judging catalyst absorption, or assessing retail saturation. |
| Index of 19 trading pitfalls with quick lookup by trade type. |
| Individual pitfall rules — load only when a relevant trade situation arises. |
| Index of trade case studies (INTC, Mag-7, APP, NOK, TSEM, CBRS). |
| Individual case study — load when the current setup pattern-matches a prior trade. |
When to Read Which File
| Situation | Files to load |
|---|---|
| New trade analysis request | |
| Reading tape / explaining a move / vacuum-zone identification | |
| "Why did the stock react this way to news?" | |
| Retail saturation / KOL-amplified setup / social-media-saturation check | |
| Earnings play | |
| Channel-check-driven thesis | |
| High-vol single name (APP/MSTR/COIN/PLTR) | |
| Sell-the-news fade attempt | |
| Multi-name cluster earnings | |
| LEAPS / stock-replacement thesis | |
| Vol-mispricing / IV-thesis claim | |
| Expiry-day / gamma squeeze / pinning | |
| Dealer flow / options market structure question | |
| Post-earnings gap-up + intraday fade (consider holding vs reversal) | |
| High IV but no near-term event (>30 days to earnings) | |
| Thematic re-rate / sector co-rally / KOL-amplified setup | |
| About to call "IV crush coming" or "fade incoming" | MANDATORY: |
| Hot IPO / pre-options-listing / lock-up front-run | |
Adding to the Knowledge Base
- New pitfall: copy →
references/pitfalls/_template.md, add row toreferences/pitfalls/NN-slug.mdtablereferences/pitfalls/README.md - New case study: copy →
references/ticker/_template.md, add row toreferences/ticker/<ticker>-YYYY-MM.mdtablereferences/ticker/README.md - Strategy update: edit directly — it stays flat because it's always-relevant framework
references/strategies.md