trade

Original：🇺🇸 English

Translated

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.

2installs

Sourcehimself65/trade-skills

Added on2026-05-17

NPX Install

npx skill4agent add himself65/trade-skills trade

SKILL.md Content

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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

funda-data

skill (or

finance-data-providers:funda-data

) to fetch.

Credentials live in the root repo
.env
, not the worktree. When running inside a worktree (path matches

.claude/worktrees/*

), the worktree itself has no

.env

— resolve to the main repo's

.env

by stripping the

.claude/worktrees/<name>

suffix from the current working directory.

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
`references/strategies.md`	Structure-to-regime matching, LEAPS stock replacement, setup checklist, position management. Always relevant; load when planning a new trade.
`references/gamma-framework.md`	Dealer GEX + options chain + IV term + flow → multi-factor probability map. Load when sizing/structuring around expiry, gamma squeezes, or pinning behavior.
`references/price-action-framework.md`	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.
`references/pitfalls/README.md`	Index of 19 trading pitfalls with quick lookup by trade type.
`references/pitfalls/NN-*.md`	Individual pitfall rules — load only when a relevant trade situation arises.
`references/ticker/README.md`	Index of trade case studies (INTC, Mag-7, APP, NOK, TSEM, CBRS).
`references/ticker/<name>.md`	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	`references/strategies.md` ; `references/pitfalls/19` (vega-axis sanity check)
Reading tape / explaining a move / vacuum-zone identification	`references/price-action-framework.md`
"Why did the stock react this way to news?"	`references/price-action-framework.md` ; `references/pitfalls/08`
Retail saturation / KOL-amplified setup / social-media-saturation check	`references/price-action-framework.md` (float composition); `references/pitfalls/20` , `21` ; `references/ticker/nok-2026-04.md`
Earnings play	`references/pitfalls/05` , `07` , `09` , `10` , `11` , `20` , `21`
Channel-check-driven thesis	`references/pitfalls/14`
High-vol single name (APP/MSTR/COIN/PLTR)	`references/pitfalls/12` , `13` , `15` ; `references/ticker/app-2026-05.md`
Sell-the-news fade attempt	`references/pitfalls/01` , `02` , `03` , `04` , `20` ; `references/ticker/intc-2026-04.md` , `references/ticker/nok-2026-04.md`
Multi-name cluster earnings	`references/pitfalls/09` , `10` , `11` ; `references/ticker/mag7-2026-q1.md`
LEAPS / stock-replacement thesis	`references/strategies.md` (LEAPS section); `references/pitfalls/11` , `16` , `18` , `21`
Vol-mispricing / IV-thesis claim	`references/pitfalls/16` , `18` , `21`
Expiry-day / gamma squeeze / pinning	`references/gamma-framework.md` ; `references/pitfalls/17`
Dealer flow / options market structure question	`references/pitfalls/17` , `21` ; `references/gamma-framework.md`
Post-earnings gap-up + intraday fade (consider holding vs reversal)	`references/pitfalls/20` , `10` ; `references/ticker/nok-2026-04.md`
High IV but no near-term event (>30 days to earnings)	`references/pitfalls/21` , `7` ; `references/ticker/nok-2026-04.md`
Thematic re-rate / sector co-rally / KOL-amplified setup	`references/pitfalls/20` , `21` ; `references/ticker/nok-2026-04.md`
About to call "IV crush coming" or "fade incoming"	MANDATORY: `references/pitfalls/20` , `21` — pull flow data + catalyst clock BEFORE publishing the prediction
Hot IPO / pre-options-listing / lock-up front-run	`references/ticker/cbrs-2026-05.md` ; `references/pitfalls/12` , `13` , `15`

Adding to the Knowledge Base

New pitfall: copy

references/pitfalls/_template.md

→

references/pitfalls/NN-slug.md

, add row to

references/pitfalls/README.md

table

New case study: copy

references/ticker/_template.md

→

references/ticker/<ticker>-YYYY-MM.md