longbridge-options-pnl

Original：🇺🇸 English

Translated

Options P&L analysis via Longbridge — payoff diagrams, breakeven points, max profit/loss, and Greeks sensitivity (Delta/Gamma/Theta/Vega) for single-leg and multi-leg strategies. Triggers: "期权盈亏", "盈亏图", "盈亏平衡", "最大亏损", "最大盈利", "Greeks敏感性", "Delta", "Gamma", "Theta", "Vega", "多腿组合", "期权到期", "期權盈虧", "盈虧圖", "盈虧平衡", "最大虧損", "最大盈利", "Greeks敏感性", "多腿組合", "options payoff", "P&L diagram", "breakeven", "max profit", "max loss", "Greeks sensitivity", "delta gamma theta vega", "multi-leg options".

2installs

Sourcelongbridge/skills

Added on2026-05-13

NPX Install

npx skill4agent add longbridge/skills longbridge-options-pnl

SKILL.md Content

View Translation Comparison →

longbridge-options-pnl

Prompt-only analysis skill. Fetches live option quotes, then computes and explains payoff diagrams, breakevens, max profit/loss, and Greeks sensitivities for single-leg and multi-leg option positions.

Response language: match the user's input language — Simplified Chinese / Traditional Chinese / English.

When to use

"AAPL 200 call 的盈亏平衡点在哪" / "AAPL 200 call 盈虧平衡在哪" / "What is the breakeven on AAPL 200 call?"
"我卖出一个 TSLA put，最大亏损多少" / "I sold a TSLA put, what is my max loss?"
"帮我算跨式组合的到期盈亏" / "Show me the straddle payoff at expiry"
"这个期权的 Theta 每天损耗多少" / "How much Theta decay per day?"

For vol surface and IV analysis route to

longbridge-options-volatility

. For strategy selection route to

longbridge-options-strategy

.

CLI

Run

longbridge <subcommand> --help

to verify exact flags.

bash

# Fetch option quote (IV, Greeks, premium) for a known OCC symbol
longbridge option quote <OCC_SYMBOL> --format json

# Discover OCC symbol from underlying + expiry
longbridge option chain <SYMBOL> --format json
longbridge option chain <SYMBOL> --date <YYYY-MM-DD> --format json

# Underlying spot price for payoff x-axis range
longbridge quote <SYMBOL> --format json

Workflow

Identify legs — extract each leg: side (buy/sell), type (call/put), strike, expiry, quantity, premium paid/received.
Fetch live data — call
```
longbridge option quote
```
for each OCC symbol; if not known, use
```
option chain
```
to find it. Fetch underlying spot with
```
longbridge quote
```
.
Compute at-expiry payoff for each leg:
- Long call:
```
max(S − K, 0) − premium
```
- Short call:
```
premium − max(S − K, 0)
```
- Long put:
```
max(K − S, 0) − premium
```
- Short put:
```
premium − max(K − S, 0)
```
- Net payoff = sum across all legs.
Find breakeven(s) — stock price(s) where net payoff = 0.
Find max profit and max loss — scan payoff at key price points (strikes + beyond).
Summarise Greeks from
```
option quote
```
output; compute net Greeks for multi-leg.
Output payoff table + summary (template below).

Output template

{Strategy name} P&L snapshot — Source: Longbridge Securities

[Position]
Leg 1: {Buy/Sell} {N} {SYMBOL} {YYMMDD} {C/P} K={strike}  Premium={prem}
...

[Payoff at expiry]
S      Net P&L
{S-30%} {$X}
{S-15%} {$X}
{ATM}   {$X}  ← current spot
{S+15%} {$X}
{S+30%} {$X}

[Key metrics]
- Breakeven: ${X} [and ${Y} for two-sided strategies]
- Max profit: ${X} {at S ≥/≤ $Y / unlimited}
- Max loss:   ${X} {at S ≤/≥ $Y / unlimited}

[Net Greeks (current)]
- Delta: {X}  (position moves ~${X} per $1 in underlying)
- Gamma: {X}
- Theta: {X} / day  (time decay per calendar day)
- Vega:  {X} / 1% IV change

⚠️ 以上分析仅供参考，不构成投资建议。/ 以上分析僅供參考，不構成投資建議。/ For reference only. Not investment advice.

Error handling

Situation	简体回复	繁體回復	English reply
`command not found: longbridge`	切换到 MCP；若不可用，请安装 longbridge-terminal	切換至 MCP；若不可用，請安裝 longbridge-terminal	Fall back to MCP; if unavailable, install longbridge-terminal
stderr `not logged in`	请执行 `longbridge auth login`	請執行 `longbridge auth login`	Run `longbridge auth login`
OCC symbol not found in chain	请提供到期日和行权价以便查找合约	請提供到期日和行權價以便查找合約	Please provide expiry and strike to locate the contract
Greeks missing from quote	从 Black-Scholes 近似计算，精度有限	從 Black-Scholes 近似計算，精度有限	Approximated via Black-Scholes; limited accuracy

MCP fallback

CLI command	MCP tool
`longbridge option quote`	`mcp__longbridge__option_quote`
`longbridge option chain`	`mcp__longbridge__option_chain_expiry_date_list`
`longbridge option chain --date`	`mcp__longbridge__option_chain_info_by_date`
`longbridge quote`	`mcp__longbridge__quote`

Related skills

IV / vol analysis →
```
longbridge-options-volatility
```
Strategy selection →
```
longbridge-options-strategy
```
Advanced vol strategies →
```
longbridge-options-advanced
```
Raw option chain / quotes →
```
longbridge-derivatives
```

File layout

longbridge-options-pnl/
└── SKILL.md          # prompt-only, no scripts/

longbridge-options-pnl

NPX Install

Tags

SKILL.md Content

longbridge-options-pnl

When to use

CLI

Workflow

Output template

Error handling

MCP fallback

Related skills

File layout