What makes Ibkr Options Assistant notable?

1.2K downloads. Trust evidence available

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Ibkr Options Assistant

Interactive Brokers options & stock trading assistant. Provides real-time portfolio Greeks, option chain analysis, McMillan/Overby strategy recommendations,... Skill: Ibkr Options Assistant Owner: alexliu0130 Summary: Interactive Brokers options & stock trading assistant. Provides real-time portfolio Greeks, option chain analysis, McMillan/Overby strategy recommendations,... Tags: claude-code:0.2.4, greeks:0.2.4, ibkr:0.2.4, interactive-brokers:0.2.4, latest:0.2.6, options:0.2.4, portfolio:0.2.4, quantitative-finance:0.2.4, trading:0.2.4, trading-assistant:0.2.4, wheel-stra

OpenClaw

View on ClawHub Homepage

Rank

Safety

Downloads

1.2k

Updated

Oct 11, 2026

Version

0.2.6

Source

CLAWHUB

About

What it does, and when to use it.

Capability contract not published. No trust telemetry is available yet. 1.2K downloads reported by the source. Last updated 10/11/2026.

Avoid when

Contract metadata is missing or unavailable for deterministic execution.

Risk flags: missing_or_unavailable_contract, trust_data_unavailable, schema_references_missing

Public facts

Every fact links back to the source it came from.

Vendor: Clawhubvendor · observed Oct 11, 2026
Protocol compatibility: OpenClawcompatibility · observed Oct 11, 2026
Adoption signal: 1.2K downloadsadoption · observed Oct 11, 2026
Latest release: 0.2.6release · observed May 15, 2026
Handshake status: UNKNOWNsecurity

Install and run

Setup complexity: low.

clawhub skill install s1795h15v46ekgqsyhrf8r6wcn83z8mk:ibkr-options-assistant

Setup complexity is LOW. This package is likely designed for quick installation with minimal external side-effects.
Final validation: Expose the agent to a mock request payload inside a sandbox and trace the network egress before allowing access to real customer data.

Contract: missing

curl -s "https://www.xpersona.co/api/v1/agents/clawhub-alexliu0130-ibkr-options-assistant/snapshot"

Documentation

CLAWHUB

145,403 characters of source documentation, loaded on request.

Extracted files

5 files captured from the source.

SKILL.md

---
name: ibkr-options-assistant
description: Interactive Brokers options & stock trading assistant. Provides real-time portfolio Greeks, option chain analysis, McMillan/Overby strategy recommendations, P&L statistics, Wheel strategy tracking, earnings warnings, risk simulation, and a complete toolkit for options traders. Use this skill whenever the user asks about specific options trades, position risk, buy/sell recommendations, IV environment, P&L, wheel strategy, earnings impact on options, or any IBKR account data — even if they don't explicitly mention "IBKR". For stock price queries, always use market_quote.py instead of web search.
---

# IBKR Trader Toolkit

Real-time data, options analysis, and portfolio risk for Interactive Brokers — all via JSON-emitting CLI scripts.

**Core rule:** Scripts produce data. You (the model) produce the analysis.

---

## When to trigger this skill

| User asks about... | Example phrasing |
|---|---|
| Stock / ETF prices | "What's SPY at?" "Current AAPL price" |
| Option chains, Greeks, IV | "Show me AAPL puts for next month" |
| Strategy ideas | "Should I sell a put on MU?" |
| Position risk | "Am I too long delta?" |
| P&L, win rate, history | "How are my wheel trades doing?" |
| Earnings risk | "Does ARM report before my call expires?" |
| Alerts / monitoring | "Warn me if SPY IV > 80%ile" |

Fire **even if the user doesn't mention IBKR** — if they're asking about *their* positions or P&L, this skill is the source of truth.

**Critical:** For stock prices, always use `market_quote.py`. **Never** web-search a stock price — the web is minutes-to-hours stale.

---

## Workflows

### "What's my account state right now?" / "Status update"

For a one-glance snapshot (positions, Greeks, ITM, this-week expiries, wheel
stages):

```bash
status_dashboard.py --output telegram   # in chat-style channels
status_dashboard.py --output json       # parse and recompose freely
status_dashboard.py                     # rich ANSI for terminals
```

Add `--full` to also include IV environment per held symbol and recent P&L
(slower — extra IBKR calls). Use `--output json` when you (the agent) want
to organize the reply yourself instead of inheriting the script's layout.

### "Should I sell a put on $SYM?"

Run these in order, then synthesize:

| Step | Command | Why |
|------|---------|-----|
| 1 | `portfolio_positions.py` | Know existing exposure first |
| 2 | `earnings_calendar.py SYM --days 60` | Avoid earnings inside DTE |
| 3 | `options_analyzer.py SYM --outlook bullish --risk-profile conservative --iv-context` | Get IV environment + candidate strikes |
| 4 | `options_chain.py SYM --dte-min 25 --dte-max 45` | Live mid prices for chosen strikes |

**Your recommendation must include:** strike • delta • premium • breakeven • annualized yield • earnings/IV warnings.

---

### "What's my portfolio looking like?"

| Step | Command |
|------|---------|
| 1 | `portfolio_positions.py` → positions + Greeks |
| 2 | `options_daily.p

README.md

# IBKR Options Assistant

> A complete options & stock trading assistant for Interactive Brokers — real-time Greeks, McMillan/Overby strategy library, P&L analytics, Wheel tracking, earnings warnings, and risk simulation. Designed to plug straight into Claude Code as a skill.

[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
[![Python 3.10+](https://img.shields.io/badge/python-3.10+-blue.svg)](https://www.python.org/downloads/)
[![IBKR](https://img.shields.io/badge/broker-Interactive%20Brokers-red.svg)](https://www.interactivebrokers.com/)

> [中文版 README](README.zh-CN.md)

<!-- screenshot: hero -->

---

## Table of Contents

- [Features](#-features)
- [At a glance — status_dashboard.py](#-at-a-glance--status_dashboardpy)
- [Requirements](#-requirements)
- [IBKR Market Data Subscriptions](#-ibkr-market-data-subscriptions)
- [Quick Start](#-quick-start)
- [Operations Guide (Second User, Auto-Restart)](#-operations-guide)
- [Trading Mode (Optional)](#-trading-mode-optional)
- [Security Model](#-security-model)
- [Claude Code Integration](#-claude-code-integration)
- [Command Reference](#-command-reference)
- [Configuration](#-configuration)
- [Troubleshooting](#-troubleshooting)
- [Advanced](#-advanced)
- [Contributing](#-contributing)
- [License](#-license)
- [Disclaimer](#-disclaimer)

---

## ✨ Features

17 focused Python scripts. Read-only scripts output JSON so Claude (or any other agent) can reason about the data. Only `trade.py` can place orders, and only when both safety gates are explicitly opened.

**Data & quotes**
- `market_quote.py` — Real-time bid/ask/last/IV/volume for stocks, ETFs, options.
- `contracts.py` — Universal contract resolver (`SPY`, `AAPL 2026-06-19 200 C`, etc.).
- `technical_indicators.py` — RSI, MA(20/50/200), Bollinger, ATR with text summary.

**Options analysis**
- `options_chain.py` — Full option chain with Greeks, OI, volume, IV per expiry.
- `options_analyzer.py` — McMillan/Overby strategy recommender (20+ strategies across 4 tiers, IV-aware).
- `options_daily.py` — End-of-day options report: warnings, IV environment, position-specific suggestions.

**Portfolio & P&L**
- `portfolio_positions.py` — Live positions with per-leg and portfolio-level Greeks.
- `pnl_analytics.py` — Realized P&L, win rate, best/worst trades (from `ib.executions` + optional Flex CSV).
- `flex_import.py` — Parse IBKR Flex Statement CSV/XML history into normalized JSON.
- `cost_basis.py` — **Premium-adjusted** effective cost basis (the wheel-trader number IBKR doesn't compute).
- `concentration.py` — HHI, sector mix, top-N concentration risk metrics.
- `risk_simulator.py` — "What if I add this trade?" Greeks delta preview before execution.

**Strategy automation**
- `wheel_tracker.py` — Track wheel cycles (short put → assignment → covered call → called away) with cumulative premium and annualized yield.
- `earnings_calendar.py` — Next earnings date for portfolio symbols, flags optio

_meta.json

{
  "ownerId": "kn7d98bzsjt5mkh9hb3rj3arm983z82x",
  "slug": "ibkr-options-assistant",
  "version": "0.2.6",
  "publishedAt": 1778834152261
}

references/greeks_primer.md

# Greeks Primer — Practical Interpretation

The "Greeks" measure how an option's price moves when something else moves. The toolkit reports them per-position and aggregates them across the portfolio in `portfolio_positions.py`. This is a working interpretation, not a textbook derivation.

## The five Greeks at a glance

| Greek | Measures | Per-unit move | Sign for long call | Sign for long put |
|---|---|---|---|---|
| **Delta** | Price sensitivity to underlying | $1 move in underlying | + (0 → +1) | − (0 → −1) |
| **Gamma** | How fast delta changes | $1 move in underlying | + | + |
| **Vega** | Price sensitivity to implied vol | 1 vol-point (1% IV) | + | + |
| **Theta** | Time decay | 1 calendar day | − | − |
| **Rho** | Sensitivity to interest rates | 1 percentage point | + | − |

Short positions flip the sign of all Greeks (short call: negative delta, negative gamma, negative vega, positive theta).

---

## Delta — the directional one

**What it tells you:** *"If the stock moves $1, my option moves $delta."* For a 0.30-delta call: stock +$1 → call +$0.30 (× 100 shares = $30 per contract).

**Common rules of thumb:**

- Delta is also a rough probability of finishing ITM at expiry. A 0.30-delta put has ≈30% probability of expiring ITM — this is what wheel sellers use to pick strikes.
- ATM options sit near ±0.50 delta. Deep ITM approach ±1.00. Deep OTM approach 0.
- Stock has delta 1.00 per share (100 per round lot).

**Portfolio level (`portfolio_positions.py`'s `net_delta`):**

> *"Net delta = +1,200" means your account moves like +1,200 shares of the underlying basket.* If SPY drops $1, you lose ≈$1,200. Always reconcile this with your sizing.

**When delta matters most:**

- Directional trades — it's literally your directional exposure.
- Wheel selection — pick the strike whose delta matches your acceptable assignment probability (typical wheel: 0.20–0.30 delta short put).

---

## Gamma — delta's accelerator

**What it tells you:** *"Delta itself isn't constant. Gamma is how much delta changes per $1 move."*

Long options have **positive gamma**: a good thing — your delta increases when the move goes your way and decreases when it goes against you. Short options have **negative gamma**: brutal in fast moves.

**Where it bites:**

- **Gamma scalping** is the upside of long options.
- **Gamma risk** on short options near expiry is the downside: a 0.20-delta short put can turn into a 0.70-delta short put overnight on an earnings gap.

**Rule:** gamma is highest for **ATM options close to expiry**. If you're short premium with under a week to expiry, the gamma is screaming and a single bad day can blow through weeks of theta.

---

## Vega — the IV gauge

**What it tells you:** *"For every 1 percentage point increase in implied vol, the option price changes by $vega."* Long options are long vega; short options are short vega.

**Worked example:**

> If your portfolio shows `net_vega = +500`, then a 1% IV drop costs you $500. A 1% IV rise gains

references/options_book_summary.md

# Options Book Summary — Operational Rules

A lookup of operational rules distilled from four canonical options books, written as decision-ready heuristics rather than theory. Use this when reasoning about strategy selection, position sizing, adjustment, or risk.

**Sources cited per rule:**
- **(McMillan)** — Lawrence McMillan, *Options as a Strategic Investment*, 5th ed.
- **(Overby)** — Brian Overby, *The Options Playbook* (TastyTrade lineage).
- **(Natenberg)** — Sheldon Natenberg, *Option Volatility & Pricing*, 2nd ed.
- **(Sinclair)** — Euan Sinclair, *Volatility Trading*, 2nd ed.

This is a **rule book**, not a textbook. For mechanics of Greeks see [`greeks_primer.md`](greeks_primer.md); for the strategy catalog see [`strategies.md`](strategies.md).

---

## Table of Contents

1. [IV Environment Playbook](#1-iv-environment-playbook)
2. [Strike Selection Rules](#2-strike-selection-rules)
3. [DTE Selection Rules](#3-dte-selection-rules)
4. [Adjustment Decision Tree](#4-adjustment-decision-tree)
5. [Position Sizing](#5-position-sizing)
6. [Skew Interpretation](#6-skew-interpretation)
7. [Earnings IV Crush](#7-earnings-iv-crush)
8. [Volatility Estimation](#8-volatility-estimation)
9. [Greeks-vs-Greeks Relationships](#9-greeks-vs-greeks-relationships)
10. [Common Mistakes (each book's "don't")](#10-common-mistakes)

---

## 1. IV Environment Playbook

The single most important question before opening an options trade: **is implied volatility rich or cheap?** Get this wrong and a directionally correct view still loses money.

### Core rule

> **Rule (McMillan):** When current IV is in the bottom 20% of its trailing-1-year range, **buy** premium (long straddle, long calendar, long single leg). When in the top 20%, **sell** premium (short strangle, iron condor, credit spread). Middle 60%: use **spreads** — debit spreads when you have directional conviction at low IV, credit spreads when you have directional conviction at high IV. (McMillan)

### IV percentile vs IV rank — use both

| Metric | Definition | When it helps |
|---|---|---|
| **IV rank** | (current IV − 52w low) / (52w high − 52w low) | Quick sense of where IV sits in its full year range |
| **IV percentile** | % of trading days in the past year where IV was below today's | More robust to single-day spikes (e.g. earnings) |

> **Rule (Sinclair):** Prefer IV percentile to IV rank in symbols with episodic volatility spikes (earnings, biotech catalysts). A single-day Vol spike inflates IV rank but barely moves IV percentile. (Sinclair)

### Strategy → IV environment matrix

| IV environment | Bullish | Bearish | Neutral | Volatile (expect a move) |
|---|---|---|---|---|
| **Low IV** (≤20%ile) | Long call, call debit spread, call ratio backspread | Long put, put debit spread | Long calendar, long butterfly | Long straddle, long strangle |
| **Mid IV** (20–80%ile) | Bull call spread | Bear put spread | Iron condor (mild), short strangle (wide) | Long strangle |
| **High IV** (≥80%ile) | Cash

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