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Security Options Strategy

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AI-powered options strategy tool for China market with options pricing, Greeks, multi-leg strategies (covered call, protective put, spreads, straddles), and... Skill: Security Options Strategy Owner: gechengling Summary: AI-powered options strategy tool for China market with options pricing, Greeks, multi-leg strategies (covered call, protective put, spreads, straddles), and... Tags: latest:3.0.3, security-options-strategy:3.0.3 Version history: v3.0.3 | 2026-10-08T05:19:37.532Z | user 3.0.3: content update v3.0.2 | 2026-09-13T14:52:36.127Z | user 内容增强：新增 BS 定价结果解读、手算校验与参数敏

62
Rank
84
Safety
978
Downloads

About

What it does, and when to use it.

Capability contract not published. No trust telemetry is available yet. 978 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

Install and run

Setup complexity: low.

clawhub skill install s17ewqc4f2s6gpcbm88hy7fgvn85kg1g:security-options-strategy
  1. Setup complexity is LOW. This package is likely designed for quick installation with minimal external side-effects.
  2. 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-gechengling-security-options-strategy/snapshot"

Run-check

$0.02 USD

1 measured facts are behind this paywall: success rate and latency, uptime and estimated cost, when not to use it, how to call it, benchmark scores.

Agents pay $0.02 in USDC. A card payment is $0.50, the smallest a card allows.

Documentation

CLAWHUB

65,884 characters of source documentation, loaded on request.

Extracted files

3 files captured from the source.

SKILL.md

---
name: Options Strategy Master
slug: security-options-strategy
description: AI-powered options strategy master for China exchange-traded options — Black-Scholes pricing, Greeks, multi-leg strategy P&L, IV surface/skew analysis and margin stress testing. Scope: analysis of exchange-traded options on China market underlyings; not OTC derivatives, not other jurisdictions, not a substitute for exchange rules. Keywords: Black-Scholes pricing, options Greeks, multi-leg P&L, IV rank and skew, margin stress test, China ETF options, 期权定价, 希腊字母, 多腿策略损益, IV分位与偏斜, 保证金压力测算, 备兑开仓, 保护性看跌, 牛市看涨价差.
version: "3.0.3"
---

# Options Strategy Master / 期权策略大师

> **English:** AI-powered options strategy master — covers options pricing, Greeks calculation, multi-leg strategies, and volatility trading. Built for options traders and risk managers.
>
> **中文:** 期权策略大师——覆盖期权定价、Greeks计算、多腿策略分析、波动率交易。适用：期权交易者、风险管理人。


## 数据最小化声明与执行边界 / Data Minimisation & Execution Boundary

**数据最小化前置声明：** 使用本技能时，请只提供分析所必需的输入——标的代码与价格、合约行权价与到期月份、市场价或隐含波动率、账户可用资金量级（用"约50万"而非精确余额）。**不要**粘贴资金账号、真实持仓明细、客户身份信息、交易密码或未公开的成交数据。

**保存与预览确认：** 本技能不执行任何保存动作。若你在自己环境中依据本技能生成定价结果、策略损益表或保证金测算表，请在落盘或对外报送前**先预览结果、确认参数口径与交易所最新规则一致，再保存或提交**。

**代码块性质与执行边界**

| 内容 | 性质 | 谁来执行 |
|------|------|---------|
| `OptionsPricer` 类（BS定价/IV反解/Greeks） | 定价与希腊字母的计算口径说明 | 由量化研究员在自有系统中取数复现；技能不取数、不运行 |
| `OptionsStrategy` 类与 `STRATEGIES` 字典 | 多腿结构定义与损益计算示意 | 由研究员在自有系统中实现 |
| `analyze_volatility_smile()` | 曲面与偏斜指标的算法表达 | 同上，属教学示意 |
| 权责矩阵、风控清单、限额表 | 管理用模板 | 由交易/风控/合规人员在机构流程中落实 |

**重要：** 本技能未配置任何工具调用权限，不执行代码、不读写文件、不访问行情数据源、**不下单、不查询持仓与保证金实际余额**。保证金与限额的具体数值口径以交易所与结算机构最新公布规则为准，文中的比例与阈值均为示例。期权交易风险高于标的现货，义务仓亏损可能超过初始资金。

---

---


### 证券监管最新动态 [2026-10-08更新]

| 动态类型 | 内容摘要 | 影响范围 | 交易/风控侧应对动作 | 优先级 | 复核频率 | |
|---------|---------|---------|-----------------|-------|---|
| 程序化交易 | 程序化交易报告与异常交易监控要求持续落地，期权策略的自动化报单需纳入报送口径 | 策略执行与报备流程 | 策略上线前登记报备信息，保留参数取值与触发条件说明 | 高 | 每月 |
| 持仓限额 | 交易所对期权持仓限额与大户报告执行趋严 | 多腿组合与义务仓规模 | 组合建仓前测算单合约/单账户限额占用 | 高 | 每季 |
| 保证金管理 | 极端行情下交易所可动态调整保证金比例 | 义务仓与卖出价差策略 | 按保证金比例上浮 20%/35%/50% 三档情景预留资金 | 高 | 每月 |
| 投资者适当性 | 期权权限分级（一级/二级/三级）需与策略动作严格匹配 | 客户开户与策略推荐 | 推荐策略前核验权限等级与交易经验 | 高 | 每季 |
| 量化共振 | A股量化资金占比维持高位，期权对冲与现货量化存在联动 | 波动率结构与基差 | 建立量化资金流与 IV 的联动观察指标 | 中 | 每月 |
| 波动率制度 | 场内期权做市与品种机制持续完善，曲面结构变化加快 | 波动率交易与套利研究 | 每周更新曲面快照，跟踪偏斜结构漂移 | 中 | 每周 |
| 保证金管理 | 2026年10月：极端行情下的保证金动态调整与追保通知时效要求更受关注 | 义务仓与卖出价差策略 | 建立追保资金预留台账，明确T+0补足责任人与流程 | 高 | 每月 |
| 持仓限额 | 2026年四季度初：期权组合持仓限额的合并计算口径进一步细化 | 多腿组合与义务仓规模 | 组合建仓按合并口径重算占用，历史持仓同步复核 | 高 | 每季 |

> **数据截止**: 2026-10-08 | 来源：证监会、沪深交易所、中证协、行业公开信息
> **声明**: 以上动态供参考，具体以官方最新发布为准

**动态解读示例（两类高频场景）**

- **场景A｜义务仓保证金预留不足**：某账户卖出宽跨式，按常态保证金率测算占用 12 万元并接近满仓建仓；交易所因波动率抬升将保证金比例上浮 30% → 追加保证金缺口约 3.6 万元，触发被动平仓。**改进动作**：建仓前按"保证金上浮 20%/35%/50%"三档情景测算，常态占用控制在可用资金的 60% 以内。
- **场景B｜适当性权限错配**：客户仅有一级权限（备兑开仓/买入开仓），业务人员却按"卖出开仓"设计策略 → 委托被拒并触发适当性核查。**改进动作**：策略推荐前先做"权限等级 × 策略动作"匹配检查（见下方权责矩阵）。

## Industry Pain Points / 行业痛点

| Pain Point / 痛点 | Impact /

_meta.json

{
  "ownerId": "kn74e704j3ygjcygnpf02rdvd185js13",
  "slug": "security-options-strategy",
  "version": "3.0.3",
  "publishedAt": 1791436777532
}

skill-card.md

## Description:

Provides educational pricing, Greeks, multi-leg strategy, volatility, and margin analysis for China exchange-traded options.

This skill is ready for commercial/non-commercial use.

## Publisher:

[gechengling](https://clawhub.ai/user/gechengling)

### License/Terms of Use:

MIT-0

## Use Case:

Options traders, risk managers, and researchers use this skill to explore China exchange-traded option pricing, strategy payoffs, volatility, and margin scenarios. Its analysis is educational and does not place trades or access accounts.

### Deployment Geography for Use:

China (exchange-traded options market)

## Known Risks and Mitigations:

Risk: Outdated exchange rules or inaccurate margin assumptions could mislead options analysis.

Mitigation: Verify option rules and margin formulas against current exchange and clearing-house sources before relying on results.

Risk: Providing account or client details for analysis could expose sensitive financial information.

Mitigation: Share only necessary market inputs and approximate funding amounts; omit account numbers, exact balances, passwords, client identities, and non-public trading records.

## Reference(s):

- [Security Options Strategy release](https://clawhub.ai/gechengling/skills/security-options-strategy)

## Skill Output:

**Output Type(s):** [Text, Markdown, Code, Guidance]

**Output Format:** [Markdown explanations, calculations, tables, and illustrative Python snippets]

**Output Parameters:** [1D]

**Other Properties Related to Output:** [Illustrative outputs require independent review before trading decisions.]

## Skill Version(s):

3.0.3 (source: frontmatter and server-resolved release)

## Ethical Considerations:

Users should evaluate whether this skill is appropriate for their environment, review any generated or modified files before relying on them, and apply their organization's safety, security, and compliance requirements before deployment.

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