longbridge-options-advanced
Advanced options strategy framework via Longbridge — volatility surface concepts (SABR/local vol), dynamic Delta hedging, calendar spread, diagonal spread, volatility arbitrage (long vol/short vol), and skew trading. Triggers: "高级期权", "波动率套利", "日历价差", "对角价差", "动态对冲", "偏斜交易", "SABR", "Long Vol", "Short Vol", "Delta对冲", "伽马交易", "高階期權", "波動率套利", "日曆價差", "對角價差", "動態對沖", "偏斜交易", "advanced options", "calendar spread", "diagonal spread", "volatility arbitrage", "long vol short vol", "skew trade", "dynamic delta hedging", "gamma scalping", "SABR model".
npx skills add majiayu000/claude-skill-registry --skill longbridge-options-advanced --agent claude-code
Same command for any agent — swap --agent for codex, cursor, copilot.
Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.
# longbridge-options-advanced Prompt-only analysis skill. Covers advanced options and volatility strategies for experienced traders — calendar/diagonal spreads, dynamic delta hedging, vol arbitrage, and skew trading — grounded in live Longbridge data. > **Response language**: match the user's input language — Simplified Chinese / Traditional Chinese / English. ## When to use - *"我想做日历价差，近月和远月 IV 哪个贵？"* / *"Calendar spread — near vs far month IV?"* - *"TSLA 偏斜很陡，怎么交易 skew？"* / *"TSLA skew is steep, how to trade it?"* - *"如何做动态 Delta 对冲？"* / *"How do I dynamically delta-hedge?"* - *"什么情况下做 Long Vol vs Short Vol？"* / *"When to go long vol vs short vol?"* - *"SABR 模型是什么？"* / *"Explain the SABR model"* For basic strategies route to `longbridge-options-strategy`. For P&L and Greeks route to `longbridge-options-pnl`. ## CLI Run `longbridge <subcommand> --help` to verify exact flags. ```bash # Option chain across expiries — compare IV term structure longbridge option chain <SYMBOL> --format json longbridge option chain <SYMBOL> --date <NEAR_EXPIRY> --format json longbridge option chain <SYMBOL> --date <FAR_EXPIRY> --format json # Historical price for realized vol and HV regime longbridge k
- When to use
- CLI
- Strategy reference
- Calendar spread (时间价差 / 日曆價差)
- Diagonal spread (对角价差 / 對角價差)
- Dynamic Delta hedging (动态 Delta 对冲 / 動態 Delta 對沖)
- Vol arbitrage — Long Vol / Short Vol
- Skew trade (偏斜交易 / 偏斜交易)
- SABR model (conceptual)
- Workflow
- Output template
- Error handling
- MCP fallback
- Related skills
Option chain across expiries — compare IV term structure longbridge option chain <SYMBOL> --format json longbridge option chain <SYMBOL> --date <NEAR_EXPIRY> --format json longbridge option chain <SYMBOL> --date <FAR_EXPIRY> --format json Historical price for realized vol and HV regime longbridge kline <SYMBOL> --period day --count 120 --format json Underlying spot longbridge quote <SYMBOL> --format json
What does the longbridge-options-advanced skill do?
Advanced options strategy framework via Longbridge — volatility surface concepts (SABR/local vol), dynamic Delta hedging, calendar spread, diagonal spread, volatility arbitrage (long vol/short vol), and skew trading. Triggers: "高级期权", "波动率套利", "日历价差", "对角价差", "动态对冲", "偏斜交易", "SABR", "Long Vol", "Short Vol", "Delta对冲", "伽马交易", "高階期權", "波動率套利", "日曆價差", "對角價差", "動態對沖", "偏斜交易", "advanced options", "calendar spread", "diagonal spread", "volatility arbitrage", "long vol short vol", "skew trade", "dynamic delta hedging", "gamma scalping", "SABR model".
How do I install it?
Run `npx skills add majiayu000/claude-skill-registry --skill longbridge-options-advanced --agent claude-code` — it drops the skill into your project so the agent can pick it up. Swap the --agent value for codex, cursor or copilot if you use one of those.
Where does this skill come from?
From majiayu000/claude-skill-registry, a repository with 534 stars. We read it straight from the repository tree rather than a submitted listing, so what you see here is what is actually published.
Is a popular skill a good skill?
Not necessarily. Stars measure attention, not adoption — a repository can trend for a week and be abandoned. That is why we show the weekly change from our own snapshots next to the total, instead of a single flattering number.