Llmquant Equity Derivatives
Router skill for LLMQuant equity derivatives workflows. Use when the user needs single-stock derivative, convertible, warrant, structured payoff, or hybrid security analysis.
Install
$ agentstack add skill-llmquant-skills-llmquant-equity-derivatives ✓ scanned · ✓ verified, works with Claude Code, Cursor, and more.
Security review
✓ PassedNo issues found. Passed automated security review. · v0.1.0 How review works →
- ✓ Prompt-injection patterns
- ✓ Secret / credential exfiltration
- ✓ Dangerous shell & filesystem operations
- ✓ Untrusted network calls
- ✓ Known-malicious package signatures
What it can access
- ✓ Network access No
- ✓ Filesystem access No
- ✓ Shell / process execution No
- ✓ Environment & secrets No
- ✓ Dynamic code execution No
From automated source analysis of v0.1.0. “Used” means the capability is present in the source — more access means more to trust, not that it’s unsafe.
Verified badge
Passed review? Show it. Paste this badge into your README, it links to the public security report.
Links to your public security report.[](https://agentstack.voostack.com/security/report/skill-llmquant-skills-llmquant-equity-derivatives) Reliability & compatibility
Declared compatibility
Compatibility is declared by the source manifest. End-to-end runtime verification is coming, see below.
We're building live execution health for every listing: tool-call success rate, median latency, uptime, and last-checked timestamps, measured, not self-reported. It isn't live yet, so we don't show numbers we can't stand behind.
How agent discovery & health will work →About
LLMQuant Equity Derivatives
This category routes single-stock derivative and hybrid security workflows. It covers payoff, optionality, dilution, borrow, volatility, and catalyst alignment.
Routing Rules
- Identify the underlying ticker, derivative type, maturity, strike/conversion terms, and objective.
- Select the closest workflow below.
- Open only that workflow and any relevant local resources.
- Use LLMQuant Data for underlying prices, option chains, volatility, borrow, corporate actions, convertibles, and warrants.
- Report contract terms, valuation dates, assumptions, stale notices, and missing inputs.
Workflow Index
| User intent | Workflow | |---|---| | Build a single-stock derivative trade playbook with payoff, Greeks, catalysts, and risk. | [workflows/single-stock-derivative-playbook.md](workflows/single-stock-derivative-playbook.md) | | Analyze convertibles, warrants, or hybrid equity-linked securities. | [workflows/convertible-and-warrant-lens.md](workflows/convertible-and-warrant-lens.md) |
LLMQuant Data Contract
Prefer LLMQuant Data when available. The workflows may need these data capabilities:
- Retrieve underlying equity prices, realized volatility, drawdowns, liquidity, and corporate actions.
- Retrieve option chains, implied volatility history, Greeks, borrow costs, and event calendars.
- Retrieve convertible, warrant, rights, and hybrid-security term sheets, including strike, maturity, conversion, redemption, and anti-dilution terms.
- Retrieve credit context, issuer fundamentals, and filing evidence when relevant.
Fallback:
- If derivative terms are unavailable, state the exact term sheet fields needed and do not estimate them from memory.
Source & license
This open-source skill is cataloged on AgentStack and links to its original source — we do not rehost the code.
- Author: LLMQuant
- Source: LLMQuant/skills
- License: MIT
- Homepage: https://llmquantdata.com/agent
Install and usage instructions live in the source repository linked above.
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Versions
- v0.1.0 Imported from the upstream source.