Llmquant Options
Router skill for LLMQuant options workflows. Use when the user needs IV rank, option scoring, strategy construction, Greeks, P&L simulation, volatility surface, unusual activity, earnings IV crush, backtests, or hedges.
Install
$ agentstack add skill-llmquant-skills-llmquant-options ✓ 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-options) 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 Options
This category routes option, volatility, hedge, and options-backtest workflows.
Routing Rules
- Identify ticker, expiration, strikes, direction, horizon, risk budget, and strategy constraints.
- Select the closest workflow below.
- Open only the selected workflow and relevant scripts/assets.
- Use LLMQuant Data for prices, option chains, IV history, Greeks, option flow, earnings, and event inputs.
- Report timestamps, contract metadata, data windows, assumptions, stale notices, and missing inputs.
Workflow Index
| User intent | Workflow | |---|---| | Evaluate whether implied volatility is cheap or expensive versus history. | [workflows/iv-rank.md](workflows/iv-rank.md) | | Score and rank option contracts. | [workflows/options-score.md](workflows/options-score.md) | | Build a multi-leg option strategy from a market view. | [workflows/options-strategy.md](workflows/options-strategy.md) | | Calculate and interpret option Greeks. | [workflows/greeks-dashboard.md](workflows/greeks-dashboard.md) | | Simulate option P&L, breakevens, and stress scenarios. | [workflows/pnl-simulator.md](workflows/pnl-simulator.md) | | Analyze IV across strikes and expirations. | [workflows/volatility-surface.md](workflows/volatility-surface.md) | | Analyze single-expiry skew and smile shape. | [workflows/volatility-smile.md](workflows/volatility-smile.md) | | Detect and interpret unusual options activity. | [workflows/unusual-activity.md](workflows/unusual-activity.md) | | Analyze earnings implied moves and IV crush. | [workflows/earnings-iv-crush.md](workflows/earnings-iv-crush.md) | | Backtest bull put spread signal rules versus controls. | [workflows/bull-put-spread-backtest.md](workflows/bull-put-spread-backtest.md) |
LLMQuant Data Contract
Prefer LLMQuant Data when available. The workflows may need these data capabilities:
- Retrieve option chains with expirations, strikes, bid/ask, volume, open interest, and implied volatility.
- Retrieve IV history, IV rank, IV percentile, term structure, skew, and volatility surface data.
- Retrieve Greeks, option flow, unusual activity, strategy backtest inputs, and earnings/event calendars.
- Retrieve underlying equity prices, realized volatility, drawdowns, and liquidity context.
Fallback:
- If option data is missing, state the exact chain, IV, Greek, flow, or backtest input needed.
- If LLMQuant Data or a compatible data MCP is unavailable, ask for option chain exports or user-provided pricing tables.
- Do not fabricate option quotes, IV, open interest, or Greeks.
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.