「greek」の検索結果

Calculate option Greeks (delta, gamma, theta, vega) and implied volatility for specific options. Use when user asks about Greeks, delta, gamma, theta, vega, IV, or option sensitivity analysis.

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Analyze option volatility by combining vol surface data, option pricing with Greeks, and historical price data to assess implied vs realized volatility. Use when pricing options, analyzing volatility surfaces, computing Greeks, assessing vol premiums, or evaluating vol trading strategies.

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Greeks reference method. Use when studying this focused method, not to run an API request. External API-key access for its legacy endpoints is not published in this release.

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Options chains, option quotes, option volume, Greeks (Delta/Gamma/Theta/Vega), implied volatility, and HK warrants (callable bull/bear, call/put warrants, issuer list) for HK/US markets via Longbridge. Triggers: "期权", "期权链", "认购", "认沽", "行权价", "到期日", "IV", "隐含波动率", "Greeks", "delta", "gamma", "窝轮", "牛熊证", "认购证", "认沽证", "認購", "認沽", "行權價", "隱含波動率", "窩輪", "牛熊證", "option", "option chain", "call", "put", "strike", "expiry", "implied volatility", "warrant", "CBBC", "期權", "期權鏈"

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File-based workflow coordinator for Greek accounting. Defines processing pipelines, validation rules, and routine templates. No external APIs needed.

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Real-time monitoring of Greek AADE tax authority systems — tracks deadlines, rate changes, and compliance updates. File-based, OpenClaw-native.

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Option P&L analysis methodology: payoff diagrams, breakeven calculation, multi-leg strategy visualization, and Greeks-based scenario analysis.

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Advanced options strategies: volatility-surface modeling (SABR / Local Vol), dynamic Greeks rebalancing, calendar spreads, volatility arbitrage and skew trading, and option market-making basics.

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Options strategy framework supporting Black-Scholes pricing, Greeks analysis, and multi-leg backtesting. Suitable for cryptocurrency and equity options.

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Crypto-derivatives strategies — perpetual funding-rate arbitrage, futures term-structure contango/backwardation trading, and option volatility-smile / Greeks analysis.

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Read the user's local TradingView desktop app through opencli: quotes, options chains with greeks and per-strike IV, options expiries, screener results across stocks, crypto, forex, futures, and bonds, gainers and losers, news headlines and full stories, alerts (active, fired, offline fires), watchlists including colored flag lists, symbol search, chart state, and chart screenshots. Use this skill whenever the user asks for any of these from TradingView ("TV") — for example an options chain, puts, or IV skew for a ticker, an oversold-stock screen, their red flag list, which alerts fired, or a screenshot of their chart. For plain quotes, TA readouts, scans, or futures without the desktop app, prefer tradingview-mcp. Read-only: it never places trades or edits watchlists, alerts, or layouts.

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Query TradingView market data through the bundled tradingview MCP server without a desktop app or login. Use whenever the user wants a technical analysis readout (RSI, MACD, Bollinger rating, BUY/SELL summary), multi-timeframe alignment (weekly→daily→4h→1h→15m), exchange-wide scans (Bollinger squeeze, volume breakout, consecutive candles, smart volume), top gainers/losers by exchange, futures market data (NQ/ES/CL/GC overview, overnight movers, category snapshots), pre-market / after-hours quotes, a quick options chain or unusual options activity (volume/OI by strike), bulk stock prices, a global market snapshot, strategy backtests (Sharpe, drawdown, win rate), or crypto exchange scans. Triggers include "TA on X", "multi-timeframe read", "BB squeeze scan", "futures movers", "NQ overnight", "pre-market price", "unusual options activity", "backtest RSI on AAPL", and "top gainers on NASDAQ". For options greeks, watchlists, alerts, or chart screenshots use tradingview-reader instead.

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Ancient text restoration, attribution, dating, contextualization, and embedding via Aeneas (Latin) / Ithaca (Ancient Greek). Use when asked to "restore", "attribute", "date", "contextualize", "find parallels", "where was it written", "when was it written", "embed", or "analyze" an ancient text, inscription, or epigraphic document, or when the user mentions "Aeneas", or "Ithaca".

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Options trading strategy analysis and simulation tool. Provides theoretical pricing using Black-Scholes model, Greeks calculation, strategy P/L simulation, and risk management guidance. Use when user requests options strategy analysis, covered calls, protective puts, spreads, iron condors, earnings plays, or options risk management. Includes volatility analysis, position sizing, and earnings-based strategy recommendations. Educational focus with practical trade simulation.

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Price financial instruments in MATLAB using the Financial Instruments Toolbox. Route to the appropriate numerical method reference based on the user's request: Monte Carlo simulation (AssetMonteCarlo, IRMonteCarlo, RoughVolMonteCarlo), FFT / Numerical Integration (Vanilla European options), or Interest-Rate Trees (option-embedded bonds with IRTree). Use when the user asks to price financial instruments or compute Greeks using any of these methods. Use one of the following models depending on the pricing method and instrument: Black-Scholes, Bachelier, Heston, Bates, Merton, Hull-White, Black-Karasinski, Black-Derman-Toy, Cox-Ingersoll-Ross, Linear Gaussian 2 Factor (G2PP), Brace-Gatarek-Musiela (BGM), SABR-BGM, RoughBergomi, RoughHeston.

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Verify claims, quotations, citations and references against live primary sources, and produce a reproducible audit record instead of an assertion. Use when asked to: check whether a quotation, verse, statistic, date, attribution or citation is accurate; verify references before publishing a report, thesis, article, slide deck or legal filing; confirm a text against an authoritative database; cross-check a claim across independent sources; build a citation register or verification appendix; find out whether two datasets agree; detect a misattributed or fabricated quotation; or audit a document's existing citations. Source-agnostic by design, with working providers for REST/JSON APIs, scraped HTML, bulk corpora, bibliographic catalogues (OpenLibrary), DOI resolution (Crossref) and reference works (Wikipedia) -- including scriptural tiers (Qur'an.com, sunnah.com and an independent hadith corpus) with full diacritic handling for Arabic, Hebrew, Greek and any script with optional marks. Covers content-addressed matching when sources disagree on numbering, graded match verdicts, byte-level integrity checks, published-string verification, and a catalogue of silent failure modes (identifier divergence, mojibake, scraper blocking, false-positive keyword rules, missing glyphs, unreliable PDF text layers).

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[STUB] Options pricing models including Black-Scholes, binomial trees, Monte Carlo, implied volatility surfaces, and Greeks for crypto options

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Get option chain data from Interactive Brokers for equities, ETFs, and futures (FOP), including calls and puts with strikes, bids, asks, volume, implied volatility, and model Greeks. Use when user asks about options using IBKR data, futures options (NQ/ES/CL/GC...), or needs real-time option quotes from their broker. Requires TWS or IB Gateway running locally.

日本語の概要は準備中です。原文の説明を表示しています。

Options trading strategy analysis and simulation tool. Provides theoretical pricing using Black-Scholes model, Greeks calculation, strategy P/L simulation, and risk management guidance. Use when user requests options strategy analysis, covered calls, protective puts, spreads, iron condors, earnings plays, or options risk management. Includes volatility analysis, position sizing, and earnings-based strategy recommendations. Educational focus with practical trade simulation.

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options foundations, Greeks analysis, volatility surface, put call parity, options pricing, delta gamma theta vega rho, Black Scholes, options theory, derivatives basics, options mechanics

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Use when pricing options, calculating Greeks, implementing exotic derivatives, or building pricing engines - covers Black-Scholes, binomial trees, Monte Carlo, and QuantLib integrationUse when ", " mentioned.

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Applies the philosophical frameworks of Plato (ancient Greek philosopher, Theory of Forms, founder of the Academy) to structural, ethical, and epistemological problems. Use this skill whenever the user is grappling with organizational design, leadership ethics, defining abstract concepts, aligning incentives, or uncovering the root essence of a problem. Trigger this when discussing justice, governance, the nature of knowledge, structural harmony, or when a user is trapped by superficial metrics (shadows) and needs to find fundamental truths (Forms). Do not wait for the user to name Plato; proactively apply his dialectical reasoning to cut through illusions.

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Applies the dialectical reasoning and intellectual humility of Socrates (ancient Greek philosopher, 470-399 BCE). Use this skill whenever the user is grappling with fundamental definitions, moral dilemmas, educational approaches, self-reflection, or making high-stakes ethical decisions. Trigger this skill when encountering topics like virtue, justice, the pursuit of truth, questioning assumptions, coaching, or when the user seems overly confident in unexamined beliefs. It helps dismantle false assumptions through probing questions and redirects focus toward the "care of the soul" and objective truth over external validation or material success.

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Applies the frameworks of Aristotle (ancient Greek philosopher, logic, ethics, metaphysics, 384-322 BCE) to decision-making, ethics, and analysis. Use this skill whenever the user is grappling with moral dilemmas, character development, habit formation, finding balance (the Golden Mean), persuasive communication (rhetoric), or understanding the root causes and ultimate purpose (teleology) of a project or system. Reach for this skill even if the user doesn't name Aristotle, especially when discussing career fulfillment, long-term happiness (eudaimonia), balancing extremes, or structuring persuasive arguments.

日本語の概要は準備中です。原文の説明を表示しています。