新增 17 個 Skills 並完成全員技能配置
- 新增 17 個 SKILL.md(tradermonty + langalpha 來源): breadth-chart-analyst, catalyst-calendar, competitive-analysis, comps-analysis, dcf-model, earnings-analysis, earnings-preview, earnings-trade-analyzer, edge-concept-synthesizer, edge-hint-extractor, options-strategy-advisor, pair-trade-screener, pead-screener, portfolio-manager, sector-overview, stanley-druckenmiller-investment, theme-detector - 更新全部 11 個 Agent 的 AGENTS.md(含原本空白的 ceo 與 xiao-an) - 更新 docs/agent-skill-mapping.md 至 v3.0(71 個配置,62 個技能) - 台股 + 美股雙市場覆蓋,Skills 均基於真實開源 repo Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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---
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name: 選擇權策略顧問
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description: Black-Scholes 定價、Greeks 計算、17+ 選擇權策略的損益模擬(價差、禿鷹、財報策略等),約 1200 行的完整選擇權分析技能
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metadata:
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sources:
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- kind: github-file
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repo: tradermonty/claude-trading-skills
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path: skills/options-strategy-advisor/SKILL.md
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usage: referenced
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---
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# 選擇權策略顧問
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完整的選擇權分析工具,支援多方研究員、空方研究員與回測工程師。
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## 定價模型
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- Black-Scholes 歐式選擇權定價
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- 二項式模型(美式選擇權)
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- 隱含波動率反算
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## Greeks 計算
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| Greek | 含義 | 用途 |
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|---|---|---|
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| Delta | 標的資產敏感度 | 避險比率 |
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| Gamma | Delta 的變化率 | 凸性風險 |
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| Theta | 時間價值衰減 | 持倉成本 |
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| Vega | 波動率敏感度 | 波動率交易 |
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| Rho | 利率敏感度 | 利率風險 |
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## 支援策略(17+)
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**做多方向**:Long Call、Bull Call Spread、LEAPS、Covered Call
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**做空方向**:Long Put、Bear Put Spread、Protective Put(避險)
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**中性策略**:Iron Condor、Butterfly、Calendar Spread、Straddle、Strangle
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**財報策略**:Earnings Straddle、Earnings Strangle(財報前後波動率策略)
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## 損益分析
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- 每個策略的損益圖表
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- 最大獲利、最大虧損
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- 損益平衡點
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- 獲利機率估算
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## 需要的 MCP 工具
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- `yfinance`:選擇權鏈數據
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- `optionsflow` MCP:更深度的 Greeks 與策略分析
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## 使用時機
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- 多方研究員:Call 策略搭配股票多頭
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- 空方研究員:Put 策略搭配市場避險
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- 回測工程師:選擇權策略回測基礎
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