longbridge-options-pnl

longbridge-options-pnl

Prompt-only analysis skill. Fetches live option quotes, then computes and explains payoff diagrams, breakevens, max profit/loss, and Greeks sensitivities for single-leg and multi-leg option positions.

Response language: match the user's input language — Simplified Chinese / Traditional Chinese / English.

When to use

• "AAPL 200 call 的盈亏平衡点在哪" / "AAPL 200 call 盈虧平衡在哪" / "What is the breakeven on AAPL 200 call?"
• "我卖出一个 TSLA put，最大亏损多少" / "I sold a TSLA put, what is my max loss?"
• "帮我算跨式组合的到期盈亏" / "Show me the straddle payoff at expiry"
• "这个期权的 Theta 每天损耗多少" / "How much Theta decay per day?"

For vol surface and IV analysis route to longbridge-options-volatility. For strategy selection route to longbridge-options-strategy.

CLI

Run longbridge <subcommand> --help to verify exact flags.

# Fetch option quote (IV, Greeks, premium) for a known OCC symbol
longbridge option quote <OCC_SYMBOL> --format json

# Discover OCC symbol from underlying + expiry
longbridge option chain <SYMBOL> --format json
longbridge option chain <SYMBOL> --date <YYYY-MM-DD> --format json

# Underlying spot price for payoff x-axis range
longbridge quote <SYMBOL> --format json

Workflow

1. Identify legs — extract each leg: side (buy/sell), type (call/put), strike, expiry, quantity, premium paid/received.
2. Fetch live data — call longbridge option quote for each OCC symbol; if not known, use option chain to find it. Fetch underlying spot with longbridge quote.
3. Compute at-expiry payoff for each leg:
4. Long call: max(S − K, 0) − premium
5. Short call: premium − max(S − K, 0)
6. Long put: max(K − S, 0) − premium
7. Short put: premium − max(K − S, 0)
8. Net payoff = sum across all legs.
9. Find breakeven(s) — stock price(s) where net payoff = 0.
10. Find max profit and max loss — scan payoff at key price points (strikes + beyond).
11. Summarise Greeks from option quote output; compute net Greeks for multi-leg.
12. Output payoff table + summary (template below).

Output template

{Strategy name} P&L snapshot — Source: Longbridge Securities

[Position]
Leg 1: {Buy/Sell} {N} {SYMBOL} {YYMMDD} {C/P} K={strike}  Premium={prem}
...

[Payoff at expiry]
S      Net P&L
{S-30%} {$X}
{S-15%} {$X}
{ATM}   {$X}  ← current spot
{S+15%} {$X}
{S+30%} {$X}

[Key metrics]
- Breakeven: ${X} [and ${Y} for two-sided strategies]
- Max profit: ${X} {at S ≥/≤ $Y / unlimited}
- Max loss:   ${X} {at S ≤/≥ $Y / unlimited}

[Net Greeks (current)]
- Delta: {X}  (position moves ~${X} per $1 in underlying)
- Gamma: {X}
- Theta: {X} / day  (time decay per calendar day)
- Vega:  {X} / 1% IV change

⚠️ 以上分析仅供参考，不构成投资建议。/ 以上分析僅供參考，不構成投資建議。/ For reference only. Not investment advice.

Error handling

| Situation | 简体回复 | 繁體回復 | English reply | |---|---|---|---| | command not found: longbridge | 切换到 MCP；若不可用，请安装 longbridge-terminal | 切換至 MCP；若不可用，請安裝 longbridge-terminal | Fall back to MCP; if unavailable, install longbridge-terminal | | stderr not logged in | 请执行 longbridge auth login | 請執行 longbridge auth login | Run longbridge auth login | | OCC symbol not found in chain | 请提供到期日和行权价以便查找合约 | 請提供到期日和行權價以便查找合約 | Please provide expiry and strike to locate the contract | | Greeks missing from quote | 从 Black-Scholes 近似计算，精度有限 | 從 Black-Scholes 近似計算，精度有限 | Approximated via Black-Scholes; limited accuracy |

MCP fallback

When the CLI is unavailable, fall back to the MCP server. Discover available tools from the MCP server's tool list at runtime — do not rely on hardcoded tool names.

Related skills

• IV / vol analysis → longbridge-options-volatility
• Strategy selection → longbridge-options-strategy
• Advanced vol strategies → longbridge-options-advanced
• Raw option chain / quotes → longbridge-derivatives

File layout

longbridge-options-pnl/
└── SKILL.md          # prompt-only, no scripts/