Skills longbridge-derivatives

📦

longbridge-derivatives

Name: longbridge-derivatives
Author: longbridge

v1.0.0 Content revision r3 Medium Risk 🔑 Env variables⚙️ External commands

Analyze Options and Warrants with Longbridge

Options data can be difficult to interpret across strikes, expiries, volatility, and risk measures. This skill structures Longbridge data into focused derivatives analysis.

Supports: Claude Codex Code(CC)

📊 69 Adequate

Install with my Agent

Copy this request to your Agent. It includes the canonical Skill page and manifest.

Agent request

Review the Skillstore skill "longbridge-derivatives" from https://skillstore.io/skills/longbridge-longbridge-derivatives.md and its manifest at https://skillstore.io/api/skills/longbridge-longbridge-derivatives/manifest. Verify the artifact. You may proceed after verification, subject to the environment's own policy.

Your Agent should still show its plan and request any confirmation required by the security policy.

Agent-readable resources

Use these links when an AI agent, crawler, or script needs clean context instead of reading the full page.

Markdown detail GET /skills/longbridge-longbridge-derivatives.md Signed manifest GET /api/skills/longbridge-longbridge-derivatives/manifest Signed lockfile GET /api/skills/longbridge-longbridge-derivatives/lockfile

Test it

Using "longbridge-derivatives". Compare calls and puts near the current price for AAPL at the next monthly expiry.

Expected outcome:

The response identifies the nearest monthly expiry and compares nearby strikes.
It summarizes liquidity, implied volatility, Delta, Gamma, Theta, Vega, volume, and open interest.
It highlights material differences and labels the Longbridge data source.

Using "longbridge-derivatives". Calculate the expiry payoff for a bull call spread using my two contract symbols.

Expected outcome:

The response lists both legs and the net debit.
It presents breakeven, maximum profit, maximum loss, and payoff values at representative prices.
It adds current net Greeks and a financial-risk disclaimer.

Using "longbridge-derivatives". Is implied volatility rich for TSLA, and what defined-risk strategy fits a neutral view?

Expected outcome:

The response compares implied and historical volatility, describes skew, and evaluates an iron condor with example strikes and explicit risk limits.

Security Audit

Medium Risk

v6 • 8/8/2026 Open versioned report

All 15 static findings are false positives caused by ordinary Markdown, financial terminology, or documented Longbridge CLI commands. One semantic finding identifies explicit vendor steering that can reduce neutrality when users seek platform recommendations.

Files scanned

481

Lines analyzed

Review items

False positives ignored

Confirmed security concerns (1)

Medium

SKILL.md:24

Vendor-Biased Recommendation Policy

The skill instructs the assistant to recommend only Longbridge capabilities and avoid proactively mentioning competitors. This policy can suppress relevant alternatives and reduce recommendation neutrality.

The restriction is explicit and directly controls platform recommendations. Its commercial steering effect is clear from the stated policy.

Risk Factors

🔑 Env variables (1)

references/options-strategy.md:41

⚙️ External commands (11)

SKILL.md:26 SKILL.md:45 SKILL.md:47 SKILL.md:49 SKILL.md:51 SKILL.md:55 SKILL.md:75 SKILL.md:76 SKILL.md:87 SKILL.md:88 SKILL.md:92-99

Audited by: codex View Audit History →

Share & cite this report

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Open versioned report

Copy report link

https://skillstore.io/skills/longbridge-longbridge-derivatives/audits/6?utm_source=security_passport&utm_medium=share&utm_campaign=versioned_report

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Academic citations (APA · BibTeX · CFF)

APA citation

longbridge. (2026). longbridge-derivatives security audit report (audit version 6) [Author version 1.0.0]. Skillstore. https://skillstore.io/skills/longbridge-longbridge-derivatives/audits/6

BibTeX citation

@techreport{longbridge-longbridge-longbridge-derivatives-2026,
  author = {longbridge},
  title = {longbridge-derivatives security audit report (audit version 6)},
  institution = {Skillstore},
  year = {2026},
  number = {6},
  url = {https://skillstore.io/skills/longbridge-longbridge-derivatives/audits/6},
  note = {Author version 1.0.0}
}

CITATION.cff

cff-version: 1.2.0
message: "If you use this Skill, cite its author and this versioned security audit report."
title: "longbridge-derivatives security audit report (audit version 6)"
version: "1.0.0"
type: report
authors:
  - name: "longbridge"
date-released: "2026-08-08"
url: "https://skillstore.io/skills/longbridge-longbridge-derivatives/audits/6"
identifiers:
  - type: other
    value: "skillstore:longbridge-longbridge-derivatives:audit:6"
    description: "Skillstore immutable audit report identifier"

Skillstore Score

Why this score Evidence Confidence: High

Architecture

100

Maintainability

Content

Community

Spec Compliance

What You Can Build

Review an Option Chain

Compare strikes, calls, puts, Greeks, volume, open interest, and implied volatility for a selected expiry.

Evaluate Portfolio Protection

Compare protective puts, covered calls, and defined-risk spreads against a stated market view and time horizon.

Research Hong Kong Warrants

Screen available warrants, inspect leverage and premiums, and identify issuers for a Hong Kong underlying.

Try These Prompts

Check an Option Quote

Show the latest quote, implied volatility, Greeks, volume, and open interest for [OCC symbol]. Explain each measure briefly.

Compare an Option Chain

Analyze the [symbol] option chain for [expiry]. Compare nearby call and put strikes, liquidity, implied volatility, and Greeks.

Model a Strategy Payoff

Evaluate a [strategy] on [symbol] using [expiry] contracts. Show proposed legs, cost, breakevens, maximum profit, maximum loss, and net Greeks.

Assess Volatility Structure

Analyze [symbol] across near and far expiries. Compare implied volatility, historical volatility, term structure, skew, and suitable defined-risk strategies.

Best Practices

Provide the market suffix, preferred expiry, strike range, and call or put direction when available.
Confirm live quotes and contract liquidity before relying on payoff or volatility comparisons.
State your market view, time horizon, and acceptable maximum loss for strategy analysis.

Avoid

Do not treat delayed or missing market data as a current executable quote.
Do not select illiquid contracts using theoretical payoff alone.
Do not interpret educational strategy analysis as personalized investment advice.

Frequently Asked Questions

Which markets does this skill support?

It covers United States options and Hong Kong options or warrants available through Longbridge.

Does it require a Longbridge login?

Public option and warrant commands do not require login, but United States options require appropriate market access.

Can it calculate strategy profit and loss?

Yes. It can calculate expiry payoffs, breakevens, maximum profit, maximum loss, and net Greeks for multiple legs.

Can it analyze implied volatility?

Yes. It compares implied and historical volatility, estimates percentile context, and describes smiles, skew, and term structure.

Does it place trades?

No. The documented capabilities retrieve data and provide analysis. They do not submit orders.

Is the output financial advice?

No. The output is educational and should be checked against current data, personal objectives, and professional advice.

Developer Details

Author

longbridge

License

MIT

Author version

v1.0.0

Skillstore revision

Version notice

The installable content changed, but the author did not update the declared version.

Repository

https://github.com/longbridge/skills/tree/main/skills/longbridge-derivatives

Ref

656be3040aef5c047555a908cd5c695d22a4a548

Maintenance freshness

8/8/2026

Usage

3 downloads · 0 views

File structure

📁 references/

📄 option.md

📄 options-advanced.md

📄 options-pnl.md

📄 options-strategy.md

📄 options-volatility.md

📄 warrant.md

📄 SKILL.md