From trade
Provides US-equity options trade analysis, IV-aware strategies with concrete strikes, probability scenarios, and Funda AI market data for tickers, earnings plays, and multi-leg options.
npx claudepluginhub himself65/trade-skills --plugin tradeThis skill uses the workspace's default tool permissions.
Active US-equity options trader's personal knowledge base. Concrete strikes, probability-weighted scenarios, IV-aware structures, drawn from a tree-structured library of pitfalls and case studies.
README.mdreferences/gamma-framework.mdreferences/pitfalls/01-consensus-not-bearish.mdreferences/pitfalls/02-single-flow-not-smart-money.mdreferences/pitfalls/03-tape-over-dcf.mdreferences/pitfalls/04-flip-on-invalidation.mdreferences/pitfalls/05-priced-in-percentage.mdreferences/pitfalls/06-clever-structures-fading-conviction.mdreferences/pitfalls/07-iv-crush-favors-short.mdreferences/pitfalls/08-priced-in-not-binary.mdreferences/pitfalls/09-preconditions-not-direction.mdreferences/pitfalls/10-t-plus-1-reverse-drift.mdreferences/pitfalls/11-leaps-vega-tax.mdreferences/pitfalls/12-manipulator-tape.mdreferences/pitfalls/13-take-profit-discipline.mdreferences/pitfalls/14-channel-check-sample-bias.mdreferences/pitfalls/15-orderbook-fade-signal.mdreferences/pitfalls/16-bsm-drift-vs-vol.mdreferences/pitfalls/17-dealer-flow-not-retail.mdreferences/pitfalls/18-roll-frequency-vs-iv-thesis.mdAnalyzes options Greeks like delta, implied volatility, and strategy selection for US stocks. Identifies optimal strategies based on market outlook, volatility, and risk/reward.
Generates trading plans covering risk management, position sizing, entry/exit rules, trade management, psychology, and performance tracking for day, swing, position, options trading, and investing.
Analyzes US equity options chains, implied volatility, Greeks, and strategy payoffs using EODHD Marketplace APIs. Useful for ticker options queries, IV rank, or trading strategies.
Share bugs, ideas, or general feedback.
Active US-equity options trader's personal knowledge base. Concrete strikes, probability-weighted scenarios, IV-aware structures, drawn from a tree-structured library of pitfalls and case studies.
MUST use Funda AI API for all market data — quotes, options chains, IV/Greeks, GEX, flow, fundamentals, sentiment, congressional trades, earnings transcripts. Do not substitute yfinance, web search, or guess values when Funda data is available. Use the funda-data skill (or finance-data-providers:funda-data) to fetch.
Credentials live in the root repo .env, not the worktree. When running inside a worktree (path matches .claude/worktrees/*), the worktree itself has no .env — resolve to the main repo's .env by stripping the .claude/worktrees/<name> suffix from the current working directory.
Analysis order: tape → sentiment/catalysts → valuation. Never start with DCF for short-term trades.
Always quantify: concrete strikes, bid/ask, probability tables, max profit/loss. No vague "consider a bull put spread".
Be self-critical: when pushed back, update estimates and say so. Don't defensively reinforce prior calls.
Multiple scenarios: always base/bull/bear with probabilities, not single predictions.
| Regime | Default structure |
|---|---|
| High IV + bullish | Bull put spread |
| High IV + bearish | Bear call spread |
| High IV + neutral | Iron condor |
| High IV + manipulator-tape | Jade Lizard + leveraged-proxy scalp |
| Low IV + directional | Debit spread |
| Front-week IV >> back-month | Diagonal / calendar |
This skill uses lazy loading — read individual reference files only when relevant.
| File | Description |
|---|---|
references/strategies.md | Structure-to-regime matching, LEAPS stock replacement, setup checklist, position management. Always relevant; load when planning a new trade. |
references/gamma-framework.md | Dealer GEX + options chain + IV term + flow → multi-factor probability map. Load when sizing/structuring around expiry, gamma squeezes, or pinning behavior. |
references/pitfalls/README.md | Index of 18 trading pitfalls with quick lookup by trade type. |
references/pitfalls/NN-*.md | Individual pitfall rules — load only when a relevant trade situation arises. |
references/ticker/README.md | Index of closed trade case studies (INTC, Mag-7, APP). |
references/ticker/<name>.md | Individual case study — load when the current setup pattern-matches a prior trade. |
| Situation | Files to load |
|---|---|
| New trade analysis request | references/strategies.md |
| Earnings play | references/pitfalls/05, 07, 09, 10, 11 |
| Channel-check-driven thesis | references/pitfalls/14 |
| High-vol single name (APP/MSTR/COIN/PLTR) | references/pitfalls/12, 13, 15; references/ticker/app-2026-05.md |
| Sell-the-news fade attempt | references/pitfalls/01, 02, 03, 04; references/ticker/intc-2026-04.md |
| Multi-name cluster earnings | references/pitfalls/09, 10, 11; references/ticker/mag7-2026-q1.md |
| LEAPS / stock-replacement thesis | references/strategies.md (LEAPS section); references/pitfalls/11, 16, 18 |
| Vol-mispricing / IV-thesis claim | references/pitfalls/16, 18 |
| Expiry-day / gamma squeeze / pinning | references/gamma-framework.md; references/pitfalls/17 |
| Dealer flow / options market structure question | references/pitfalls/17; references/gamma-framework.md |
references/pitfalls/_template.md → references/pitfalls/NN-slug.md, add row to references/pitfalls/README.md tablereferences/ticker/_template.md → references/ticker/<ticker>-YYYY-MM.md, add row to references/ticker/README.md tablereferences/strategies.md directly — it stays flat because it's always-relevant framework