Results for “option”

Generates a three-panel analysis for any ticker following Duan Yongping's seller-only options strategy: Sell Put at a willing-buy price, Covered Call for yield, and a VIX-based panic-buy signal.

Compares prediction market probabilities from Polymarket with options-implied probabilities to identify mispricing signals and potential arbitrage opportunities.

Simulates profit and loss for option positions across underlying price, implied volatility, and time to expiration, generating diagrams, breakeven analysis, and probability distributions.

Analyzes institutional order flow, dark pool prints, and options flow sweeps to generate trade setups with defined entry, stop-loss, and target levels.

Calculates first- and second-order option Greeks (Delta, Gamma, Theta, Vega, Rho, Charm, Vanna, Volga) for single contracts or multi-leg positions, with scenario heatmaps and position-level aggregation.

Maps the current VIX value to a 5-tier fear-thermometer classification with strategy hints for options sellers, including 1-year percentile and distribution data.

Monitor a list of tickers for key changes in price, IV rank, unusual activity, earnings dates, and score changes. Supports custom watchlists and a default hot options list.

Search real-time news with bias scoring, get live stock/ETF/crypto data with AI analysis, ML options pricing, balanced news synthesis, and meme search via the Helium MCP server.

Analyzes the volatility smile and skew for a single options expiration, providing implied volatility curves, skew metrics, and shape classification to reveal market pricing of tail risk and directional fear.

Detects unusual options activity and classifies smart money signals to help follow institutional positioning, including volume/OI ratio spikes, block trades, sweep orders, and net premium flow.

Access and manage YNAB budgets programmatically: list budgets, accounts, categories, and transactions, and create new transactions with optional filters.

Set price, IV rank, unusual activity, earnings, and VRP alerts with contextual notifications and management commands.

Develop quantitative trading strategies with the vn.py framework, covering CTA, spread, and options strategies with support for 20+ broker gateways.

Mine, stake, and manage LITCOIN tokens on Base blockchain using the Python SDK, with options for comprehension mining or LLM-powered research mining.

Converts abstract edge concepts into concrete strategy draft variants with configurable risk profiles and optional exportable ticket YAMLs for downstream validation.

Generates at most one token recommendation and one prediction-market pick per run, each with a falsifiable thesis, entry, sizing, and kill criterion. Returns NO_PICK when no candidate meets the bar.

Analysiert Work in Progress nach Alter, Partner, Mandat und Abrechnungsrisiko für deutsche Kanzleien und liefert ein Entscheidungsboard mit Optionen, Fristen und Kommunikationslinie.

Backtests quantitative trading strategies across 9 engines and 25 data sources, analyzes trade journals, and runs multi-agent research teams.

Convert daily market observations and news reactions into structured edge hints, with optional LLM augmentation, outputting a canonical hints.yaml for downstream concept synthesis.

Analyzes earnings-season implied volatility: historical IV crush, implied move forecast, IV Rank strategy tag, and a priced Iron Condor quote ready to trade.

Monitors a watchlist of Polymarket markets and surfaces meaningful shifts in price, volume, comments, or resolution proximity, with position context and optional Bankr integration.

Generate falsifiable trade strategy hypotheses from market data, trade logs, and journal snippets, with ranked hypothesis cards, experiment designs, kill criteria, and optional strategy.yaml export.

Search and analyze news articles with media bias context, get balanced perspectives, access live stock/ETF/crypto data with AI analysis, and find memes by semantic meaning.

Runs a side-by-side walk-forward backtest of a Bull Put Spread strategy with and without a FearScore entry signal, comparing performance metrics over ~8 years of daily data.

Calculates IV Rank and IV Percentile for any ticker to determine whether implied volatility is high or low relative to its 252-day history, and provides trading signals based on IV zones.

Aggregates market-wide sentiment indicators including VIX, Put/Call ratio, Fear & Greed Index, market breadth, and sector rotation to classify the current regime as risk-on, risk-off, or neutral.

Calculates a per-ticker panic index (0-100) from six weighted signals including VIX, IV Rank, RSI-14, volume anomaly, put/call ratio, and consecutive down days, triggering Bull Put Spread entry signals at scores ≥60.

Use when auditing an IEEE VIS full-paper submission for PCS readiness, covering the abstract-then-paper two-deadline structure under the VGTC society, the IEEE VGTC/TVCG 9+2 page budget, author-optional double-blind anonymization, the supplemental-material one-week window, and desk-reject triage before the AoE cutoff for a paper that will publish in IEEE TVCG.