How do I install the Ib Report Delta Adjusted Notional Exposure skill?

Run npx skillmds@latest add jadegate/ib-report-delta-adjusted-notional-exposure in your terminal (requires Node.js), paste this page's agent-chat prompt into Claude, Cursor, or any MCP-connected agent, or download the SKILL.md file and copy it into your agent's skills directory.

Is Ib Report Delta Adjusted Notional Exposure safe to use?

SkillMD's automated safety review verdict for this skill is PASS. Independent scanners report: SkillSpector: PASS, Skill Scanner: PASS. SkillMD never runs a skill's scripts for you; review the SKILL.md before installing.

Which AI agents work with Ib Report Delta Adjusted Notional Exposure?

This skill is tagged as working with Claude Code, Claude.ai, OpenAI Codex. SKILL.md is an open format, so most agents that read a skills directory can load it too.

Is Ib Report Delta Adjusted Notional Exposure free to use?

Yes. Installing skills from SkillMD is free, and the skill stays under its author's original license.

Who published Ib Report Delta Adjusted Notional Exposure?

jadegate (@jadegate) published this skill. Their other Agent Skills are listed on their SkillMD profile.

Ib Report Delta Adjusted Notional Exposure by jadegate

Name: Ib Report Delta Adjusted Notional Exposure
Author: jadegate

Ib Report Delta Adjusted Notional Exposure

Report delta-adjusted notional exposure across all IBKR accounts. Calculates option deltas using Black-Scholes and reports long/short exposure by account and underlying. Use when user asks about delta exposure, portfolio risk, or directional exposure.

jadegate Updated Sep 17, 2026

File contents

IB Delta-Adjusted Notional Exposure Report

Calculate and report delta-adjusted notional exposure across all Interactive Brokers accounts.

Prerequisites

User must have TWS or IB Gateway running locally with API enabled:

Paper trading: port 7497
Live/Production trading: port 7496

Instructions

Step 1: Gather Data

uv run python scripts/delta_exposure.py [--port PORT]

The script returns JSON to stdout with all position deltas and summary data.

Step 2: Format Report

Read templates/markdown-template.md for formatting instructions. Generate a markdown report from the JSON data and save to sandbox/.

Filename: delta_exposure_report_{YYYYMMDD}_{HHMMSS}.md

Step 3: Report Results

Present the summary table (total long, short, net) and top exposures to the user. Include the saved report path.

Arguments

--port - IB port (default: 7496 for live trading, use 7497 for paper)

JSON Output

Returns delta-adjusted notional exposure with:

connected - Boolean
accounts - List of account IDs
position_count - Total positions
positions - Array of positions with symbol, delta, delta_notional, spot price
summary - Totals for long, short, and net delta notional
- by_account - Long/short breakdown by account
- by_underlying - Long/short/net breakdown by symbol

Methodology

Equity Options: Delta calculated via Black-Scholes with estimated IV based on moneyness
Futures: Delta = 1.0 (full notional exposure)
Futures Options: Delta calculated with lower IV assumption (20%)
Stocks: Delta = 1.0

Delta-adjusted notional = delta x spot price x quantity x multiplier

Examples

# Live trading (default port 7496)
uv run python scripts/delta_exposure.py

# Paper trading (port 7497)
uv run python scripts/delta_exposure.py --port 7497

---name: ib-report-delta-adjusted-notional-exposuredescription: Report delta-adjusted notional exposure across all IBKR accounts. Calculates option deltas using Black-Scholes and reports long/short exposure by account and underlying. Use when user asks about delta exposure, portfolio risk, or directional exposure.---# IB Delta-Adjusted Notional Exposure ReportCalculate and report delta-adjusted notional exposure across all Interactive Brokers accounts.## PrerequisitesUser must have TWS or IB Gateway running locally with API enabled:- Paper trading: port 7497- Live/Production trading: port 7496## Instructions### Step 1: Gather Data```bashuv run python scripts/delta_exposure.py [--port PORT]```The script returns JSON to stdout with all position deltas and summary data.### Step 2: Format ReportRead `templates/markdown-template.md` for formatting instructions. Generate a markdown report from the JSON data and save to `sandbox/`.**Filename**: `delta_exposure_report_{YYYYMMDD}_{HHMMSS}.md`### Step 3: Report ResultsPresent the summary table (total long, short, net) and top exposures to the user. Include the saved report path.## Arguments- `--port` - IB port (default: 7496 for live trading, use 7497 for paper)## JSON OutputReturns delta-adjusted notional exposure with:- `connected` - Boolean- `accounts` - List of account IDs- `position_count` - Total positions- `positions` - Array of positions with symbol, delta, delta_notional, spot price- `summary` - Totals for long, short, and net delta notional - `by_account` - Long/short breakdown by account - `by_underlying` - Long/short/net breakdown by symbol## Methodology- **Equity Options**: Delta calculated via Black-Scholes with estimated IV based on moneyness- **Futures**: Delta = 1.0 (full notional exposure)- **Futures Options**: Delta calculated with lower IV assumption (20%)- **Stocks**: Delta = 1.0Delta-adjusted notional = delta x spot price x quantity x multiplier## Examples```bash# Live trading (default port 7496)uv run python scripts/delta_exposure.py# Paper trading (port 7497)uv run python scripts/delta_exposure.py --port 7497```

Frequently asked questions