How to structure an options trade from a thesis
Wann einsetzen: You have a directional or volatility view and want to express it cleanly.
Voraussetzungen
- Python with numpy/scipy for option math — pip install numpy scipy
- Skill cloned — git clone https://github.com/staskh/trading_skills ~/.claude/skills/trading_skills
Ablauf
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State the thesisThesis: SPY moves modestly higher over the next 21 days; IV is elevated. What strategy fits?✓ Kopiert→ A ranked list of suitable strategies with tradeoffs
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Pick strikesGiven current SPY at $X and IV Y, propose a bull put spread. Show Greeks at entry and at expiry edges.✓ Kopiert→ Strike selection + Greeks table
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Risk checkWhat's max loss, breakeven, POP, and how do I manage if it goes wrong?✓ Kopiert→ Explicit numbers + adjustment plan
Ergebnis: A fully-shaped trade you understand before placing it.
Fallstricke
- Trade size too large for account — Skill prompts 1–2% risk-per-trade discipline; re-ask with account size
- Ignoring earnings/events — Always verify there's no event inside the tenor