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Ib Report Delta Adjusted Notional Exposure skill

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.

$npx skills add staskh/trading_skills --skill ib-report-delta-adjusted-notional-exposure
View this skill on GitHubstaskh/trading_skills/.claude/skills/ib-report-delta-adjusted-notional-exposure/SKILL.md
Pack stars
407
Pack installs
3.1k
Alyn Score
55/99
Updated
2 days ago
License
MIT
– views – installs via Alyn
Coding

Install Ib Report Delta Adjusted Notional Exposure

Pick your agent. Every command is ready to paste.

$npx skills add staskh/trading_skills --skill ib-report-delta-adjusted-notional-exposure

The open skills CLI detects your agents (Claude Code, Cursor, Codex and 70+ more) and installs to the right folder. Add -g to install globally.

01

Install it

Run the command above, or upload the folder in Claude.

02

Ask naturally

Describe the task. Your agent loads ib-report-delta-adjusted-notional-exposure when the request matches its description.

03

Name it if needed

If it does not trigger, say “use the ib-report-delta-adjusted-notional-exposure skill”. In Codex, type $ib-report-delta-adjusted-notional-exposure.

The skill itself

SKILL.md

FolderGitHub

IB Delta-Adjusted Notional Exposure Report

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

IB Connection

TWS or IB Gateway must be running locally with API enabled:

  • Paper trading — port 7497
  • Live trading — port 7496
  • IB_PORT env var — default port when --port is omitted (e.g. IB_PORT=4001 for a Gateway container). Precedence: --port flag > IB_PORT > built-in default. Set it in the shell or a .env file.

Port fallback: If the configured port fails, automatically retry on the other port. If the retry succeeds, save to memory which account type worked (live/paper) and reuse it for all IB skill calls in this and future sessions — until the user explicitly asks for the other account. If both ports fail, ask the user to verify that TWS or IB Gateway is running with API access enabled.

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: 7497 for paper trading)

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

# Paper trading (default)
uv run python scripts/delta_exposure.py

# Live trading
uv run python scripts/delta_exposure.py --port 7496

Timezone

All timestamps and time-based calculations must use the America/New_York timezone. All JSON output must include generated_at (NY time string) and data_delay fields.

Tips for Ib Report Delta Adjusted Notional Exposure

  • • Start a fresh session after installing so your agent picks up the new skill.
  • • This skill ships scripts. Read them before the first run, and run it in a project without secrets first.
  • • It bundles reference files. The agent reads them only when needed, so they cost no context until then.
  • • It is part of a pack with 30 skills. Install only the ones you need with --skill to keep triggers precise.
  • • If two skills overlap, mention the one you want by name.

Questions about Ib Report Delta Adjusted Notional Exposure

What does the Ib Report Delta Adjusted Notional Exposure skill do?

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.

How do I install Ib Report Delta Adjusted Notional Exposure?

Run "npx skills add staskh/trading_skills --skill ib-report-delta-adjusted-notional-exposure" in your project. The skills CLI installs it for Claude Code, Cursor, Codex and 70+ other agents. In Claude on the web, upload the skill folder as a ZIP under Customize > Skills.

Does Ib Report Delta Adjusted Notional Exposure work in Cursor and Codex?

Yes. Ib Report Delta Adjusted Notional Exposure uses the open SKILL.md format, so it works in Claude Code, Claude, Cursor, OpenAI Codex, Gemini CLI, GitHub Copilot and other agents that support agent skills.

Is Ib Report Delta Adjusted Notional Exposure free?

Ib Report Delta Adjusted Notional Exposure is open source on GitHub under the MIT license. It is free to install; check the license before commercial use.

Who made Ib Report Delta Adjusted Notional Exposure?

Ib Report Delta Adjusted Notional Exposure is published by staskh in the staskh/trading_skills repository, together with 29 other skills.

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