options-brainstorm

Describe the idea in natural language, such as "GC near-month put protection, delta neutral". The skill clarifies strategy type, underlying, expiry, strike range, and risk constraints, then outputs a Pydantic-validated OptionsSpec draft.

It supports directional, volatility, arbitrage, hedging, and covered call strategies. The workflow first classifies the idea into one of these types before locking in underlying, expiry month, strike range, and call/put preference.

An OptionsSpec is a Pydantic model defined in schemas.options.OptionsSpec containing fields like strategy_name, underlying, as_of_date, data_path, data_source, and research_questions. The draft must pass Pydantic validation with non-empty underlying, as_of_date, and data_path.

It checks data availability against sample fixtures in data/sample_options/, such as gc_options_merged_sample.csv. Sample CSVs are explicitly not treated as production data, and only published surface components are called downstream.

The validated spec triggers downstream components, either the build_vol_surface tool or the options-vol-surface skill. Downstream consumers must be able to parse the spec and invoke the volatility surface construction.