Requirements
- Target platform
- OpenClaw
- Install method
- Manual import
- Extraction
- Extract archive
- Prerequisites
- OpenClaw
- Primary doc
- SKILL.md
Thesis-driven equity and options trading analyst. Use when: (1) evaluating a trade idea before entering a position, (2) analyzing options pricing via IV vs H...
Thesis-driven equity and options trading analyst. Use when: (1) evaluating a trade idea before entering a position, (2) analyzing options pricing via IV vs H...
Hand the extracted package to your coding agent with a concrete install brief instead of figuring it out manually.
I downloaded a skill package from Yavira. Read SKILL.md from the extracted folder and install it by following the included instructions. Tell me what you changed and call out any manual steps you could not complete.
I downloaded an updated skill package from Yavira. Read SKILL.md from the extracted folder, compare it with my current installation, and upgrade it while preserving any custom configuration unless the package docs explicitly say otherwise. Summarize what changed and any follow-up checks I should run.
Structured workflow for thesis-driven equity and options trading. Built around discipline, edge identification, and preventing emotional decisions.
Run all 3 before every options entry. See references/pre-trade-framework.md for full detail. GateQuestionPass Condition1. Thesis"I'm buying because X, and I'll exit if Y"Specific structural/fundamental reason โ not price action2. EdgeDo you have real informational advantage on this name?Names you've researched deeply for >3 months3. Entry TimingThesis confirmation or price movement?Thesis confirmation + technical trigger If any gate fails โ don't trade.
Before any options entry, compare Implied Volatility to 30-day Historical Volatility: IV > HV significantly โ Options EXPENSIVE. Prefer spreads to reduce premium paid. IV โ HV โ Fair pricing. Long calls acceptable with clean thesis. IV < HV โ Options CHEAP. Long calls or straddles can make sense. Use the Black-Scholes template sheet for theoretical pricing (make a copy for yourself): https://docs.google.com/spreadsheets/d/1_Q9ZpGzA2zmuaBmE0R2XVdZHpRnWA2PRNSfmpDXf1as/ See references/options-signals.md for expected move calculations and earnings IV crush guidance.
Set max loss before entry. No exceptions. Never add to a losing options position. Ever. (The Escalation Rule โ see references/pre-trade-framework.md) Close spreads with <2 weeks to expiry regardless of P&L if ITM Take profits: Set target at entry, close โฅ50% when hit
TypeExamplesEdge LevelEarnings CatalystNames you know deeply โ earnings cadence, metrics, guidance patternsHighContrarian StructuralStocks at technical extremes with fundamental thesisHigh (with trigger)Macro/IndexSPY, QQQ LEAPsMedium โ size smallMomentum/FOMOHot names during runs without a thesisNone โ avoid Full playbook per trade type: references/pre-trade-framework.md
Fill before every entry. If you can't fill it, don't trade: Date: Ticker: Structure (e.g. $30C 3/20, bull call spread $190/195): Entry debit/credit: Max profit / Max loss: THESIS: I'm buying because... INVALIDATION: I'll exit early if... EXIT TARGET: Close at $__ or __% gain STOP LOSS: Close at $__ or __% loss (never add below this) EDGE: [High / Low] โ reason: IV vs HV: IV __% vs HV __% โ [Expensive / Fair / Cheap]
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