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    "slug": "options-strategies",
    "name": "options-strategies",
    "source": "tencent",
    "type": "skill",
    "category": "内容创作",
    "sourceUrl": "https://clawhub.ai/dromlakhani/options-strategies",
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          "label": "Upgrade existing",
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    "summary": "Hand the extracted package to your coding agent with a concrete install brief instead of figuring it out manually.",
    "steps": [
      "Download the package from Yavira.",
      "Extract it into a folder your agent can access.",
      "Paste one of the prompts below and point your agent at the extracted folder."
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      {
        "label": "New install",
        "body": "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."
      },
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        "label": "Upgrade existing",
        "body": "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."
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  "documentation": {
    "source": "clawhub",
    "primaryDoc": "SKILL.md",
    "sections": [
      {
        "title": "Overview",
        "body": "This skill provides structured knowledge and step-by-step execution guidance\nfor the most popular options strategies — from basic single-leg trades to\ncomplex multi-leg spreads."
      },
      {
        "title": "1. Directional Bullish Strategies",
        "body": "Long Call\n\nSetup: Buy 1 call option\nMax Profit: Unlimited\nMax Loss: Premium paid\nBreakeven: Strike + Premium\nBest For: Strong bullish conviction with defined risk\nGreeks: +Delta, +Vega, -Theta\n\nBull Call Spread (Debit Spread)\n\nSetup: Buy lower strike call, Sell higher strike call (same expiry)\nMax Profit: Width of spread - net debit\nMax Loss: Net debit paid\nBreakeven: Lower strike + net debit\nBest For: Moderate bullish view, lower cost than long call\nGreeks: +Delta (reduced), -Vega (reduced), -Theta (reduced)\n\nBull Put Spread (Credit Spread)\n\nSetup: Sell higher strike put, Buy lower strike put (same expiry)\nMax Profit: Net credit received\nMax Loss: Width of spread - net credit\nBreakeven: Higher strike - net credit\nBest For: Moderately bullish, income generation, high probability trade\nGreeks: +Delta, -Vega, +Theta\n\nCash-Secured Put\n\nSetup: Sell a put, hold cash to cover assignment\nMax Profit: Premium received\nMax Loss: Strike price - premium (stock going to zero)\nBreakeven: Strike - premium\nBest For: Willing to own stock at a discount, income generation\n\nSynthetic Long Stock\n\nSetup: Buy ATM call, Sell ATM put (same strike, same expiry)\nMax Profit: Unlimited\nMax Loss: Substantial (like owning stock)\nBest For: Bullish with less capital than buying stock"
      },
      {
        "title": "2. Directional Bearish Strategies",
        "body": "Long Put\n\nSetup: Buy 1 put option\nMax Profit: Strike - Premium (stock to zero)\nMax Loss: Premium paid\nBreakeven: Strike - Premium\nBest For: Strong bearish conviction, portfolio hedging\nGreeks: -Delta, +Vega, -Theta\n\nBear Put Spread (Debit Spread)\n\nSetup: Buy higher strike put, Sell lower strike put (same expiry)\nMax Profit: Width of spread - net debit\nMax Loss: Net debit paid\nBreakeven: Higher strike - net debit\nBest For: Moderate bearish view, lower cost than long put\n\nBear Call Spread (Credit Spread)\n\nSetup: Sell lower strike call, Buy higher strike call (same expiry)\nMax Profit: Net credit received\nMax Loss: Width of spread - net credit\nBreakeven: Lower strike + net credit\nBest For: Moderately bearish, income generation"
      },
      {
        "title": "3. Neutral / Range-Bound Strategies",
        "body": "Iron Condor\n\nSetup:\n\nSell OTM call + Buy further OTM call (bear call spread)\nSell OTM put + Buy further OTM put (bull put spread)\nAll same expiry\n\n\nMax Profit: Total net credit received\nMax Loss: Width of wider wing - total credit\nBreakeven: Two breakevens (upper and lower)\nBest For: Low volatility expected, range-bound market\nGreeks: -Delta (near zero), -Vega, +Theta\n\nIron Butterfly\n\nSetup:\n\nSell ATM call + Buy OTM call\nSell ATM put + Buy OTM put\nATM strikes are the same (body)\n\n\nMax Profit: Net credit (at expiry at body strike)\nMax Loss: Wing width - net credit\nBest For: Very tight range expected around current price, higher credit than condor\n\nShort Straddle\n\nSetup: Sell ATM call + Sell ATM put (same strike, same expiry)\nMax Profit: Total premium received\nMax Loss: Unlimited (on call side)\nBreakeven: Strike ± total premium\nBest For: Very low volatility expected — high risk, requires margin\nGreeks: -Vega (strong), +Theta (strong), near-zero Delta\n\nShort Strangle\n\nSetup: Sell OTM call + Sell OTM put (different strikes, same expiry)\nMax Profit: Total premium received\nMax Loss: Unlimited (on call side)\nBreakeven: Call strike + premium / Put strike - premium\nBest For: Low volatility, wider profit zone than short straddle, still high risk\n\nCovered Call\n\nSetup: Own 100 shares + Sell 1 OTM call\nMax Profit: (Call strike - stock cost) + premium\nMax Loss: Stock price - premium paid (stock goes to zero)\nBest For: Income generation on existing stock, mildly bullish to neutral\nGreeks: -Delta (capped), +Theta"
      },
      {
        "title": "4. Volatility Strategies (Volatility Long)",
        "body": "Long Straddle\n\nSetup: Buy ATM call + Buy ATM put (same strike, same expiry)\nMax Profit: Unlimited\nMax Loss: Total premium paid\nBreakeven: Strike ± total premium\nBest For: Big move expected but direction unknown (earnings, events)\nGreeks: Near-zero Delta, +Vega (strong), -Theta (strong)\n\nLong Strangle\n\nSetup: Buy OTM call + Buy OTM put (different strikes, same expiry)\nMax Profit: Unlimited\nMax Loss: Total premium paid (less than straddle)\nBreakeven: Wider than straddle\nBest For: Big move expected, cheaper than straddle, needs larger move to profit\n\nLong Guts\n\nSetup: Buy ITM call + Buy ITM put\nBest For: Rare; similar to straddle but higher premium, narrower loss zone"
      },
      {
        "title": "5. Advanced / Multi-Leg Strategies",
        "body": "Calendar Spread (Time Spread)\n\nSetup: Sell near-term option, Buy same-strike far-term option\nMax Profit: When stock at strike at near-term expiry\nMax Loss: Net debit paid\nBest For: Low near-term volatility, higher implied vol in back month\nGreeks: +Vega, +Theta (net positive theta from near-term short)\n\nDiagonal Spread\n\nSetup: Sell near-term option, Buy far-term option at different strike\nMax Profit: Variable\nBest For: Directional bias with theta decay benefit\n\nRatio Spread (Call Ratio / Put Ratio)\n\nSetup: Buy 1 option, Sell 2 options at higher/lower strike (same expiry)\nMax Profit: Selling strike area\nMax Loss: Can be unlimited on uncovered side\nBest For: Directional with expectation of limited move; advanced traders only\n\nButterfly Spread\n\nSetup:\n\nBuy 1 low strike, Sell 2 middle strikes, Buy 1 high strike\nAll same expiry, equidistant strikes\n\n\nMax Profit: At middle strike at expiry\nMax Loss: Net debit\nBest For: Precise target price with minimal risk\n\nJade Lizard\n\nSetup: Sell OTM put + Sell OTM call spread (bear call spread)\nMax Profit: Total credit received (no upside risk if credit > call spread width)\nMax Loss: Put strike - total credit (downside)\nBest For: Bullish to neutral, eliminates upside risk\n\nBroken Wing Butterfly\n\nSetup: Standard butterfly with unequal wing widths\nBest For: Directional bias with defined risk on one side, potential credit received\n\nPMCC (Poor Man's Covered Call)\n\nSetup: Buy deep ITM long-dated call (LEAPS), Sell near-term OTM call\nBest For: Simulates covered call at fraction of capital"
      },
      {
        "title": "Decision Framework: Which Strategy to Use?",
        "body": "Market Outlook\n├── Strongly Bullish\n│   ├── High conviction → Long Call\n│   ├── Defined risk/reward → Bull Call Spread\n│   └── Own stock → Covered Call (slight upside only)\n│\n├── Moderately Bullish\n│   ├── Income focus → Bull Put Spread (credit)\n│   └── Capital efficient → Bull Call Spread (debit)\n│\n├── Neutral / Sideways\n│   ├── Low volatility expected\n│   │   ├── Wide range → Iron Condor\n│   │   ├── Tight range → Iron Butterfly / Short Straddle\n│   │   └── Income on stock → Covered Call\n│   └── Elevated IV → Sell premium (straddle, condor)\n│\n├── Moderately Bearish\n│   ├── Income focus → Bear Call Spread (credit)\n│   └── Capital efficient → Bear Put Spread (debit)\n│\n├── Strongly Bearish\n│   ├── High conviction → Long Put\n│   └── Hedging portfolio → Long Put / Bear Put Spread\n│\n└── Big Move Expected (No Direction)\n    ├── High conviction → Long Straddle\n    └── Lower cost → Long Strangle"
      },
      {
        "title": "Greeks Quick Reference",
        "body": "GreekMeaningLong OptionsShort OptionsDeltaPrice sensitivity to underlying+ (calls) / - (puts)OppositeGammaRate of delta change+-ThetaTime decay per dayNegative (hurts you)Positive (helps you)VegaSensitivity to IV change+ (benefits from IV rise)- (hurt by IV rise)RhoSensitivity to interest ratesMinor for most retail tradesMinor"
      },
      {
        "title": "Key Metrics to Evaluate Any Strategy",
        "body": "Max Profit — What's the best case?\nMax Loss — What's the worst case?\nBreakeven(s) — Where must the stock be to not lose money?\nProbability of Profit (POP) — Statistical likelihood of making money\nRisk/Reward Ratio — Max profit ÷ Max loss\nDays to Expiration (DTE) — Optimal DTE per strategy\nImplied Volatility (IV) Rank — Is IV high (sell premium) or low (buy premium)?"
      },
      {
        "title": "IV Rank Guide",
        "body": "IV RankStrategy Preference< 20Buy premium (long straddle, long calls/puts)20–40Neutral, directional debit spreads40–60Credit spreads, iron condors> 60Sell premium (short straddle, strangle, iron condor)"
      },
      {
        "title": "Optimal DTE by Strategy Type",
        "body": "StrategyTypical DTEShort premium (condor, straddle)30–45 DTELong premium (straddle, calls)60–90 DTECalendar spreadNear: 7–14 DTE / Far: 30–60 DTELEAPS strategies6–24 monthsEarnings plays1–7 DTE"
      },
      {
        "title": "Output Format",
        "body": "When presenting a strategy analysis, always include:\n\nStrategy Name & Setup (exact legs with strikes, expiry)\nCost / Credit (net debit or net credit)\nMax Profit / Max Loss / Breakeven(s)\nProbability of Profit (if calculable)\nIdeal Market Scenario\nRisk Considerations\nAdjustment Ideas (if trade goes wrong)"
      },
      {
        "title": "Common Adjustments",
        "body": "Position Going WrongAdjustmentLong call losingRoll down or out, convert to spreadShort put being testedRoll down and out to collect more creditIron condor — one side testedRoll untested side toward price (inversion); or closeLong straddle not movingConvert to directional by closing one legCovered call in-the-moneyRoll call up and out for credit"
      }
    ],
    "body": "Options Strategies Skill\nOverview\n\nThis skill provides structured knowledge and step-by-step execution guidance for the most popular options strategies — from basic single-leg trades to complex multi-leg spreads.\n\nStrategy Taxonomy\n1. Directional Bullish Strategies\nLong Call\nSetup: Buy 1 call option\nMax Profit: Unlimited\nMax Loss: Premium paid\nBreakeven: Strike + Premium\nBest For: Strong bullish conviction with defined risk\nGreeks: +Delta, +Vega, -Theta\nBull Call Spread (Debit Spread)\nSetup: Buy lower strike call, Sell higher strike call (same expiry)\nMax Profit: Width of spread - net debit\nMax Loss: Net debit paid\nBreakeven: Lower strike + net debit\nBest For: Moderate bullish view, lower cost than long call\nGreeks: +Delta (reduced), -Vega (reduced), -Theta (reduced)\nBull Put Spread (Credit Spread)\nSetup: Sell higher strike put, Buy lower strike put (same expiry)\nMax Profit: Net credit received\nMax Loss: Width of spread - net credit\nBreakeven: Higher strike - net credit\nBest For: Moderately bullish, income generation, high probability trade\nGreeks: +Delta, -Vega, +Theta\nCash-Secured Put\nSetup: Sell a put, hold cash to cover assignment\nMax Profit: Premium received\nMax Loss: Strike price - premium (stock going to zero)\nBreakeven: Strike - premium\nBest For: Willing to own stock at a discount, income generation\nSynthetic Long Stock\nSetup: Buy ATM call, Sell ATM put (same strike, same expiry)\nMax Profit: Unlimited\nMax Loss: Substantial (like owning stock)\nBest For: Bullish with less capital than buying stock\n2. Directional Bearish Strategies\nLong Put\nSetup: Buy 1 put option\nMax Profit: Strike - Premium (stock to zero)\nMax Loss: Premium paid\nBreakeven: Strike - Premium\nBest For: Strong bearish conviction, portfolio hedging\nGreeks: -Delta, +Vega, -Theta\nBear Put Spread (Debit Spread)\nSetup: Buy higher strike put, Sell lower strike put (same expiry)\nMax Profit: Width of spread - net debit\nMax Loss: Net debit paid\nBreakeven: Higher strike - net debit\nBest For: Moderate bearish view, lower cost than long put\nBear Call Spread (Credit Spread)\nSetup: Sell lower strike call, Buy higher strike call (same expiry)\nMax Profit: Net credit received\nMax Loss: Width of spread - net credit\nBreakeven: Lower strike + net credit\nBest For: Moderately bearish, income generation\n3. Neutral / Range-Bound Strategies\nIron Condor\nSetup:\nSell OTM call + Buy further OTM call (bear call spread)\nSell OTM put + Buy further OTM put (bull put spread)\nAll same expiry\nMax Profit: Total net credit received\nMax Loss: Width of wider wing - total credit\nBreakeven: Two breakevens (upper and lower)\nBest For: Low volatility expected, range-bound market\nGreeks: -Delta (near zero), -Vega, +Theta\nIron Butterfly\nSetup:\nSell ATM call + Buy OTM call\nSell ATM put + Buy OTM put\nATM strikes are the same (body)\nMax Profit: Net credit (at expiry at body strike)\nMax Loss: Wing width - net credit\nBest For: Very tight range expected around current price, higher credit than condor\nShort Straddle\nSetup: Sell ATM call + Sell ATM put (same strike, same expiry)\nMax Profit: Total premium received\nMax Loss: Unlimited (on call side)\nBreakeven: Strike ± total premium\nBest For: Very low volatility expected — high risk, requires margin\nGreeks: -Vega (strong), +Theta (strong), near-zero Delta\nShort Strangle\nSetup: Sell OTM call + Sell OTM put (different strikes, same expiry)\nMax Profit: Total premium received\nMax Loss: Unlimited (on call side)\nBreakeven: Call strike + premium / Put strike - premium\nBest For: Low volatility, wider profit zone than short straddle, still high risk\nCovered Call\nSetup: Own 100 shares + Sell 1 OTM call\nMax Profit: (Call strike - stock cost) + premium\nMax Loss: Stock price - premium paid (stock goes to zero)\nBest For: Income generation on existing stock, mildly bullish to neutral\nGreeks: -Delta (capped), +Theta\n4. Volatility Strategies (Volatility Long)\nLong Straddle\nSetup: Buy ATM call + Buy ATM put (same strike, same expiry)\nMax Profit: Unlimited\nMax Loss: Total premium paid\nBreakeven: Strike ± total premium\nBest For: Big move expected but direction unknown (earnings, events)\nGreeks: Near-zero Delta, +Vega (strong), -Theta (strong)\nLong Strangle\nSetup: Buy OTM call + Buy OTM put (different strikes, same expiry)\nMax Profit: Unlimited\nMax Loss: Total premium paid (less than straddle)\nBreakeven: Wider than straddle\nBest For: Big move expected, cheaper than straddle, needs larger move to profit\nLong Guts\nSetup: Buy ITM call + Buy ITM put\nBest For: Rare; similar to straddle but higher premium, narrower loss zone\n5. Advanced / Multi-Leg Strategies\nCalendar Spread (Time Spread)\nSetup: Sell near-term option, Buy same-strike far-term option\nMax Profit: When stock at strike at near-term expiry\nMax Loss: Net debit paid\nBest For: Low near-term volatility, higher implied vol in back month\nGreeks: +Vega, +Theta (net positive theta from near-term short)\nDiagonal Spread\nSetup: Sell near-term option, Buy far-term option at different strike\nMax Profit: Variable\nBest For: Directional bias with theta decay benefit\nRatio Spread (Call Ratio / Put Ratio)\nSetup: Buy 1 option, Sell 2 options at higher/lower strike (same expiry)\nMax Profit: Selling strike area\nMax Loss: Can be unlimited on uncovered side\nBest For: Directional with expectation of limited move; advanced traders only\nButterfly Spread\nSetup:\nBuy 1 low strike, Sell 2 middle strikes, Buy 1 high strike\nAll same expiry, equidistant strikes\nMax Profit: At middle strike at expiry\nMax Loss: Net debit\nBest For: Precise target price with minimal risk\nJade Lizard\nSetup: Sell OTM put + Sell OTM call spread (bear call spread)\nMax Profit: Total credit received (no upside risk if credit > call spread width)\nMax Loss: Put strike - total credit (downside)\nBest For: Bullish to neutral, eliminates upside risk\nBroken Wing Butterfly\nSetup: Standard butterfly with unequal wing widths\nBest For: Directional bias with defined risk on one side, potential credit received\nPMCC (Poor Man's Covered Call)\nSetup: Buy deep ITM long-dated call (LEAPS), Sell near-term OTM call\nBest For: Simulates covered call at fraction of capital\nDecision Framework: Which Strategy to Use?\nMarket Outlook\n├── Strongly Bullish\n│   ├── High conviction → Long Call\n│   ├── Defined risk/reward → Bull Call Spread\n│   └── Own stock → Covered Call (slight upside only)\n│\n├── Moderately Bullish\n│   ├── Income focus → Bull Put Spread (credit)\n│   └── Capital efficient → Bull Call Spread (debit)\n│\n├── Neutral / Sideways\n│   ├── Low volatility expected\n│   │   ├── Wide range → Iron Condor\n│   │   ├── Tight range → Iron Butterfly / Short Straddle\n│   │   └── Income on stock → Covered Call\n│   └── Elevated IV → Sell premium (straddle, condor)\n│\n├── Moderately Bearish\n│   ├── Income focus → Bear Call Spread (credit)\n│   └── Capital efficient → Bear Put Spread (debit)\n│\n├── Strongly Bearish\n│   ├── High conviction → Long Put\n│   └── Hedging portfolio → Long Put / Bear Put Spread\n│\n└── Big Move Expected (No Direction)\n    ├── High conviction → Long Straddle\n    └── Lower cost → Long Strangle\n\nGreeks Quick Reference\nGreek\tMeaning\tLong Options\tShort Options\nDelta\tPrice sensitivity to underlying\t+ (calls) / - (puts)\tOpposite\nGamma\tRate of delta change\t+\t-\nTheta\tTime decay per day\tNegative (hurts you)\tPositive (helps you)\nVega\tSensitivity to IV change\t+ (benefits from IV rise)\t- (hurt by IV rise)\nRho\tSensitivity to interest rates\tMinor for most retail trades\tMinor\nKey Metrics to Evaluate Any Strategy\nMax Profit — What's the best case?\nMax Loss — What's the worst case?\nBreakeven(s) — Where must the stock be to not lose money?\nProbability of Profit (POP) — Statistical likelihood of making money\nRisk/Reward Ratio — Max profit ÷ Max loss\nDays to Expiration (DTE) — Optimal DTE per strategy\nImplied Volatility (IV) Rank — Is IV high (sell premium) or low (buy premium)?\nIV Rank Guide\nIV Rank\tStrategy Preference\n< 20\tBuy premium (long straddle, long calls/puts)\n20–40\tNeutral, directional debit spreads\n40–60\tCredit spreads, iron condors\n> 60\tSell premium (short straddle, strangle, iron condor)\nOptimal DTE by Strategy Type\nStrategy\tTypical DTE\nShort premium (condor, straddle)\t30–45 DTE\nLong premium (straddle, calls)\t60–90 DTE\nCalendar spread\tNear: 7–14 DTE / Far: 30–60 DTE\nLEAPS strategies\t6–24 months\nEarnings plays\t1–7 DTE\nOutput Format\n\nWhen presenting a strategy analysis, always include:\n\nStrategy Name & Setup (exact legs with strikes, expiry)\nCost / Credit (net debit or net credit)\nMax Profit / Max Loss / Breakeven(s)\nProbability of Profit (if calculable)\nIdeal Market Scenario\nRisk Considerations\nAdjustment Ideas (if trade goes wrong)\nCommon Adjustments\nPosition Going Wrong\tAdjustment\nLong call losing\tRoll down or out, convert to spread\nShort put being tested\tRoll down and out to collect more credit\nIron condor — one side tested\tRoll untested side toward price (inversion); or close\nLong straddle not moving\tConvert to directional by closing one leg\nCovered call in-the-money\tRoll call up and out for credit"
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    "license": null,
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