Trading_skills ib-find-short-roll

Find roll options for existing short positions OR find best covered call/put to open against long stock. Use when user asks about rolling shorts, finding roll candidates, writing covered calls, or managing option positions. Requires TWS or IB Gateway running locally.

install

source · Clone the upstream repo

git clone https://github.com/staskh/trading_skills

Claude Code · Install into ~/.claude/skills/

T=$(mktemp -d) && git clone --depth=1 https://github.com/staskh/trading_skills "$T" && mkdir -p ~/.claude/skills && cp -r "$T/.claude/skills/ib-find-short-roll" ~/.claude/skills/staskh-trading-skills-ib-find-short-roll && rm -rf "$T"

manifest: .claude/skills/ib-find-short-roll/SKILL.md

source content

IB Find Short Roll

Analyze roll options for short positions or find best short options to open against long stock using real-time data from Interactive Brokers.

Prerequisites

User must have TWS or IB Gateway running locally with API enabled:

Paper trading: port 7497
Live trading: port 7496

Instructions

Step 1: Gather Data

Note: If
uv
is not installed or
pyproject.toml
is not found, replace
uv run python
with
python
in all commands below.

uv run python scripts/roll.py SYMBOL [--strike STRIKE] [--expiry YYYYMMDD] [--right C|P] [--port PORT] [--account ACCOUNT]

The script returns JSON to stdout with all position and candidate 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/

Step 3: Report Results

Present key findings to the user: recommended position, credit/debit, and the saved report path.

Behavior

If short option position exists (
```
mode: "roll"
```
): Analyzes roll candidates to different expirations/strikes
If long option position exists (
```
mode: "spread"
```
): Finds best short call/put to create a vertical spread
If long stock exists (
```
mode: "new_short"
```
): Finds best covered call (or protective put) to open
If none of the above: Returns error (use --strike/--expiry to specify manually)

Arguments

```
SYMBOL
```
- Ticker symbol (e.g., GOOG, AAPL, TSLA)
```
--strike
```
- Current short strike price (optional, auto-detects from portfolio)
```
--expiry
```
- Current short expiration in YYYYMMDD format (optional, auto-detects)
```
--right
```
- Option type: C for call, P for put (default: C)
```
--port
```
- IB port (default: 7496 for live trading)
```
--account
```
- Specific account ID (optional)

JSON Output

The script outputs JSON with

mode

field indicating the analysis type:

Common Fields

```
success
```
- Boolean
```
generated
```
- Timestamp
```
mode
```
- "roll", "spread", or "new_short"
```
symbol
```
- Ticker
```
underlying_price
```
- Current stock price
```
earnings_date
```
- Next earnings date or null
```
expirations_analyzed
```
- List of expiry dates checked

Mode-specific Fields

roll:

current_position

buy_to_close

roll_candidates

(dict of expiry -> candidates)

spread:
```
long_option
```
,
```
right
```
,
```
candidates_by_expiry
```
new_short:
```
long_position
```
,
```
right
```
,
```
candidates_by_expiry
```

Example Usage

# Auto-detect GOOG position (short option, long option, or long stock)
uv run python scripts/roll.py GOOG --port 7496

# Specify exact short position to roll
uv run python scripts/roll.py GOOG --strike 350 --expiry 20260206 --right C

# Find short call to sell against long call (vertical spread)
uv run python scripts/roll.py AUR --right C

# Find covered put for long stock
uv run python scripts/roll.py TSLA --right P

Dependencies

```
ib-async
```
```
yfinance
```