Trading_skills ib-report-delta-adjusted-notional-exposure

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.

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 "$T/.claude/skills/ib-report-delta-adjusted-notional-exposure" ~/.claude/skills/staskh-trading-skills-ib-report-delta-adjusted-notional-exposure && rm -rf "$T"

manifest: .claude/skills/ib-report-delta-adjusted-notional-exposure/SKILL.md

source content

IB Delta-Adjusted Notional Exposure Report

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

Prerequisites

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

Paper trading: port 7497
Live/Production trading: port 7496

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: 7496 for live trading, use 7497 for paper)

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

# Live trading (default port 7496)
uv run python scripts/delta_exposure.py

# Paper trading (port 7497)
uv run python scripts/delta_exposure.py --port 7497