Documentation
README
LLMQuant Options
This category routes option, volatility, hedge, and options-backtest workflows.
Routing Rules
- Identify ticker, expiration, strikes, direction, horizon, risk budget, and strategy constraints.
- Select the closest workflow below.
- Open only the selected workflow and relevant scripts/assets.
- Use LLMQuant Data for prices, option chains, IV history, Greeks, option flow, earnings, and event inputs.
- Report timestamps, contract metadata, data windows, assumptions, stale notices, and missing inputs.
Workflow Index
This is the opening of the README. Read the full README on GitHub.