Trading and investing

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. Trading analysis or dry-run only; live data and broker access require separately available host tools.

Works with the context you provideVersion 1.0.0

Ib Report Delta Adjusted Notional Exposure

First read and apply `references/chiefos-runtime.md`. Choose the source method below that matches the requested outcome and available evidence; do not execute every alternate provider path.

staskh: ib-report-delta-adjusted-notional-exposure

Load `references/staskh/ib-report-delta-adjusted-notional-exposure/SKILL.md` for the complete method, required inputs, ordered decisions, and output contract. Resolve its local resources beneath the same directory.

For upstream sibling names, resolve the canonical skill and source entrypoint with `references/source-routing.json`. Load sibling resources from that canonical skill; do not assume the original directory name is independently installed.