staskh
staskh / ib_0dte
369Find and place the best 0DTE (zero-days-to-expiration) credit spreads from Interactive Brokers. Default execution route is the EMA9/EMA21 + VIX/VXN regime strategy (ema_vix_0dte.py), which auto-selects bull_put or bear_call from a bare EMA cross and skips the trade when the vol index is elevated (VX…
staskh / ib-stop-loss
369Downside stop-loss management for PMCC, naked LEAPS, and stock positions in IB. Computes stop prices, detects alerts, and places conditional combo orders. Dry-run by default. Requires TWS or IB Gateway running locally.
staskh / ib-trailing-stop
369Server-side trailing stop management for stocks and naked LEAPS in IB. Places native TRAIL orders that auto-ratchet the stop as price climbs. Dry-run by default. Requires TWS or IB Gateway running locally.
staskh / ib-pmcc-advisor
369Analyze PMCC (Poor Man's Covered Call / diagonal spread) positions from IB portfolio. For each diagonal spread, reports short leg risk (delta, IV, assignment probability), daily P&L projections, top-3 roll candidates, and a side-by-side comparison table. Requires TWS or IB Gateway running locally.
staskh / scanner-pmcc
369Scan stocks for Poor Man's Covered Call (PMCC) suitability. Analyzes LEAPS and short call options for delta, liquidity, spread, IV, yield, trend direction, and earnings proximity
staskh / ib-trades-history
369Fetch trade executions from Interactive Brokers filtered by account, date range, or symbol. Supports live API (~7 days history) and FlexReport (full history)
staskh / ib-collar
369Generate tactical collar strategy reports for protecting PMCC positions through earnings or high-risk events. Requires TWS or IB Gateway running locally.
staskh / ib-report-delta-adjusted-notional-exposure
369Report delta-adjusted notional exposure across all IBKR accounts. Calculates option deltas using Black-Scholes and reports long/short exposure by account and underlying
staskh / ib-option-chain
369Get option chain data from Interactive Brokers for equities, ETFs, and futures (FOP), including calls and puts with strikes, bids, asks, volume, implied volatility, and model Greeks