alphagbm-duan-analysis

AlphaGBM Duan Yongping Analysis

Instant Duan-style framing for a single ticker. Three scoped outputs:

1. Sell Put — if you're "willing to buy at $X", what does selling a Put at $X actually pay, and how does the cost basis work out if assigned?
2. Covered Call — if you hold 100 shares, what yield can you pick up by selling a ~5% OTM Call 25-50 DTE? If called away, what's the total return?
3. Panic Buy Context — what's VIX telling us right now? Are we at Duan's "extreme fear = extreme opportunity" tier (VIX ≥ 35), or is this a wait?

Each panel is tailored to the Duan framework: seller-only, rent-collection, holding quality companies indefinitely, and treating extreme VIX spikes as opportunity rather than threat.

Why This Is a Separate Skill

The generic alphagbm-options-strategy can compute any spread. But Duan Yongping's style has three very specific moves and a very specific philosophy. This skill packages that philosophy into a single call with Chinese-native copy that fits how Chinese retail investors actually talk about these trades.

How to Use

Input:

• ticker (required)
• buy_price (optional) — your "I'd happily buy at this price" level; defaults to spot × 0.95 if omitted

Output (each panel may be null if no suitable contract exists):

• sell_put: {strike, premium, annualized_yield_pct, if_assigned_cost_basis, delta, dte}
• covered_call: {strike, premium, annualized_yield_pct, upside_cap_pct, total_return_if_called_pct, dte}
• panic_buy: {vix, level, signal (bool), action_zh, action_en}
  • level ∈ normal / caution / extreme_fear
  • signal = true when VIX ≥ 35 (Duan-buy tier)

Plus meta: ticker, stock_price, expiry_date, dte, timestamp.

Example Queries

• Duan Yongping style AAPL — All three panels for Apple
• sell put NVDA willing to buy at 110 — Sell-Put sized for $110 entry
• covered call yield on TSLA — CC analysis at current price
• is VIX at Duan buy level — Panic-Buy panel alone (can also use alphagbm-vix-status)
• should I sell AAPL put at 180 — Sell-Put analysis at specific strike

Mock Data

Mock data in mock-data/duan-analysis/ — sample for AAPL with a 180 buy price.

API Endpoint

GET /api/options/duan-analysis?ticker={SYMBOL}&buy_price={PRICE}

Query params:

• ticker (required)
• buy_price (optional, float) — your preferred entry strike for Sell Put; defaults to spot × 0.95

Response shape:

{
  "success": true,
  "ticker": "AAPL",
  "stock_price": 185.4,
  "expiry_date": "2026-06-20",
  "dte": 41,
  "sell_put": {
    "strike": 180.0,
    "premium": 2.45,
    "annualized_yield_pct": 12.1,
    "implied_vol": 0.24,
    "delta": -0.28,
    "open_interest": 4821,
    "volume": 312,
    "if_assigned_cost_basis": 177.55,
    "dte": 41
  },
  "covered_call": {
    "strike": 195.0,
    "premium": 2.10,
    "annualized_yield_pct": 10.1,
    "implied_vol": 0.22,
    "delta": 0.32,
    "open_interest": 3200,
    "volume": 198,
    "upside_cap_pct": 5.18,
    "total_return_if_called_pct": 6.31,
    "dte": 41
  },
  "panic_buy": {
    "vix": 18.7,
    "level": "normal",
    "signal": false,
    "action_zh": "VIX 18.7 偏平静。段永平风格下此水位更适合卖 Put 等跌到心理价位，而不是主动抄底。",
    "action_en": "VIX 18.7 is calm. Duan-style strategy prefers Sell-Put \"waiting\" over proactive buying at this level."
  },
  "timestamp": "2026-04-24T08:00:00"
}

Pricing: 1 option-analysis credit per call; 5-min cache per (ticker, buy_price) pair.

Related Skills

Skill	Relevance
alphagbm-vix-status	Standalone VIX-tier read (Panic-Buy panel uses same classification)
alphagbm-options-score	Broader multi-factor options scoring (not Duan-specific)
alphagbm-options-strategy	Custom multi-leg strategies

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