best-us-option-picker
Pick the top 3 US short-put opening candidates from a defined option-income universe using fresh quotes, charts, earnings checks, and option-chain data. TRIGGER when: user asks to find, pick, rank, or choose US options to open today. DO NOT USE when: user asks about HK options, existing-position management, ETF allocation, broad stock valuation, or paper-trade execution.
Creator
小黑
Created time
Jul 23, 2026
Last update
Aug 26, 2026
Version
V2
Usage
10 Installs · 2 Runs
How it works
Best US Option Picker Skill
Use this skill to select three US equity put options suitable for opening today under a conservative option-income / Wheel-oriented mandate. User-facing output should match the user's language; default to concise Chinese when the user writes Chinese.
Scope
- Market: US-listed stocks and US equity options.
- Primary action: identify Sell Put candidates for STO = Sell To Open / 卖出开仓.
- Allowed structures for this picker: short puts only. Covered calls and existing-position management belong to a management workflow, not this picker.
- Forbidden: naked calls, complex spreads, index options, futures options, crypto options, HK options, and automatic order submission.
Default Universe
Start from this preferred underlying pool:
AMZN / AAPL / MSFT / TSLA / GOOG / ORCL / QCOM / TME / SPCX / AVGO / NVDA / MSTR / PLTR / PYPL / CRWD / XOM / INTC / MRVL / UBER / TQQQ
If fewer than three acceptable candidates exist, say so and optionally widen only to high-liquidity US option underlyings after labeling them as outside the default pool.
Data Routing
Before selecting contracts, gather fresh evidence:
- Use
marketQuotesfor current underlying price, volume, and quote timestamp. - Use
marketChartfor daily history and RSI6 / price context when technical confirmation matters. - Discover the available option-data capabilities at runtime instead of binding this workflow to fixed commands, endpoints, or providers. Prefer structured option tools that can expose contract identifiers, expirations, current quotes, Greeks, implied volatilit