> For the complete documentation index, see [llms.txt](https://puregamma-ai.gitbook.io/puregamma-ai/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://puregamma-ai.gitbook.io/puregamma-ai/gong-neng-zhi-nan/qi-quan-yan-jiu.md).

# 期权研究

期权模块围绕「Long Gamma」叙事:寻找定价偏低、凸性有利的期权机会。

## Long Gamma 候选

* 覆盖 BTC / ETH,数据来自 Deribit 期权链。
* 页面展示候选的到期、行权价、权利金、隐含波动率与评分,支持刷新。
* 卡片标注研究性质:**不构成建仓建议**,下单请在持牌交易所自行完成。

## 财报 Gamma(股票)

* 提供美股财报日历与临近财报的波动率机会分析。
* 结果有缓存(约 8 天),避免重复消耗 LLM 额度;过期自动重算。

## 使用建议

1. 先用 Agent 的 `options_analysis` 技能做定性分析,再对照候选列表。
2. 关注隐含波动率相对历史波动率的折溢价,而不是绝对价格高低。
3. 财报窗口的凸性交易注意时间价值衰减与流动性。


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# Agent Instructions
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