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OptionsRealTime

OptionSmart AI

OptionSmart AI turns your live OptionsRealTime portfolio into a structured brief you can analyze with the AI of your choice. The brief captures exposure metrics and pricing information at the account, underlying, and position level and includes vol and price scenarios. Values aggregate across the accounts selected in the account selector.

Account numbers and personal information are never included. Nothing is sent to OptionsRealTime servers. The brief only leaves your machine when you paste it.

OptionSmart AI

Toolbar

Section titled “Toolbar”
  • View selector: switch between named configurations
  • Reload: reload the current view
  • Save: save the current configuration
  • View Actions (hamburger menu): Save As, Rename, and Delete the current view
  • Font size: controls the size of the output text
  • System Defaults: load a system default Definition, Context, Strategy, and Prompt selection
  • Account indicator: shows the accounts contributing to the brief, reflecting the account selector

Building the Brief

Section titled “Building the Brief”

The brief is assembled in four stages, each available as a tab. Move through them in any order, then click Generate.

Definitions

Section titled “Definitions”

A description block of every metric included in the brief, so the AI can interpret each field correctly. Covers ORT-specific fields such as Delta$ (ORT), Theta2 ORT, Margin Cushion Ratio, and the Notional variants, alongside IBKR-reported fields. Also includes the model conventions (IBKR vs ORT), sign conventions for Greeks, the notional vs risk caveat, the after-hours / pre-market PnL caveat that tells the AI how to estimate actual position impact using Delta$ (ORT) when IBKR daily PnL is unreliable, and the IRA account caveat noting that margin fields for IRA accounts reflect cash collateral only, not leverage.

Context

Section titled “Context”

Analytical context that tells the AI how to weight and prioritize the portfolio snapshot. The default configuration organizes metrics into three tiers:

  • Primary: metrics the AI should lead analysis with, such as Net Liquidation (ORT Realtime), NLV Daily % Change, Daily PnL (IBKR), Delta$ (ORT), Theta2 ORT, Vega (ORT), Excess Liquidity (individual accounts only), Margin Cushion Ratio (individual accounts only), Extrinsic Value Total, Notional, and Stock Market Value
  • Secondary: supporting context including IBKR analytical Greeks (for comparison to ORT), Unrealized/Realized PnL, Cost Basis, Intrinsic Value, Rho, and instrument/position types
  • Reference only: fields not to lead with, such as Full (overnight) margin, Lookahead margin, Accrued/FX Cash, Bond/Bill/Fund/Warrant, Futures PnL, and Net Dividend

Context also covers four important notes the AI should apply during analysis:

  • Notional vs risk: do not alarm on high notional/NLV ratios alone; assess from scenarios
  • Model differences (IBKR vs ORT): both models are provided; ORT (QuantLib) is more accurate, IBKR is what drives margin; note divergences, especially for theta
  • Strategy agnosticism: make no strategy assumptions unless the Strategy section states one
  • IRA accounts: IRA accounts operate on a cash basis; margin fields reflect cash collateral only, not leverage. Low Excess Liquidity or Available Funds in an IRA is not a margin risk. Only Individual accounts carry true margin risk.

Strategy

Section titled “Strategy”

Prepopulated by default with a description of an income-focused options strategy: selling short puts and calls at small deltas to reduce exercise risk, IRA accounts kept conservative with lower leverage, margin accounts running more theta, risk managed by rolling short calls up in strike and out in expiry and short puts down in strike and out in expiry, with short put notional flagged as especially critical in declining markets where IV spikes. Edit, delete, or rewrite to match your own strategy.

Prompt

Section titled “Prompt”

The questions and directives sent to the AI. The default prompt opens with an after-hours / pre-market note instructing the AI to treat Daily PnL [IBKR] as unreliable outside regular trading hours and to estimate actual impact with Delta$ [ORT]. It then lists the default questions:

  • For each account, describe what it holds and how it is positioned directionally.
  • What are the three most significant risks across all accounts right now?
  • For each risk, cite the specific metrics such as PnL or Greeks that support your assessment.
  • Which underlying’s PnL are the most sensitive to volatility or underlying price shifts?
  • Which underlying has the biggest risk if implied volatilities move to 50% or 75% and the underlying price moves by 20%?
  • Which accounts or underlyings (including all aggregated options for that underlying) performed well today? Which performed poorly? Why?
  • What is the single most important thing I should be paying attention to right now?

Edit, delete, or rewrite as needed. If left unchanged, the AI is instructed to answer all of them. Be as concise or specific as required.

Generate

Section titled “Generate”

Click Generate to build the brief from current live data. The output appears in the OUTPUT area and is editable before copying. The header shows the line count.

Output

Section titled “Output”
  • Copy to Clipboard: copy the output to your clipboard
  • Download .txt: save the output as a text file
  • Clear: empty the output area

Open in

Section titled “Open in”

One-click launcher that opens the chosen AI in a new tab with the brief ready to paste:

  • Claude
  • ChatGPT
  • Gemini
  • Grok

Privacy

Section titled “Privacy”
  • Account numbers are never included
  • No personal information is written to the output
  • Nothing is sent to OptionsRealTime servers
  • The brief only leaves your machine when you paste it into an AI tool

Editing the Output

Section titled “Editing the Output”

The output area is editable before you copy. Trim sections, add notes, or rewrite the prompt. What ends up on your clipboard is exactly what you see.