Speculative Markets

Derivatives: 10 AI prompts for finance workflows

Use these Derivatives prompts to move from a rough finance task to a clearer, copy-ready AI workflow.

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Copy-ready Derivatives finance prompts

Universal Derivatives Strategy & Risk Blueprint

Universal template Medium

Builds a complete derivatives plan (options/futures/perps/CFDs) tailored to your market, account, and risk limits.

ID 121

Act as a professional derivatives trading mentor and risk manager. I trade instrument type: options/futures/perpetuals/CFDs on crypto market in United States. My account size is 4 hours, experience level is beginner/intermediate/advanced, and my goal is hedging/income/speculation. Design a complete derivatives blueprint: suitable instruments for my profile, margin/leverage rules I should adopt, position sizing, max loss limits, liquidation/assignment risk controls (if relevant), entry/exit framework, volatility considerations, event risk rules, and a weekly review process. Ask clarifying questions if needed.

“How Can I Blow Up?” Margin, Leverage & Liquidation Stress Test

Pro

Converts leverage into a worst-case survival plan: maintenance margin, liquidation distance, and what moves would wipe you out.

ID 122

Act as a derivatives risk engineer. I’m considering a position: long/short, on instrument, with leverage, entry at $10,000, collateral in ETF portfolio, and maintenance margin of if known. Build a stress test: estimate liquidation risk drivers (price move, funding/fees, collateral volatility), calculate “distance to danger” under multiple scenarios (fast wick, slow drift, gap), propose safer sizing/leverage, and give a pre-trade checklist that ensures I can survive a nasty move without panic decisions.

Options Greeks That Actually Drive Decisions (Not Definitions)

Pro

Turns Greeks into practical trade selection rules: what Delta/Theta/Vega/Gamma imply for your setup and holding time.

ID 123

Act as an options trader and teacher. My strategy idea is buy calls/puts, sell premium, spreads, hedges, and my holding time is intraday/swing/30-60 DTE. Explain how to use Delta, Gamma, Theta, Vega (and Rho if relevant) to: choose strike and expiry, predict what hurts me most (time decay vs vol crush vs gamma risk), set realistic profit expectations, define exit triggers. End with a “Greek-based selection checklist” I can reuse.

Implied Volatility & “IV Crush” Planner (Before Earnings/Events)

Pro

Helps traders avoid the classic trap: correct direction, wrong volatility.

ID 124

Act as an options volatility strategist. I want to trade ETF portfolio around event: earnings/macro announcement/product launch. My idea is long options/short options/spread/straddle/strangle/iron condor. Build a plan that includes: IV context (high/low relative), vega exposure, event risk, expected move logic (if I provide it), and a trade structure that fits my view. Include: best-case, base-case, worst-case outcomes and clear exit rules for each.

Assignment & Exercise Survival Guide (Spreads, Early Assignment, Dividends)

Pro

Prevents “I got assigned, now what?” panic by creating an action plan for assignment scenarios and broker behavior.

ID 125

Act as an options risk manager. I’m trading covered calls/cash-secured puts/credit spreads/debit spreads/calendars/diagonals on underlying. Create an assignment survival guide: when assignment is likely vs unlikely (based on extrinsic value/time/events), what happens if one leg is assigned in a spread, how to respond step-by-step (close, exercise long leg, roll, convert position), how dividends or borrow costs can change risk, a pre-expiration checklist to avoid forced liquidation surprises.

Futures Contract Specs & Rollover Playbook

Beginner

Makes futures practical: tick value, contract size, session, margin, and how to roll without confusion.

ID 126

Act as a futures trading mentor. I want to trade ETF portfolio with a holding period of intraday/multi-day. Explain contract specs I must know (tick size, tick value, contract multiplier, trading hours, margin types) and build a rollover playbook: when to roll, how volume/open interest shifts, what “roll yield” can do, and a checklist to avoid trading the wrong contract month.

Perpetual Futures Funding Rate Strategy & Risk Lens

Pro

Turns funding from “mystery fee” into a measurable factor: cost, edge, and when it signals crowded positioning.

ID 127

Act as a crypto perp specialist. I trade ETF portfolio perps on crypto market. My holding time is 4 hours and leverage is 4 hours. Build a funding-rate framework: how to estimate funding cost over time, how funding interacts with liquidation risk and collateral drift, when funding becomes a “don’t trade” condition, how to use extreme funding as a sentiment/crowding signal (without overfitting), and a risk rulebook for holding perps through volatile periods.

Options Strategy Selector (Spreads vs Naked vs Defined Risk)

Medium

Helps traders choose structures that match their view and constraints (capital, margin, risk, time).

ID 128

Act as a derivatives strategist. My market view is: direction bullish/bearish/neutral, volatility rising/falling/uncertain, time horizon 4 hours, and max risk I accept is Y. Recommend the best-matching structures among: long options, vertical spreads, calendars/diagonals, straddles/strangles, iron condors, covered strategies. For each suggested structure, explain why it fits, what can go wrong, required margin/collateral considerations, and exact entry/exit rules.

Hedging Blueprint (Protect a Spot Portfolio With Derivatives)

Medium

Designs hedges using options/futures/perps to reduce drawdown without accidentally over-hedging.

ID 129

Act as a portfolio hedging engineer. My portfolio is: ETF portfolio, my risk fear is crash/slow bleed/vol spike, and my hedge budget is 4 hours. Design 2–3 hedging approaches using derivatives (options/futures/perps), with: hedge ratio logic, cost vs protection tradeoffs, trigger conditions to add/remove hedge, and how to measure hedge effectiveness over time.

Derivatives Trading Journal & Post-Mortem (Edge vs Complexity)

Pro

Builds a derivatives-specific journal to catch the real killers: fees, slippage, vol regime shifts, gamma traps, and rule breaks.

ID 130

Act as a derivatives performance analyst. Create a journal template specifically for derivatives that captures: structure type, Greeks exposure (or proxy), vol regime, event exposure, funding/borrow/fees, margin utilization, liquidation/assignment risk controls, and rule adherence. Then give me a weekly review routine that identifies: what actually made money (edge) vs what looked smart but failed (complexity), and outputs one improvement rule per week.

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