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Derivatives: 10 AI prompts for finance workflows

Use these Derivatives prompts to turn a loosely defined finance task into a clearer, copy-ready AI workflow.

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Copy-ready Derivatives finance prompts

Universal Derivatives Strategy and Risk Plan

Universal template Medium

Builds a derivatives plan around instrument mechanics, objective, experience, loss capacity, margin, leverage, and instrument-specific risks.

ID 121
Act as a derivatives and risk-management specialist. I trade instrument type: options/futures/perpetuals/CFDs on the crypto market from United States. My account is 4 hours, my experience is beginner/intermediate/advanced, and my objective is hedging/income/speculation. Ask for missing facts, then define instrument selection, margin, leverage, position size, maximum loss, liquidation or assignment controls, entries, exits, volatility, event risk, and weekly review. Show loss scenarios as clearly as potential gains.

Margin, Leverage, and Liquidation Stress Test

Beginner

Turns a leveraged position into adverse price, funding, fee, gap, and collateral scenarios to test whether the margin buffer is adequate.

ID 122
Act as a derivatives risk engineer. I am considering a long/short position in instrument with leverage, entry at $10,000, collateral in ETF portfolio, and maintenance margin of if known. Estimate the distance to critical levels under a fast move, slow drift, gap, and collateral-price shock; include funding, fees, liquidity, and liquidation mechanics. Propose more conservative size or leverage and finish with a pre-trade checklist.

Applying Options Greeks to Decisions

Pro

Connects delta, gamma, theta, vega, and rho to strike, expiry, holding period, scenario exposure, and exit decisions.

ID 123
Act as an options educator. My strategy idea is buy calls/puts, sell premium, spreads, hedges and my holding period is intraday/swing/30-60 DTE. Explain how delta, gamma, theta, vega, and rho where relevant affect strike and expiry selection, time decay, implied-volatility changes, path dependence, and risk near expiration. Use scenarios rather than point forecasts and end with a reusable pre-trade and exit checklist.

Implied Volatility and Post-Event IV Crush

Pro

Examines whether a view on direction and volatility fits an event trade and makes maximum loss, liquidity, and scenario exposure explicit.

ID 124
Act as an options-volatility strategist. I want to trade ETF portfolio around event: earnings/macro announcement/product launch using long options/short options/spread/straddle/strangle/iron condor. Use a current options-chain snapshot from a named source and state its timestamp and market session. Assess implied volatility relative to history and peers, expected move, vega and gamma exposure, liquidity, skew, and event gap risk. If current data is unavailable, request a snapshot instead of inventing values. Compare favorable, base, and adverse scenarios and define maximum loss and exit rules for each.

Options Assignment and Exercise Guide

Pro

Prepares for early assignment, exercise, dividends, borrow costs, broker rules, and the consequences of assignment on one leg of a spread.

ID 125
Act as an options risk manager. I trade covered calls/cash-secured puts/credit spreads/debit spreads/calendars/diagonals on underlying. Explain when assignment may occur, what happens if one leg of a spread is assigned, and the operational alternatives and risks of closing, exercising, rolling, or converting the position. Cover dividends, borrow costs, liquidity, margin, taxes that may require review, and broker-specific rules. End with a pre-expiration checklist.

Futures Contract Specifications and Rollover

Medium

Explains tick value, multiplier, trading session, margin, settlement, expiration, and how to roll without confusing exposure or cost.

ID 126
Act as a futures educator. I want to trade ETF portfolio with a holding period of intraday/multi-day. Explain tick size and value, contract multiplier, trading hours, margin, price limits, settlement, and expiration. Build a rollover process using volume, open interest, term structure, calendar spread, and roll cost or benefit, with checks that prevent trading the wrong contract month.

Perpetual Futures Funding and Risk

Medium

Treats perpetual-futures funding as a measurable cost and positioning signal rather than a standalone source of edge.

ID 127
Act as a crypto perpetual-futures risk specialist. I trade ETF portfolio perpetuals on the crypto market with a holding period of 4 hours and leverage of 4 hours. Explain how to estimate cumulative funding, how funding interacts with liquidation and collateral drift, and when costs make a trade unviable. Show how to interpret extreme funding without overfitting and include liquidity, counterparty, depeg, and volatile-market controls.

Options Structure Selector

Medium

Compares defined- and undefined-risk option structures by direction, volatility, time horizon, capital, liquidity, and maximum acceptable loss.

ID 128
Act as an options strategist. My directional view is bullish/bearish/neutral, expected volatility is rising/falling/uncertain, my horizon is 4 hours, and my maximum acceptable loss is Y. Compare long options, vertical spreads, calendars, diagonals, straddles, strangles, iron condors, and covered strategies. For each suitable candidate, explain payoff, Greeks, maximum loss and gain, margin, assignment, liquidity, event risk, and explicit entry and exit rules.

Derivatives Hedge for a Spot Portfolio

Medium

Designs hedges that reduce selected portfolio risks without accidentally overhedging, adding excessive basis risk, or hiding substantial cost.

ID 129
Act as a portfolio-hedging analyst. My portfolio is ETF portfolio, I am concerned about crash/slow bleed/vol spike, and my hedge budget is 4 hours. Compare two or three hedges using options, futures, or perpetuals. Calculate and explain hedge ratio, cost, protection by scenario, basis and path risk, liquidity, collateral, and conditions for adding or removing the hedge. Define how effectiveness will be measured over time.

Derivatives Trading Journal and Review

Pro

Tracks whether performance comes from a repeatable edge or is erased by volatility, funding, fees, margin, complexity, and execution errors.

ID 130
Act as a derivatives performance analyst. Design a journal covering structure, thesis, Greeks or suitable proxies, volatility regime, event exposure, funding, borrow, fees, margin use, liquidity, liquidation or assignment controls, execution, and rule adherence. Add a weekly review that separates edge, luck, market regime, costs, and unnecessary complexity and ends with one measurable improvement to test.

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How to use AI prompts for derivatives analysis

Derivative prompts must identify the exact contract and payoff before discussing a strategy. Small differences in expiry, strike, settlement, multiplier, margin, or exercise style can change both return and risk.

  • Provide the underlying, contract type, strike, expiry, multiplier, settlement method, position direction, premium, and valuation date.
  • Map payoff, Greeks or equivalent sensitivities, leverage, margin, liquidation, assignment, liquidity, and counterparty risk.
  • Stress price, volatility, rates, time decay, and path dependence, including cases where maximum loss can exceed the initial cash outlay.