Resources · xChat · HNWI
Top 10 HNWI xChat Prompts for aTx Trusted Advisory
Beyond the baseline “Show me CSP ideas for my watchlist” — patterns designed to engage portfolio DB context, persona-linked RAG where published, optional IBKR snapshots, multi-book outlooks, and handoff toward xOptions when your role and tenant enable those surfaces.
What these prompts are meant to trigger
Well-scoped prompts align with the full stack when available: Grok-backed xChat, tool calls into holdings and watchlists, persona/RAG collections such as options-coreskills where linked, multi-agent routing only where product policy enables it — never silent escalation. Strategy engines and strategy-job orchestration vary by deployment; treat outputs as draft until you reconcile to custodian and compliance.
Educational patterns; not individualized advice. Capabilities depend on plan, tenant, and integration flags. Not financial advice.
About the examples below: each "Expected high-value output" block is a synthetic illustration of structure and sections — not a transcript, quote, or guarantee of model behavior. Live replies vary with workspace data, tools, persona, and market prints.
Conservative income & protection focus
Prioritize these first.
#1
Run a full conservative CSP wheel scan on my entire watchlist and current holdings. Use 30–45 DTE, 0.2–0.3 delta, max 5% of portfolio per name. Show probability of profit, capital efficiency, and conflict with existing positions.
Expected high-value output
CONSERVATIVE CSP / WHEEL — RANKED (illustrative) Symbol Role DTE Short put Δ Est. PoP* Max alloc Conflict check MEGA CSP leg 38d 0.26 ~71% 4.1% book OK vs cash / no duplicate short ORBIT CSP leg 44d 0.22 ~76% 3.8% book Flag: earnings in 12d NEXUS Skip — — — — Already short puts @ similar strike *Model / chain dependent — verify on live quotes before sizing. Next actions • Confirm BP / margin per name at custodian • If filled: wheel transition rules (roll at 21 DTE or 50% premium) Open in xOptions (when enabled): pre-fill short put leg from row #1 for review only.
Stack note: Triggers scanner-style reasoning plus holdings/watchlist context when tools succeed; expect a ranked table and optional xOptions handoff when your tenant enables it.
#2
Analyze my portfolio for covered call opportunities this month. Prioritize quality underlyings I already own over 2%. Suggest strikes, premiums, and rolling logic with tax considerations.
Expected high-value output
COVERED CALLS — WORKSPACE HOLDINGS (illustrative) Name Shares Cost basis band CC strike (Oct expiry) Est. credit Yield on shares* LYRA 400 $42–44 $48 (≈0.30 Δ call) $1.10/sh ~2.5% / 30d window* VANT 200 $118–122 $135 (≈0.28 Δ) $4.20/sh ~3.4% *Educational estimate — premiums from chain at scan time. Rolling / management • Roll up/out if short call ≥ 0.65 Δ before expiry • Tax: note qualified vs non-qualified lots if mixing accounts Educational only — not tax advice; confirm lots with your CPA / custodian.
Stack note: Uses portfolio positions from the active workspace; names and strikes should map to symbols you actually hold, not generic tickers.
#3
Give me my current portfolio risk summary: max drawdown scenarios, sector concentration, and a defensive options hedge package under conservative outlook for next 90 days.
Expected high-value output
90-DAY RISK SNAPSHOT — CONSERVATIVE (illustrative) Book makeup (example) • Equity ~68% · Cash ~12% · Options net ~8% · Other ~12% • Top sector sleeves: Tech 22%, Industrials 14%, Healthcare 11% Scenario lens • Spot −10%: est. book impact range −6% to −9% (delta / beta sketch) • Spot −15%: stress band widens if single-name >8% of book Defensive package (draft) 1) Index / ETF hedge: consider defined-risk put spread on broad benchmark vs book beta 2) Single-name floors: protective put or collar on top 2 concentration names 3) Income dampener: lighten short-vol overlap where CSP + CC stack same symbol Verification checklist • Refresh Greeks after any hedge leg • Align notionals to IPS max loss / liquidity floors
Stack note: Quarterly-review shape; scope “across portfolios” or switch workspace book so concentration math matches your real sleeves.
Balanced / hybrid income + growth
#4
Compare wheel vs covered call vs poor man’s covered call on my top 5 holdings/watchlist names for the next 60 days. Include payoff diagrams, breakeven, and capital requirement under balanced outlook.
Expected high-value output
STRATEGY COMPARE — 60D BALANCED (illustrative, one name) Underlying: LYRA @ $46 (example) Structure Capital @ risk / tie-up Breakeven sketch Best when Wheel (CSP→CC) Cash-secured ~$4.6k/sh Put side ~$41 net Income + willing to own shares Covered call Own 100 shares Downside to cost basis Already long stock; clip calls PMCC LEAP debit + short call LEAP premium + rolls Bullish / vol-aware; manage roll risk Payoff (describe in prose / ASCII sketch) Wheel: “truncated downside to assignment, capped upside when shares called away…” PMCC: “long-dated call replaces stock; short call finances theta…” Ask the model to attach a simple payoff diagram or bullet max-profit / max-loss if your UI supports images.
Stack note: Forces multi-strategy synthesis; append “include payoff sketch” if you want diagrams or structured max/min tables.
#5
Build me a diversified monthly income ladder using options across my portfolios. Target 0.8–1.2% monthly yield with defined risk. Suggest position sizes and expiration stagger.
Expected high-value output
MONTHLY INCOME LADDER — DEFINED RISK (illustrative) Target sleeve yield band: 0.8–1.2% / month on dedicated income tranche (not whole net worth). Week Primary structure Book % of income tranche Expiry cluster T1 Bull put spread 18% 3rd Friday +7d T2 Iron condor (RUT-like) 14% 3rd Friday +14d T3 Covered call rolling 22% serial weeklies on 2 names T4 Cash buffer / hedge 10% long put spread hedge Risk rails • Max loss per structure capped at X% of income tranche • No single underlying >25% of ladder notional Automation (when jobs/tools ship): export legs as watch alerts + review queue — never fire-and-forget.
Stack note: Pairs with calendar / staggered expiry discipline; heavy structuring may route through strategy-job flows when your deployment enables them.
#6
Review my IBKR positions (or current snapshot) and suggest tax-efficient options overlays for the next quarter. Flag any wash-sale risks and replacement strategies.
Expected high-value output
IBKR SNAPSHOT OVERLAY PLAN — Q NEXT (illustrative) Positions flagged from snapshot (examples) • Stock LOT A — short-term gain if closed now • Option LOT B — expired worthless last month (document for records) Overlay ideas (draft) • Delay closing LOT A until LT bucket if mandate allows; pair with collar if downside risk rises • Replace washed symbol with broad ETF exposure only if policy permits — watch 30-day window Wash-sale watchlist • Avoid repurchase of “substantially identical” tickers within window after loss harvest • Options on same CUSIP underlying can still trigger complexity — verify with custodian report Disclaimer block you want in replies “Educational overlay ideas — confirm tax lots and wash rules with your CPA / IBKR tax reports.”
Stack note: Uses IBKR-linked snapshots when Client Portal OAuth is live; otherwise aligns to Mongo portfolio rows in your workspace.
Aggressive / tactical outlook
#7
Run aggressive LEAP + CSP collar strategies on my growth names. Target 15–25% upside participation with income. Show Greeks, volatility skew, and assignment scenarios.
Expected high-value output
LEAP + CSP / COLLAR — AGGRESSIVE GROWTH NAME (illustrative) Structure • Long LEAP call 12–18mo, Δ ~0.75 • Short OTM calls (monthlies) to finance theta • Optional CSP tranche if willing to add shares on pullback Greeks (directional read) • Net delta target band +0.35 to +0.55 after overlays • Vega: long LEAP carries vega — short calls bleed vega into events Skew / assignment • If put assigned: convert wheel leg or stock replacement plan • If short call ITM pre-div: early assignment risk note on calls Risk cap • Define max premium outlay on LEAP as % of speculative sleeve only
Stack note: Aggressive persona bias; keep tenant RAG / published playbooks aligned so language matches your compliance-approved strategy library.
#8
Identify 3–5 high-conviction options trades for earnings season from my watchlist. Include strangles, iron condors, or directional debit spreads with full risk/reward and timing.
Expected high-value output
EARNINGS TRADE MENU — ILLUSTRATIVE Symbol Event date Structure Max risk Max reward Edge / thesis PULSE Apr 24 Short iron condor $420/lot $580/lot IV crush + range bound ARC May 02 Long strangle $680/lot Uncapped* Vol expansion bet VECT May 09 Put debit spread $250/lot $750/lot Directional miss guide *Uncapped risk on one leg — define stop. Timing • Enter 3–5 sessions before close unless vol term skew argues earlier • Exit rule: 50% winner or day-before if gamma risk spikes Always pass explicit symbols + earnings dates in your prompt for cleaner tool grounding.
Stack note: Event-driven; naming symbols and confirmed earnings dates reduces hallucination and improves quote-aware reasoning.
#9
Stress test my entire book against a 15% market drop and a 20% VIX spike. Recommend options adjustments to maintain <8% portfolio risk while keeping income flow.
Expected high-value output
STRESS MATRIX — BOOK LEVEL (illustrative) Shock A: Spot −15% • Delta-adjusted loss band: −X% to −Y% • Largest contributors: [top 3 names] Shock B: VIX +20 pts (fast) • Short-vol sleeves marked-to-loss first • Income structures to review: naked ratio spreads, concentrated CSP stacks Adjustment playbook (draft) 1) Trim overlapping short puts on same beta bucket 2) Add cheap tail hedge (put fly / put ladder) sized to ≤0.4% drag / quarter 3) Convert a portion of naked risk to defined-risk spreads Target: portfolio risk metric <8% of book per your definition — restate metric (VaR / max DD) in prompt.
Stack note: Advanced scenario framing; numbers are illustrative until reconciled to your IPS, custodian risk reports, and actual Greeks.
#10
Create a custom 2026 options income playbook for my [portfolio size] portfolio. Split conservative 60%, balanced 30%, aggressive 10%. Include monthly targets, watchlist additions, and automation rules for xOptions.
Expected high-value output
2026 OPTIONS PLAYBOOK — THREE-TIER (illustrative template) Assumed book bands (replace with yours): $2M–$5M liquid investable; income sleeve 35%. Allocation spine • Conservative 60% — CSP / CC ladders, tight single-name caps • Balanced 30% — spreads + selective earnings premium • Aggressive 10% — LEAP overlays / tactical calls on high-conviction names Monthly rhythm • Week 1: roll / close expiries + refresh ladder • Week 2: scan watchlist for new CSP candidates • Week 3: review hedges vs macro shock scenarios • Week 4: tax-lot + wash-sale hygiene check Automation hooks (xOptions / jobs when enabled) • Alert: short put Δ > 0.45 • Alert: earnings inside 7d with open short premium Replace [portfolio size] with your AUM band so sizing math scales.
Stack note: Highest-leverage synthesis — pair with export / task flows when productized; bracket placeholder must be your real band for actionable sizing.
Pro tips for maximum value
Architect’s playbook — short checklist:
- Always prefix with portfolio context when needed: “Using my main taxable portfolio and IRA…” → reinforces correct DB scoping.
- Ask for visuals & handoff: end with “Include payoff summaries and Open in xOptions where applicable.”
- Risk tier control: add “conservative / balanced / aggressive outlook” to steer persona-aligned framing.
- Multi-book power: “Across all my portfolios…” → forces explicit workspace discipline.
- Follow-up chain: after a strong answer, try “Summarize this as bullet actions” or “What should I verify before sending orders?”
- Vision paste: screenshot a chain or holdings table and paste for Grok-style review when your workflow allows images.
More reading
Long-form articles (including eight structured pillars) are linked from the public landing page. In-product guides include Secret sauce and xChat → IBKR workflow.
Options involve substantial risk. Prompts do not guarantee outcomes or latencies; verify every recommendation against your mandate and custodian records.