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27 lines
864 B
Markdown
27 lines
864 B
Markdown
# Derivatives Verification Workflow
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Before any derivative is elevated from candidate to recommendation:
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1. Verify underlying-symbol mapping.
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2. Verify instrument type (CBBC, warrant, option, LEAP).
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3. Verify call/barrier/strike/expiry/ratio from a trusted source.
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4. Record issuer / venue.
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5. Record bid, ask, spread, volume, turnover, and outstanding when available.
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6. Mark verification status:
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- `unverified`
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- `partial`
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- `verified`
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7. Do not present `unverified` products as high-confidence trade suggestions.
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## Extra checks for HK CBBC / warrants
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- KO/call buffer vs current underlying price
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- liquidity deterioration risk near barrier
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- outstanding concentration risk
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- likely spread behavior under fast markets
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## Extra checks for US options / LEAPS
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- IV level and term structure
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- theta decay
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- option volume / OI
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- earnings event proximity
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