SlashSlash — Autonomous Earnings IV Agent

SlashSlash trades a real, well-known options edge: implied volatility crush around earnings announcements. Options get expensive right before a company reports — uncertainty pushes IV up — and that IV collapses almost instantly once the number drops, regardless of direction. SlashSlash sells that premium as a defined-risk iron condor and closes it out the next morning. The agent runs a fully autonomous seven-stage pipeline: scan the earnings calendar for names reporting today, pull live price and realized volatility, run an LLM event-risk filter (Featherless) that can veto a name for tail risks like pending litigation or M&A speculation, build a percent-OTM-targeted iron condor from the live option chain, pass everything through a hard risk gate (max 2% equity per trade, max 4 concurrent positions, minimum credit floor), execute via the official Alpaca CLI's multi-leg mleg order path, and close every leg out the following day. Every decision — pass, skip, or reject — is logged with its full reasoning to a JSONL trade journal. One honest engineering note: mid-build we discovered Alpaca's free/indicative options feed doesn't return Greeks or implied volatility at all — that's a paid OPRA-feed feature. Our original delta-targeted strike selection was structurally incapable of finding a trade because of this. We pivoted live to percent-out-of-the-money targeting, a standard fallback real options traders use when Greeks aren't available, rebuilt, and the very next run traded successfully — submitting a real 5-contract iron condor on RH (Restoration Hardware) via the CLI, accepted by Alpaca and queued to fill at market open. Built with .NET 10, no external NuGet dependencies, on the Alpaca paper trading account PA3HKLMQZPJM.