exercise-assignment-dividend-risk

Community

Manage options risk around dividends.

AuthorGhostOf0days
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill addresses the complexities of managing options trading risk, specifically focusing on early exercise decisions, assignment probabilities, and the impact of dividend events on options portfolios.

Core Features & Use Cases

  • Early Exercise Analysis: Estimate incentives for early exercise of American-style options.
  • Assignment Risk Monitoring: Score the probability of short options being assigned.
  • Dividend Event Controls: Implement safeguards around ex-dividend dates to manage inventory and financing risks.
  • Use Case: When trading options that are close to expiry and have upcoming ex-dividend dates, use this Skill to assess the risk of assignment and ensure appropriate hedging strategies are in place.

Quick Start

Run the exercise assignment dividend risk diagnostics script with the input file input.csv.

Dependency Matrix

Required Modules

pandas

Components

scriptsreferences

💻 Claude Code Installation

Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.

Please help me install this Skill:
Name: exercise-assignment-dividend-risk
Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#exercise-assignment-dividend-risk

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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