option-spreads-combinations
CommunityStructure and evaluate options spreads.
AuthorGhostOf0days
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill streamlines the process of creating, analyzing, and monitoring complex multi-leg options positions, ensuring they align with market views and risk tolerances.
Core Features & Use Cases
- Spread Design: Select and configure various option spread types (verticals, calendars, butterflies, etc.).
- Payoff & Risk Analysis: Compute critical metrics like breakeven points, max gain/loss, and greek profiles.
- Scenario Stress Testing: Evaluate how the structure performs under different volatility, gap, and skew conditions.
- Use Case: A trader wants to construct a risk-defined butterfly spread to profit from a moderate move in an underlying asset while limiting potential losses. This Skill can help design, analyze, and monitor such a position.
Quick Start
Run the option spreads combinations diagnostics script with the input file input.csv and output the diagnostics to diagnostics.json.
Dependency Matrix
Required Modules
pandasargparsejson
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: option-spreads-combinations Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#option-spreads-combinations Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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