options-pricing
CommunityPrice crypto options & analyze Greeks.
Authoragiprolabs
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill provides tools to price European options on cryptocurrencies using the Black-Scholes model and analyze key risk metrics (Greeks), helping users understand and quantify option risks.
Core Features & Use Cases
- Black-Scholes Pricing: Calculate theoretical call and put option prices.
- Greeks Calculation: Compute Delta, Gamma, Theta, Vega, and Rho for risk management.
- Implied Volatility Solver: Estimate implied volatility from market prices.
- Use Case: A trader wants to understand the risk of a BTC call option. They can use this skill to get its theoretical price, its sensitivity to BTC price changes (Delta), and its sensitivity to volatility changes (Vega).
Quick Start
Calculate the price and Greeks for a European call option with a spot price of 65000, strike of 70000, 30 days to expiry, 5% risk-free rate, and 80% volatility.
Dependency Matrix
Required Modules
None requiredComponents
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: options-pricing Download link: https://github.com/agiprolabs/claude-trading-skills/archive/main.zip#options-pricing Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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