By dongzhuoyao
Crypto options skills focused on Deribit — public API reader, BTC/ETH options chains, inverse-settled options pricing, DVOL volatility index, and GEX / max-pain analysis.
Read public market data from Deribit's REST API — instruments, ticker, order book, index price, funding rate, historical DVOL — no auth required. Use this skill whenever the user asks for Deribit data on BTC, ETH, SOL, or any other Deribit currency, including option instruments, perpetual funding, dated futures basis, or the volatility index. Triggers: "Deribit", "BTC options", "ETH options", "BTC funding rate", "perpetual basis", "DVOL", "Deribit ticker", "options chain on Deribit", "BTC-PERPETUAL", "BTC-25DEC25-100000-C". Activate even with partial input — default currency = BTC, default kind = option.
Pull and clean the BTC or ETH options chain from Deribit, with proper inverse-quote handling and downstream-ready columns. Use this skill whenever the user wants the full Deribit options chain, a single expiry, an ATM strip, or a chain filtered by liquidity. Triggers: "Deribit chain", "BTC options chain", "ETH chain", "show me 26DEC25 BTC strikes", "what's on Deribit for BTC right now", "0DTE BTC options". Defaults: currency = BTC, nearest 4 weekly + nearest 4 monthly expiries, bid/ask spread filter 30%.
Read Deribit's DVOL index (BTC and ETH) — the crypto analogue of CBOE's VIX — for vol regime context, term-structure flags, and historical percentile comparisons. Use this skill whenever the user asks about crypto vol regime, BTC vs ETH vol, DVOL level vs history, or wants a vol-context read before crypto-options trades. Triggers: "DVOL", "BTC DVOL", "ETH DVOL", "crypto VIX", "BTC vol regime", "is crypto vol cheap", "implied vol vs realized for BTC". Defaults: BTC currency, trailing 1y window for percentile.
Compute dealer Gamma Exposure (GEX) and Max Pain strike for BTC or ETH at any Deribit expiry. Use this skill when the user asks about dealer positioning, "magnet" strike for expiry, gamma walls, or expiry-related spot pinning. Triggers: "GEX", "gamma exposure", "max pain", "BTC expiry magnet", "where will BTC pin on Friday", "dealer gamma BTC", "options expiry impact". Defaults: BTC, nearest Friday expiry, all strikes with open interest above zero.
Price coin-settled (inverse) options the way Deribit quotes them — premium and payoff in BTC/ETH, not USD. Use this skill whenever the user asks about Deribit option pricing, why Deribit's deltas differ from textbook BSM, or how to convert between coin-quoted and USD-quoted Greeks. Triggers: "inverse option", "coin-settled", "Deribit pricing", "why is Deribit delta different", "convert Deribit Greeks to USD", "BTC denominated payoff", "premium in BTC". Default: r = 0 (Deribit uses 0 risk-free historically), q = 0.
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Stop building options spreadsheets. Start asking Claude.
[!WARNING] Educational only. Options trading involves substantial risk of loss. Not financial advice. Always DYOR.
npx plugins add dongzhuoyao/finance-option-skills
That's it. Restart Claude Code, then talk to it like an options trader:
You: "Price me an iron condor on SPX, 5700/5800/5900/6000, 30 DTE at 18% IV."
You: "Show the payoff curve."
You: "What's max pain for BTC this Friday?"
You: "Fit the IV surface for QQQ and find the cheapest contracts."
You: "Compute the net Greeks across my book — 4 positions, mixed tickers."
Claude reaches for the right skill automatically. No spreadsheets. No notebooks. No copy-paste.
LLMs are great at talking about options. They're awful at doing options work — until you give them the right tools.
This repo packages 20 production-grade skills into one Claude Code marketplace covering everything from textbook Black-Scholes to inverse-settled Deribit BTC options. Each skill is:
Adapted from himself65/finance-skills (MIT), narrowed and deepened for options/derivatives only — and extended with full Deribit crypto coverage.
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🧮 Pricing
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📐 Strategies
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🌊 Volatility
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📡 Data
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🛡️ Risk
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₿ Crypto (Deribit)
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🛠️ Skill Creator — Author and grade new options skills with a 14-point quality rubric | ||
You: "What does a call debit spread on TSLA 350/360 look like, 30 days out, 45% IV?"
Claude → invokes options-payoff → renders an interactive HTML widget with:
You: "Where's the gamma wall for ETH next Friday on Deribit?"
Claude → deribit-options-chain → gex-max-pain → reports:
You: "Is BTC vol cheap right now?"
Claude → dvol-index → returns:
| Skill | Description |
|---|---|
| black-scholes | European call/put pricing with dividend yield, put-call parity verification |
| greeks-calculator | First and second-order Greeks: Δ Γ Θ ν ρ + vanna, volga, charm, color |
| binomial-pricing | Cox-Ross-Rubinstein for American options and early-exercise premium |
npx claudepluginhub dongzhuoyao/finance-option-skills --plugin option-cryptoMulti-leg options strategies — interactive payoff curves, strategy selection by market view, P&L analysis.
Options pricing models — Black-Scholes, binomial trees, Greeks calculations for European and American options.
Implied volatility analysis — surface fitting, term structure, skew, smile, vol forecasting.
Options market data sources — yfinance options chains, CBOE indices (VIX/SKEW/PUT/CALL), broker chain readers.
Options risk management — delta hedging schedules, position sizing for premium sellers, portfolio Greeks aggregation.
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