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option-pricing
Options pricing models — Black-Scholes, binomial trees, Greeks calculations for European and American options.
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Skills3
binomial-pricing
/binomial-pricing
Price American options and capture the early-exercise premium via a Cox-Ross-Rubinstein binomial tree. Use this skill whenever the user asks about American-style options, dividend-paying stocks with optimal exercise, early exercise decisions, or compares American vs European pricing. Triggers: "American option", "early exercise", "dividend exercise", "exercise premium", "CRR tree", "binomial", "lattice", "should I exercise this option early", "American put on TSLA", "is it ever optimal to exercise". Activate even with partial input — defaults: r = 4.3%, q = 0, steps = 200.
black-scholes
/black-scholes
Price European call and put options using the Black-Scholes-Merton closed-form model. Use this skill whenever the user asks for a theoretical option price, a "fair value" estimate, put-call parity check, or wants to compare a quoted premium to a model price. Triggers include: any mention of Black-Scholes, BSM, theoretical price, fair value, intrinsic vs extrinsic, put-call parity, continuous dividend yield, risk-free rate, or phrases like "what should this option be worth", "is this overpriced", "price this call", "value this put". Activate even with partial input — use sensible defaults (r = 4.3%, q = 0, T = 30/365).
greeks-calculator
/greeks-calculator
Compute first-order and second-order option Greeks under Black-Scholes-Merton. Use this skill whenever the user asks about an option's sensitivity to spot, time, vol, or rates. Triggers include any mention of: delta, gamma, theta, vega, rho, vanna, volga, charm, color, speed, zomma, "how much does this lose per day", "what's the delta of this position", "gamma scalp", "vol exposure", or asking for the full Greek profile of a single contract or a multi-leg book. Also triggers for "DvegaDtime", "DdeltaDvol", and net-Greek questions across positions.
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