By dongzhuoyao
Options risk management — delta hedging schedules, position sizing for premium sellers, portfolio Greeks aggregation.
Design a delta-hedging schedule for a long-vol or short-vol options position — discrete rebalance bands, expected gamma-scalp P&L, transaction-cost drag, and realized-vol breakeven. Use this skill when the user holds options and wants to manage directional exposure dynamically. Triggers: "delta hedge", "gamma scalp", "rebalance band", "realized vol breakeven", "how often should I hedge", "DvegaDtime", "gamma trading P&L", "is my long-vol position profitable". Defaults: hedge in shares, threshold |Δ| = 0.05 per 100 contracts, broker cost $0.005/share.
Aggregate Greeks across a multi-position options book and surface concentration risks. Use this skill when the user has multiple open options trades and asks "what's my net delta", "am I net long or short vol", "what's my book theta", "where am I concentrated", or wants a single-pane view of book-level risk. Triggers: "portfolio greeks", "book greeks", "net delta", "net vega", "concentration risk", "what if X moves 5%", "stress test my options book". Use when the user provides multiple positions; do NOT use for single-trade Greeks (use `greeks-calculator`).
Size an options position using Kelly-fraction or max-loss-based methods. Use this skill when the user asks "how many contracts should I sell/buy", "what size for this credit spread", or wants a capped-loss sizing for premium-selling strategies (cash-secured puts, credit spreads, iron condors). Triggers: "how much should I size", "kelly fraction", "position size", "max loss sizing", "risk per trade", "capital allocation for options". Do NOT use to recommend a trade — pair with `strategy-selector` for that. This skill only sizes a trade the user has already chosen.
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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-risk-managementMulti-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.
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.
Ultra-compressed communication mode. Cuts ~75% of tokens while keeping full technical accuracy by speaking like a caveman.
Frontend design skill for UI/UX implementation
Comprehensive UI/UX design plugin for mobile (iOS, Android, React Native) and web applications with design systems, accessibility, and modern patterns
Memory compression system for Claude Code - persist context across sessions
Marketing skills for AI agents — conversion optimization, copywriting, SEO, paid ads, ad creative, and growth
Standalone image generation plugin using Nano Banana MCP server. Generates and edits images, icons, diagrams, patterns, and visual assets via Gemini image models. No Gemini CLI dependency required.