option-risk-management

[!WARNING] Educational only. Options trading involves substantial risk of loss. Not financial advice. Always DYOR.

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⚡ 60-Second Install

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.

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🧠 Why this exists

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:

• ✅ Single-purpose — one job, done right
• ✅ No silent fallbacks — if data is stale, you hear about it
• ✅ Math-precise — formulas, units, edge cases all spelled out
• ✅ Hand-off aware — skills chain together (chain → IV → payoff → Greeks → sizing)

Adapted from himself65/finance-skills (MIT), narrowed and deepened for options/derivatives only — and extended with full Deribit crypto coverage.

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🏗️ What's Inside

Seven plugin groups, twenty skills

🧮 Pricing Black-Scholes-Merton Greeks (1st & 2nd order) Binomial trees (American)	📐 Strategies Interactive payoff curves 13 strategy templates Strategy selector by view	🌊 Volatility SVI / SABR surfaces Skew (25d RR, butterfly) Term structure
📡 Data yfinance chains Broker screenshots CBOE VIX / SKEW	🛡️ Risk Delta hedging schedules Kelly sizing Portfolio Greeks	₿ Crypto (Deribit) BTC / ETH chains Inverse-options math DVOL + GEX + max pain
🛠️ Skill Creator — Author and grade new options skills with a 14-point quality rubric

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🎬 See It In Action

Vanilla equity option

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:

• Expiry payoff curve + theoretical curve
• Sliders for every parameter
• Live max profit / max loss / breakeven cards
• Greeks overlay on demand

Crypto positioning

You: "Where's the gamma wall for ETH next Friday on Deribit?"

Claude → deribit-options-chain → gex-max-pain → reports:

• Max-pain strike + holder-payoff curve
• Top 3 gamma walls by absolute exposure
• Spot's position relative to the walls
• Caveat about dealer-positioning assumptions

Vol regime check

You: "Is BTC vol cheap right now?"

Claude → dvol-index → returns:

• Current DVOL + 1y percentile
• IV-RV spread (vol carry context)
• Regime classification (calm/normal/elevated/stressed/crisis)
• Term-structure shape from the chain

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📚 Skill Catalog

🧮 Option Pricing — closed-form and numerical pricing under BSM (3 skills)

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

📐 Option Strategies — payoff visualization and strategy selection (2 skills)