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greeks

@staskh · 收录于 1 周前

Calculate option Greeks (delta, gamma, theta, vega) and implied volatility for specific options. Use when user asks about Greeks, delta, gamma, theta, vega, IV, or option sensitivity analysis.

场景期权分析风险度量交易决策

适合你，如果你需要快速计算期权敏感度指标。

/ 下载安装
greeks.skill双击,或拖进 Claude 桌面版 / Cowork,即完成安装↓ .skill↓ .zip
用别的 agent?下载 .zip 解压,把文件夹放进它的技能目录
Claude Code~/.claude/skills/(项目级 .claude/skills/)
Codex CLI~/.codex/skills/
Cursor自动读取上面两处目录
其他工具见其文档的「skills」目录;两个下载是同一份文件,只是名字不同
/ 通过 npx 安装 校验哈希
npx oh-my-skill add staskh/trading_skills/greeks
/ 通过 bash 安装
curl -fsSL https://oh-my-skill.com/install.sh | bash -s -- staskh/trading_skills/greeks
/ 已经装过?验证本机副本,不用重装
npx oh-my-skill verify staskh/trading_skills/greeks
安装目标可用 --agent / --scope 或 --to 明确指定;省略时只会在唯一已存在的 agent 目录上自动选择,零命中或多命中会停止并提示。content_hash 缺失或不一致均拒装。
288GitHub stars
~492最小装载
~850含声明引用
~850文本包总量
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怎么用

技能原文 SKILL.md作者撰写 · MIT · cc30858

Option Greeks

Calculate Greeks for options using Black-Scholes model. Computes IV from market price via Newton-Raphson.

Instructions
Note: If uv is not installed or pyproject.toml is not found, replace uv run python with python in all commands below.
uv run python scripts/greeks.py --spot SPOT --strike STRIKE --type call|put [--expiry YYYY-MM-DD | --dte DTE] [--price PRICE] [--date YYYY-MM-DD] [--vol VOL] [--rate RATE]
Arguments
  • --spot - Underlying spot price (required)
  • --strike - Option strike price (required)
  • --type - Option type: call or put (required)
  • --expiry - Expiration date YYYY-MM-DD (use this OR --dte)
  • --dte - Days to expiration (alternative to --expiry)
  • --date - Calculate as of this date instead of today (YYYY-MM-DD)
  • --price - Option market price (for IV calculation)
  • --vol - Override volatility as decimal (e.g., 0.30 for 30%)
  • --rate - Risk-free rate (default: 0.05)
Output

Returns JSON with:

  • spot - Underlying spot price
  • strike - Strike price
  • days_to_expiry - Days until expiration
  • iv - Implied volatility (calculated from market price)
  • greeks - delta, gamma, theta, vega, rho
Examples
# With expiry date and market price (calculates IV)
uv run python scripts/greeks.py --spot 630 --strike 600 --expiry 2026-05-15 --type call --price 72.64

# With DTE directly
uv run python scripts/greeks.py --spot 630 --strike 600 --dte 30 --type call --price 40

# As of a future date
uv run python scripts/greeks.py --spot 630 --strike 600 --expiry 2026-05-15 --date 2026-03-01 --type call --price 50

Explain what each Greek means for the position.

Dependencies
  • scipy
Timezone

All timestamps and time-based calculations must use the America/New_York timezone. All JSON output must include generated_at (NY time string) and data_delay fields.

按 MIT 许可原样转载,未经改动 · 在 GitHub 查看 →

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