Greeks Agent Skill

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.

976 tokens

context cost

the whole folder, loaded on every use

files

ships runnable scripts

copies elsewhere

how many repositories repackaged it

308

stars on the repo

on the repository, not the skill itself

Install

one command, takes just this skill from the repository

npx skills add https://github.com/staskh/trading_skills --skill greeks

The instruction itself

7 sections, as written by the author

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.

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How to use it

Copy the folder

Take staskh/greeks from the repository into ~/.claude/skills for personal use, or into .claude/skills inside a project.

Check the name does not clash

The agent identifies a skill by the name field in its header. Two skills with the same name cannot sit side by side — one of them will be ignored.