greeks
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.
pinned to #cc30858updated 3 months ago
Ask your AI client: “install skills/greeks”.
Requires the metahub MCP server installed in your client. Set up MCP.
mh install skills/greeksmetahub onboarded this repo on the author's behalf.
If you own github.com/staskh/trading_skills on GitHub, claim the listing to take over publishing. Your claim preserves the existing eval history and badges; only the curator label is replaced with verified-publisher on your next publish.
Stars
288
Last commit
3 months ago
Latest release
published
- #ai-trading
- #claude
- #claude-skills
- #mcp-server
- #option-trading
- #options-trading
About this skill
Pulled from SKILL.md at publish time.
Calculate Greeks for options using Black-Scholes model. Computes IV from market price via Newton-Raphson.
Automated checks the publisher passed at publish time — structure, docs, safety, and whether the artifact behaves as claimed.cc30858· 3 months ago
Behavioral checks ran but aren't published for this artifact; the static checks above ran at publish time.
Kind-specific
3 passed1 warningSkill: triggers declaredwarn
No `trigger` phrases in SKILL.md frontmatter
Add `trigger:` lines so Claude knows when to activate this skill — e.g. `when building MCP servers` or `for diagram creation`.
Skill: SKILL.md present
found at .claude/skills/greeks/SKILL.md · frontmatter source: SKILL.md
Skill: body content present
291 words · 1,892 chars · 6 sections · 2 code blocks
Skill: allowed-tools scope
no allowed-tools restriction (Claude may use anything)
Release history
1- releasecurrentcc30858warn3 months ago
Contents
Calculate Greeks for options using Black-Scholes model. Computes IV from market price via Newton-Raphson.
Instructions
Note: If
uvis not installed orpyproject.tomlis not found, replaceuv run pythonwithpythonin 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 pricestrike- Strike pricedays_to_expiry- Days until expirationiv- 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.
Reviews
No reviews yet. Be the first.
Related
Verification Before Completion
Evidence before assertions, always
Writing Plans
Turn specs into phased implementation plans
Test-Driven Development
Red → green → refactor discipline for any feature or bugfix
mh install skills/greeks