alphagbm-greeks
CommunityGreeks insights for options risk and hedging.
AuthorAlphaGBM
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Delta, Gamma, Theta, Vega, Rho and other sensitivities are critical for option traders to understand risk and hedging needs. This skill provides a comprehensive Greeks dashboard for single option contracts and multi-leg positions, with scenario heatmaps to visualize risk across price and volatility.
Core Features & Use Cases
- Compute first-order (Delta, Gamma, Theta, Vega, Rho) and second-order (Charm, Vanna, Volga) Greeks for individual legs or entire portfolios.
- Aggregate Greeks across multi-leg positions, present net Greeks and per-unit risk, and generate scenario heatmaps for price/IV moves.
- Supports real-time or mock data, with clear outputs and insights for hedging decisions, risk management, and position reviews.
Quick Start
Ask your AI to run a Greeks analysis for a given option or position to see a full dashboard and heatmaps.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: alphagbm-greeks Download link: https://github.com/AlphaGBM/skills/archive/main.zip#alphagbm-greeks Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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