Compute and visualize option Greeks for single contracts and multi-leg positions.
npx skills add https://github.com/AlphaGBM/skills --skill alphagbm-greeks
Please help me install this Agent Skill. Skill: alphagbm-greeks Source: https://github.com/AlphaGBM/skills/tree/main/skills/alphagbm-greeks Command: npx skills add https://github.com/AlphaGBM/skills --skill alphagbm-greeks
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.
Ask your AI to run a Greeks analysis for a given option or position to see a full dashboard and heatmaps.
High-intent search queries and answers about installing and using this skill.
Option Greeks for multi-leg positions are computed by aggregating first- and second-order sensitivities like Delta, Gamma, and Vega across all individual legs. The analysis outputs net portfolio Greeks, per-unit risk metrics, and price-volatility scenario heatmaps to visualize directional risk and time decay.
Second-order Greeks like Vanna, Volga, and Charm measure how directional risk sensitivities change with volatility and time decay. They are used to identify hidden risk concentrations in an options portfolio, enabling more precise hedging decisions beyond standard Delta and Vega exposure.
Yes, you can visualize options risk across price and volatility changes using built-in scenario heatmaps. The tool generates visual risk concentration maps by plotting price and implied volatility moves, helping traders visually assess potential exposure shifts across an entire portfolio.
No, you do not need real-time market data to analyze options Greeks. The skill supports API-based data inputs for live feeds but also includes mock data support, allowing you to run full Greeks analysis and scenario visualizations without connecting to a live data source.
The best way to review time decay and directional risk is computing aggregate Theta and Delta across your portfolio. This skill calculates these sensitivities for multi-leg positions and visualizes them through scenario heatmaps, clarifying exactly how time decay and underlying price moves affect overall exposure.
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