crypto-derivatives

Analyze crypto-derivatives markets for funding rates, term structures, and volatility surfaces.

Updated Jul 8, 2026
One-click install
npx skills add https://github.com/hxhyyy/Vibe-Trading --skill crypto-derivatives-hxhyyy
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: crypto-derivatives
Source: https://github.com/hxhyyy/Vibe-Trading/tree/main/agent/src/skills/crypto-derivatives
Command: npx skills add https://github.com/hxhyyy/Vibe-Trading --skill crypto-derivatives-hxhyyy

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires pandas.

What problem does it solve?

This skill addresses the complexity of managing crypto-derivatives by providing a structured framework for analyzing funding rates, term structures, and options volatility to optimize trading decisions.

Core Features & Use Cases

  • Arbitrage Analysis: Evaluate perpetual funding-rate arbitrage opportunities and futures term-structure spreads.
  • Options Strategy Modeling: Analyze Greeks, volatility smiles, and skew to execute strategies like straddles or protective puts.
  • Use Case: A trader can use this skill to determine if current BTC funding rates and implied volatility levels justify a cash-and-carry trade or a volatility-based strategy.

Quick Start

Use the crypto-derivatives skill to analyze the current market snapshot and suggest optimal strategies for BTC and ETH.

Frequently Asked Questions about crypto-derivatives

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I analyze crypto perpetual funding rates for arbitrage opportunities?

You can analyze crypto perpetual funding rates for arbitrage by inputting market data to evaluate funding-rate spreads and calculate risk-adjusted returns for cash-and-carry trades across exchanges like OKX and Deribit.

How do I calculate options Greeks and volatility surfaces for crypto derivatives?

To calculate options Greeks and volatility surfaces for crypto derivatives, provide market data inputs to the skill, which then models implied volatility smiles, skew, and risk metrics to support strategies like straddles or protective puts.

What is the best way to evaluate futures term-structure spreads in crypto trading?

Evaluating futures term-structure spreads in crypto trading involves analyzing basis spreads and term structures across major exchanges to identify optimal hedging or arbitrage conditions based on current market snapshots.

Do I need pandas to model crypto derivatives volatility and basis spreads?

Yes, you need pandas as a required dependency to process market data inputs and calculate Greeks, basis spreads, and risk-adjusted strategy returns for crypto derivatives volatility analysis.

Can I execute volatility trading strategies for BTC and ETH across OKX and Deribit?

You can model volatility trading strategies for BTC and ETH by analyzing implied volatility levels and funding rates from major exchanges like OKX and Deribit to determine if current conditions justify specific trades.

What limitations exist when analyzing crypto derivatives with pandas?

A key limitation is that accurate crypto derivatives analysis requires live market data inputs, as the skill calculates Greeks, basis spreads, and risk-adjusted returns based only on the data provided to it.