option-spreads-combinations

Analyzes maritime and interior imagery to identify vessel features and generate a formatted report.

Updated Feb 10, 2026
One-click install
npx skills add https://github.com/GhostOf0days/codex-quant-skills --skill option-spreads-combinations
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: option-spreads-combinations
Source: https://github.com/GhostOf0days/codex-quant-skills/tree/main/option-spreads-combinations
Command: npx skills add https://github.com/GhostOf0days/codex-quant-skills --skill option-spreads-combinations

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires pandas, argparse, json, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill streamlines the process of creating, analyzing, and monitoring complex multi-leg options positions, ensuring they align with market views and risk tolerances.

Core Features & Use Cases

  • Spread Design: Select and configure various option spread types (verticals, calendars, butterflies, etc.).
  • Payoff & Risk Analysis: Compute critical metrics like breakeven points, max gain/loss, and greek profiles.
  • Scenario Stress Testing: Evaluate how the structure performs under different volatility, gap, and skew conditions.
  • Use Case: A trader wants to construct a risk-defined butterfly spread to profit from a moderate move in an underlying asset while limiting potential losses. This Skill can help design, analyze, and monitor such a position.

Quick Start

Run the option spreads combinations diagnostics script with the input file input.csv and output the diagnostics to diagnostics.json.

Frequently Asked Questions about option-spreads-combinations

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

FAQPage Schema
How do I structure and evaluate multi-leg options spreads for consistent payoff logic?

To structure and evaluate options spreads, you can automate multi-leg workflows using a Python diagnostic script to calculate payoff logic, greek controls, and implementation diagnostics, guided by a domain-specific playbook reference.

Can I calculate breakeven points and max gain/loss for vertical or butterfly spreads?

Yes, you can calculate breakeven points and max gain/loss for vertical or butterfly spreads by running the diagnostics script with your input CSV file to compute payoff and risk metrics, outputting results to a JSON file.

What's the best way to stress test options spreads under different volatility and gap conditions?

The best way to stress test options spreads under different volatility and gap conditions is to use this Skill's scenario evaluation features, which assess how your multi-leg structures perform under various skew and gap market environments.

How do I target and monitor greek profiles for multi-leg options trading strategies?

You target and monitor greek profiles for multi-leg options trading by executing the deterministic diagnostics script, which automates greek targeting and monitors risk across the entire options structure workflow.

Do I need pandas and Python to run options spread diagnostics?

Yes, you need pandas and Python to run the options spread diagnostics, as the Skill requires a deterministic Python script utilizing pandas and argparse to process input CSV files and output diagnostic JSON data.

When should I not use an automated script for options spread execution?

You should not use an automated script for options spread execution if your workflow requires non-deterministic diagnostics, lacks input CSV data, or cannot support Python with pandas dependencies for structured JSON output.