options-advanced
OfficialMaster volatility with advanced options trading
Finance & Accounting#market-making#options-trading#volatility-arbitrage#greeks-management#skew-trading#calendar-spreads#sabr-model
AuthorHKUDS
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Advanced options strategies require more than delta hedging; this Skill solves the gap by teaching how to trade volatility surfaces, manage dynamic Greeks, and source arbitrage across calendar spreads, skew trades, and market making.
Core Features & Use Cases
- Volatility surface diagnostics: map smile, skew, and term-structure anomalies with SABR/local vol intuition to identify actionable opportunities in 50ETF, 300ETF, and commodity options.
- Dynamic Greeks management: decide delta hedge frequency, monitor gamma/vanna/vomma, and adjust Vega exposure while keeping Theta decay and margin in check.
- Strategy suites: combine calendar spreads, volatility arbitrage, skew trades, and option market-making principles with explicit risk controls, using real examples like 50ETF risk reversals and gamma scalping.
Quick Start
Ask the agent to analyze the 50ETF volatility surface and suggest a calendar spread with risk controls.
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: options-advanced Download link: https://github.com/HKUDS/Vibe-Trading/archive/main.zip#options-advanced Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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