options-and-derivatives
CommunityMaster options pricing, Greeks, and strategies.
Authortmcga
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Pricing, risk analysis, and strategy design for options and derivatives. It provides exact Greeks, implied volatility analysis, and structured payoff construction to help traders price, hedge, and manage risk with confidence.
Core Features & Use Cases
- Vanilla and exotic option pricing using Black-Scholes, binomial trees, and local/stochastic volatility approaches
- Full Greeks coverage (delta, gamma, vega, theta, rho) plus higher-order Greeks (vanna, volga, charm, color)
- Implied volatility surface analysis: skew, term structure, and volatility surface arbitrage checks
- Multi-leg strategy construction, payoff diagrams, and risk/reward optimization
- Convertible bond decomposition (bond floor + embedded option) and structured product valuation
- Scenario analysis, stress tests, and risk management for volatility books
Quick Start
Provide spot, strike, expiry, rate, dividend, and market data to obtain price, full Greeks, and a recommended strategy.
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-and-derivatives Download link: https://github.com/tmcga/alpha-stack/archive/main.zip#options-and-derivatives Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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