options-payoff

Analyze option payoff diagrams, Greeks, and Black-Scholes pricing for multi-leg strategies.

6.1k|1.2k|Updated Jun 9, 2022
One-click install
npx skills add https://github.com/charliedream1/ai_quant_trade --skill options-payoff-charliedream1
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: options-payoff
Source: https://github.com/charliedream1/ai_quant_trade/tree/main/a_%E5%85%A8%E7%BD%91%E4%BC%98%E7%A7%80%E8%B5%84%E6%BA%90/10_%E5%A4%A7%E6%A8%A1%E5%9E%8B/07_skill%E5%8C%85/vibe_trading_skills/options-payoff
Command: npx skills add https://github.com/charliedream1/ai_quant_trade --skill options-payoff-charliedream1

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Analyzes option strategies by generating payoff diagrams, breakeven points, and Greeks to support disciplined decision-making.

Core Features & Use Cases

  • Single-leg and multi-leg option strategy analysis (calls, puts, spreads, condors)
  • Black-Scholes pricing, Greeks, and implied volatility inversion
  • Interactive payoff visualization and theoretical value curves for backtesting and research

Quick Start

Instruct the AI to compute and plot the expiry payoff for a set of option legs given S and parameters.

Frequently Asked Questions about options-payoff

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

FAQPage Schema
How do I calculate option payoff and Greeks for a multi-leg iron condor strategy?

To calculate option payoff and Greeks for a multi-leg iron condor, input the individual option legs and underlying price parameters. The tool generates expiry payoff diagrams, breakeven points, and Greek metrics for complex spreads.

Can I use the Black-Scholes pricing model to invert and find implied volatility?

Yes, you can use the Black-Scholes pricing model to perform implied volatility inversion. By providing the theoretical value and underlying price parameters, the tool computes the corresponding implied volatility for research purposes.

What is the best way to visualize theoretical value curves and backtest option risk?

The best way to visualize theoretical value curves and backtest option risk is to instruct the tool to plot expiry payoff diagrams. It provides interactive payoff visualization and theoretical value curves for single-leg or multi-leg option strategies.

Does this option analysis tool support live trading or execution?

No, this option analysis tool does not support live trading or execution. It includes strict guardrails against live trading, restricting functionality to backtesting, risk visualization, and theoretical research only.

How do I compute expiry payoff for a set of option legs given specific parameters?

To compute expiry payoff for a set of option legs, instruct the tool to evaluate the strategy given the underlying price (S) and option parameters. It analyzes the payoff and Greeks for single-leg and multi-leg strategies like calls, puts, and straddles.