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options-payoff

Compute expiry P&L, break-even points, and Black-Scholes values for option portfolios.

Updated Apr 10, 2026
Search Tags:#pricing#options#greeks#pnl#payoff#black-scholes#multileg
One-click install
npx skills add https://github.com/ebrahim-sani/trading-automation --skill options-payoff-ebrahim-sani
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: options-payoff
Source: https://github.com/ebrahim-sani/trading-automation/tree/main/vibe-trading/agent/src/skills/options-payoff
Command: npx skills add https://github.com/ebrahim-sani/trading-automation --skill options-payoff-ebrahim-sani

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This skill provides a structured framework to analyze option strategies by computing expiry P&L, break-even points, and theoretical values under Black-Scholes, enabling focused risk assessment and visualization.

Core Features & Use Cases

  • Compute expiry P&L for single-leg and multi-leg option portfolios.
  • Generate theoretical values using Black-Scholes pricing and Greeks.
  • Produce payoff diagrams and break-even analyses for strategy selection and risk management.

Quick Start

Provide your option legs and market parameters to generate expiry P&L, breakeven points, and greeks analyses.

Frequently Asked Questions about options-payoff

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

FAQPage Schema
How do I calculate expiry P&L and break-even points for a multi-leg option strategy?▼

To calculate expiry P&L and break-even points for a multi-leg option strategy, input each leg's direction, premium, and time to expiration to generate payoff diagrams and risk assessments.

What is Black-Scholes pricing used for in options analytics?▼

Black-Scholes pricing computes theoretical values and Greeks for option portfolios using time to expiration, volatility, optional dividends, and interest rate to support strategy selection.

Can I analyze vertical spreads and butterflies using Black-Scholes Greeks?▼

Yes, you can analyze vertical spreads, butterflies, and condors by applying Black-Scholes pricing to compute theoretical values, Greeks, and payoff diagrams for multi-leg configurations.

What inputs do I need to generate a payoff diagram for an option portfolio?▼

Generating a payoff diagram requires per-leg inputs including time to expiration, volatility, premium, direction, and optional parameters like dividends and interest rate.

Does this options analytics tool support single-leg and multi-leg P&L calculations?▼

Yes, this options analytics supports computing expiry P&L for both single-leg and multi-leg option portfolios to enable focused risk assessment and strategy visualization.

When should I include dividends and interest rate in option Greeks calculations?▼

Include optional dividends and interest rate in option Greeks calculations when evaluating theoretical values under Black-Scholes pricing for strategies requiring precise risk assessment.

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