Compute and visualize option portfolio P&L under Black-Scholes pricing.
npx skills add https://github.com/GGwujun/SigmX --skill options-payoff-ggwujun
Please help me install this Agent Skill. Skill: options-payoff Source: https://github.com/GGwujun/SigmX/tree/main/agent/src/skills/options-payoff Command: npx skills add https://github.com/GGwujun/SigmX --skill options-payoff-ggwujun
Option P&L analysis and pricing for multi-leg option portfolios is complex and time-consuming; this skill provides a consolidated framework to compute expiry P&L, current theoretical value via Black-Scholes, and Greeks across strategies.
Define your option legs and run the payoff diagram with implied volatility analysis for a given market price.
High-intent search queries and answers about installing and using this skill.
You can calculate option Greeks and theoretical prices using the Black-Scholes pricing model by inputting underlying price S, strike K, time to expiry T, risk-free rate r, dividend yield q, and volatility sigma. The skill outputs sensitivities like delta and gamma for portfolio risk analysis.
You can perform break-even analysis for option structures by using numeric solvers to find the underlying prices where the total portfolio P&L equals zero. This identifies the exact points where vertical spreads, butterflies, or condors become profitable at expiry.
No, this skill includes safeguards to prevent live trading outputs. It is designed strictly for research, backtesting, and strategy evaluation environments to analyze theoretical P&L and pricing without executing real market orders.
To run Black-Scholes option pricing, you need to define the underlying price S, strike price K, time to expiry T, risk-free rate r, dividend yield q, and volatility sigma. You also need premium data for implied volatility calculations.
To analyze risk-reward for option strategies, the skill computes expiry P&L curves and break-even points for various multi-leg structures. This allows you to evaluate maximum profit, maximum loss, and risk-reward ratios across different market scenarios for your chosen strategy.
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