options-strategy
OfficialSimulate multi-leg option strategies effectively.
Finance & Accounting#risk-management#backtesting#options#cryptocurrency#greeks#multi-leg#black-scholes
AuthorHKUDS
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Many strategy teams lack a fast, transparent way to test multi-leg option portfolios with synthetic pricing and Greeks exposure, leaving premium capture opportunities unvalidated.
Core Features & Use Cases
- Black-Scholes pricing: Synthesizes theoretical option values from underlying OHLCV history, letting you explore covered calls, straddles, and more without live market data.
- Greeks tracking & reporting: Outputs delta, gamma, theta, and vega across the backtest for directional hedging, time-decay management, or volatility trading.
- Multi-leg scenario testing: Constructs iron condors, butterflies, calendar spreads, and other combinations to simulate hedging, volatility, and spread strategies with configurable risk-free rate and contract size.
Quick Start
Backtest an iron condor with options-strategy using historical BTC data and collect the Greeks per day.
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-strategy Download link: https://github.com/HKUDS/Vibe-Trading/archive/main.zip#options-strategy Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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