options-strategy

Name: options-strategy
Availability: InStock
Author: 20YN04

Simulate multi-leg option strategies and calculate Black-Scholes Greeks.

Updated Jun 30, 2026

Search Tags:#backtesting #options #trading #volatility #greeks #black-scholes

Ready to run

npx skills add https://github.com/20YN04/vibe-trading-macos --skill options-strategy-20yn04

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: options-strategy
Source: https://github.com/20YN04/vibe-trading-macos/tree/main/agent/src/skills/options-strategy
Command: npx skills add https://github.com/20YN04/vibe-trading-macos --skill options-strategy-20yn04

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This skill addresses the complexity of evaluating multi-leg option strategies by providing a synthetic-data backtesting engine that calculates theoretical pricing, Greeks, and portfolio performance without requiring live market data.

Core Features & Use Cases

Black-Scholes Pricing: Computes theoretical option values and Greeks (Delta, Gamma, Theta, Vega) using historical volatility.
Multi-Leg Strategy Simulation: Supports complex structures like Iron Condors, Butterflies, and Calendar Spreads for backtesting.
Use Case: A trader can simulate the performance of an Iron Condor strategy over a multi-year period to analyze risk exposure and time decay impact before deploying capital.

Quick Start

Use the options-strategy skill to run a backtest on the BTC-USDT pair using the provided configuration file.

Frequently Asked Questions about options-strategy

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

FAQPage Schema

How do I backtest a multi-leg options strategy without live market data?▼

You can backtest multi-leg options strategies using synthetic data by simulating portfolio performance against historical underlying price data, calculating theoretical pricing and Greeks without requiring a live market data feed.

How does the Black-Scholes model calculate Greeks for options backtesting?▼

The Black-Scholes model calculates theoretical option values and Greeks including Delta, Gamma, Theta, and Vega by utilizing historical volatility to evaluate risk exposure and time decay impact during backtesting simulations.

Can I simulate Iron Condor and Butterfly spread strategies for crypto pairs?▼

Yes, you can simulate complex multi-leg structures like Iron Condors, Butterflies, and Calendar Spreads for crypto pairs such as BTC-USDT by running backtests with a structured configuration file.

Do I need a custom signal engine to run options backtesting simulations?▼

Yes, running an options backtesting simulation requires a custom signal engine implementation to generate trading instructions, alongside a structured configuration file to define the multi-leg portfolio strategy parameters.

What is the best way to evaluate volatility and hedging strategies for options portfolios?▼

The best way to evaluate volatility and hedging strategies is by simulating multi-leg option portfolio structures against historical underlying price data to analyze theoretical pricing and portfolio performance metrics.

Are there limitations to using historical volatility for options pricing in backtesting?▼

Using historical volatility for options pricing in backtesting means the simulation relies on synthetic data and theoretical Black-Scholes values rather than real-time market dynamics, which may not capture live execution slippage.