Verified:GitHub

options-strategy-advisor

Calculate Black-Scholes option prices, Greeks, and P/L simulations for 17 strategies.

276|46|Updated Jan 16, 2026

Search Tags:#volatility #greeks #options trading #black-scholes #strategy analysis #earnings strategy

One-click install

npx skills add https://github.com/nicepkg/ai-workflow --skill options-strategy-advisor-nicepkg

Or copy as Structured Prompt for Agent▼

Please help me install this Agent Skill.
Skill: options-strategy-advisor
Source: https://github.com/nicepkg/ai-workflow/tree/main/workflows/stock-trader-workflow/.claude/skills/options-strategy-advisor
Command: npx skills add https://github.com/nicepkg/ai-workflow --skill options-strategy-advisor-nicepkg

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires numpy, scipy, requests, pandas, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill demystifies complex options trading strategies by providing theoretical pricing, risk analysis, and simulation tools, empowering users to make informed decisions without expensive data subscriptions.

Core Features & Use Cases

Theoretical Pricing & Greeks: Calculate option prices and sensitivities (Delta, Gamma, Theta, Vega, Rho) using the Black-Scholes model.
Strategy Simulation: Analyze the Profit/Loss (P/L) scenarios for over 17 popular options strategies, including income, protection, directional, and volatility plays.
Volatility Analysis: Compare Historical Volatility (HV) with Implied Volatility (IV) to identify trading opportunities.
Earnings Strategy Guidance: Provides recommendations for pre-earnings trades like straddles and iron condors, considering IV crush.
Risk Management: Offers guidance on position sizing, portfolio Greeks, and trade exit strategies.
Use Case: A user wants to understand the risk/reward of a "Bull Call Spread" on AAPL. The skill will calculate the net debit, max profit, max loss, breakeven points, and display a P/L diagram.

Quick Start

Analyze a covered call strategy on AAPL with a $185 strike price expiring in 30 days.

Frequently Asked Questions about options-strategy-advisor

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

FAQPage Schema

How do I calculate options Greeks using the Black-Scholes model?▼

Historical Volatility is calculated from past stock price data, while Implied Volatility is derived from current market option prices. Comparing the two helps identify potential trading opportunities.

How do I simulate the profit and loss for a bull call spread?▼

Use iron condors and straddles for pre-earnings trades to capitalize on volatility. The tool offers guidance on managing IV crush and adjusting positions during earnings season.

Does options strategy analysis require an expensive market data subscription?▼

No, options strategy analysis integrates with the FMP API for stock data, providing theoretical pricing and volatility analysis without requiring expensive data subscriptions.

How many options strategies can I analyze for risk management?▼

You can analyze over 17 popular options strategies for risk management, including income, protection, directional, and volatility plays. It offers guidance on position sizing and trade exit strategies.