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options-strategy

Backtest multi-leg options strategies and evaluate daily portfolio Greeks.

Updated Apr 12, 2026
Search Tags:#backtesting#options#greeks#crypto#equity#black-scholes
One-click install
npx skills add https://github.com/DaddyElonMusk69/motis-agent --skill options-strategy-daddyelonmusk69
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: options-strategy
Source: https://github.com/DaddyElonMusk69/motis-agent/tree/main/skills/finance/options-strategy
Command: npx skills add https://github.com/DaddyElonMusk69/motis-agent --skill options-strategy-daddyelonmusk69

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Traders and analysts struggle to evaluate multi-leg options portfolios because pricing, Greeks calculation, and P&L simulation require complex models and data handling.

Core Features & Use Cases

  • Black‑Scholes pricing using historical volatility for synthetic option data.
  • Greeks aggregation (Delta, Gamma, Theta, Vega) on a daily basis.
  • Multi‑leg strategy support including covered calls, protective puts, straddles, iron condors, and calendar spreads.
  • Use case: Simulate a covered‑call strategy on BTC‑USDT over a year to assess profitability and risk exposure.

Quick Start

Run an options backtest for a covered‑call strategy on BTC‑USDT from 2023‑01‑01 to 2024‑01‑01.

Frequently Asked Questions about options-strategy

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

FAQPage Schema
How do I backtest multi-leg options strategies for cryptocurrency?▼

You can backtest multi-leg options strategies like iron condors and straddles on crypto and equity options using Black-Scholes pricing with historical volatility to compute daily P&L and aggregate portfolio Greeks.

What options Greeks are calculated during a historical backtest?▼

Daily aggregate portfolio Greeks including Delta, Gamma, Theta, and Vega are calculated for multi-leg options strategies using Black-Scholes pricing and historical volatility data.

Can I simulate covered call strategies on BTC-USDT?▼

Yes, covered call strategies can be simulated on BTC-USDT over custom date ranges to assess profitability and risk exposure by generating daily P&L, aggregate Greeks, and performance metrics.

Does the backtester support equity options and calendar spreads?▼

Yes, the backtester supports both cryptocurrency and equity options, handling multi-leg configurations including calendar spreads, covered calls, protective puts, straddles, and iron condors.

What outputs are generated from an options backtest?▼

An options backtest generates equity curves, trade logs, and performance metrics artifacts alongside daily P&L calculations and aggregate portfolio Greeks for the evaluated multi-leg strategy.

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