options-trading

You calculate options Greeks and price European options by inputting underlying price, strike, time, risk-free rate, and volatility. The Skill automates this Black-Scholes computation and returns validated pricing and Greek risk metrics.

Yes, you can build and analyze multi-leg options strategies like iron condors, straddles, and calendars. The strategy builder simulates payoff profiles and compares risk-reward metrics across equities, indices, and ETFs.

Implied volatility extraction reverse-engineers market prices to find expected volatility, while an IV surface maps these expectations across strikes and expirations. This helps traders identify mispriced options and assess volatility risk.

Yes, the options pricing toolkit supports Monte Carlo and binomial valuation methods alongside Black-Scholes. These methods allow you to price complex options and validate theoretical values against market conditions.

You screen option chains by applying pricing models and Greek risk filters to evaluate contracts. The screener processes market inputs to identify specific options that meet your volatility and risk-reward criteria.

To start pricing options and computing Greeks, you need standard market inputs: underlying price, strike, time to expiration, risk-free rate, and volatility. The Skill handles validation and error handling for these parameters.