Skip to content
alyn
staskh

Greeks skill

Calculate option Greeks (delta, gamma, theta, vega) and implied volatility for specific options. Use when user asks about Greeks, delta, gamma, theta, vega, IV, or option sensitivity analysis.

$npx skills add staskh/trading_skills --skill greeks
View this skill on GitHubstaskh/trading_skills/.claude/skills/greeks/SKILL.md
Pack stars
407
Pack installs
3.1k
Alyn Score
52/99
Updated
2 days ago
License
MIT
– views – installs via Alyn
Coding

Install Greeks

Pick your agent. Every command is ready to paste.

$npx skills add staskh/trading_skills --skill greeks

The open skills CLI detects your agents (Claude Code, Cursor, Codex and 70+ more) and installs to the right folder. Add -g to install globally.

01

Install it

Run the command above, or upload the folder in Claude.

02

Ask naturally

Describe the task. Your agent loads greeks when the request matches its description.

03

Name it if needed

If it does not trigger, say “use the greeks skill”. In Codex, type $greeks.

The skill itself

SKILL.md

FolderGitHub

Option Greeks

Calculate Greeks for options using Black-Scholes model. Computes IV from market price via Newton-Raphson.

Instructions

Note: If uv is not installed or pyproject.toml is not found, replace uv run python with python in all commands below.

uv run python scripts/greeks.py --spot SPOT --strike STRIKE --type call|put [--expiry YYYY-MM-DD | --dte DTE] [--price PRICE] [--date YYYY-MM-DD] [--vol VOL] [--rate RATE]

Arguments

  • --spot - Underlying spot price (required)
  • --strike - Option strike price (required)
  • --type - Option type: call or put (required)
  • --expiry - Expiration date YYYY-MM-DD (use this OR --dte)
  • --dte - Days to expiration (alternative to --expiry)
  • --date - Calculate as of this date instead of today (YYYY-MM-DD)
  • --price - Option market price (for IV calculation)
  • --vol - Override volatility as decimal (e.g., 0.30 for 30%)
  • --rate - Risk-free rate (default: 0.05)

Output

Returns JSON with:

  • spot - Underlying spot price
  • strike - Strike price
  • days_to_expiry - Days until expiration
  • iv - Implied volatility (calculated from market price)
  • greeks - delta, gamma, theta, vega, rho

Examples

# With expiry date and market price (calculates IV)
uv run python scripts/greeks.py --spot 630 --strike 600 --expiry 2026-05-15 --type call --price 72.64

# With DTE directly
uv run python scripts/greeks.py --spot 630 --strike 600 --dte 30 --type call --price 40

# As of a future date
uv run python scripts/greeks.py --spot 630 --strike 600 --expiry 2026-05-15 --date 2026-03-01 --type call --price 50

Explain what each Greek means for the position.

Dependencies

  • scipy

Timezone

All timestamps and time-based calculations must use the America/New_York timezone. All JSON output must include generated_at (NY time string) and data_delay fields.

Tips for Greeks

  • • Start a fresh session after installing so your agent picks up the new skill.
  • • This skill ships scripts. Read them before the first run, and run it in a project without secrets first.
  • • It is part of a pack with 30 skills. Install only the ones you need with --skill to keep triggers precise.
  • • If two skills overlap, mention the one you want by name.

Questions about Greeks

What does the Greeks skill do?

Calculate option Greeks (delta, gamma, theta, vega) and implied volatility for specific options. Use when user asks about Greeks, delta, gamma, theta, vega, IV, or option sensitivity analysis.

How do I install Greeks?

Run "npx skills add staskh/trading_skills --skill greeks" in your project. The skills CLI installs it for Claude Code, Cursor, Codex and 70+ other agents. In Claude on the web, upload the skill folder as a ZIP under Customize > Skills.

Does Greeks work in Cursor and Codex?

Yes. Greeks uses the open SKILL.md format, so it works in Claude Code, Claude, Cursor, OpenAI Codex, Gemini CLI, GitHub Copilot and other agents that support agent skills.

Is Greeks free?

Greeks is open source on GitHub under the MIT license. It is free to install; check the license before commercial use.

Who made Greeks?

Greeks is published by staskh in the staskh/trading_skills repository, together with 29 other skills.

Similar skills. From other creators.