finance-option-skills

Read public market data from Deribit's REST API — instruments, ticker, order book, index price, funding rate, historical DVOL — no auth required. Use this skill whenever the user asks for Deribit data on BTC, ETH, SOL, or any other Deribit currency, including option instruments, perpetual funding, dated futures basis, or the volatility index. Triggers: "Deribit", "BTC options", "ETH options", "BTC funding rate", "perpetual basis", "DVOL", "Deribit ticker", "options chain on Deribit", "BTC-PERPETUAL", "BTC-25DEC25-100000-C". Activate even with partial input — default currency = BTC, default kind = option.

Pull and clean the BTC or ETH options chain from Deribit, with proper inverse-quote handling and downstream-ready columns. Use this skill whenever the user wants the full Deribit options chain, a single expiry, an ATM strip, or a chain filtered by liquidity. Triggers: "Deribit chain", "BTC options chain", "ETH chain", "show me 26DEC25 BTC strikes", "what's on Deribit for BTC right now", "0DTE BTC options". Defaults: currency = BTC, nearest 4 weekly + nearest 4 monthly expiries, bid/ask spread filter 30%.

Read Deribit's DVOL index (BTC and ETH) — the crypto analogue of CBOE's VIX — for vol regime context, term-structure flags, and historical percentile comparisons. Use this skill whenever the user asks about crypto vol regime, BTC vs ETH vol, DVOL level vs history, or wants a vol-context read before crypto-options trades. Triggers: "DVOL", "BTC DVOL", "ETH DVOL", "crypto VIX", "BTC vol regime", "is crypto vol cheap", "implied vol vs realized for BTC". Defaults: BTC currency, trailing 1y window for percentile.

Compute dealer Gamma Exposure (GEX) and Max Pain strike for BTC or ETH at any Deribit expiry. Use this skill when the user asks about dealer positioning, "magnet" strike for expiry, gamma walls, or expiry-related spot pinning. Triggers: "GEX", "gamma exposure", "max pain", "BTC expiry magnet", "where will BTC pin on Friday", "dealer gamma BTC", "options expiry impact". Defaults: BTC, nearest Friday expiry, all strikes with open interest above zero.

Price coin-settled (inverse) options the way Deribit quotes them — premium and payoff in BTC/ETH, not USD. Use this skill whenever the user asks about Deribit option pricing, why Deribit's deltas differ from textbook BSM, or how to convert between coin-quoted and USD-quoted Greeks. Triggers: "inverse option", "coin-settled", "Deribit pricing", "why is Deribit delta different", "convert Deribit Greeks to USD", "BTC denominated payoff", "premium in BTC". Default: r = 0 (Deribit uses 0 risk-free historically), q = 0.

Read CBOE volatility indices and ratios for market-wide vol context — VIX, VVIX, SKEW, VIX9D, VIX3M, VIX6M, put/call ratio, and term-structure ratios like VIX9D/VIX (frontend stress) and VIX/VIX3M (curve shape). Use this skill when the user asks about market vol regime, complacency vs fear, term-structure signals, or wants context for individual-name trades. Triggers: "VIX", "VVIX", "SKEW", "put/call ratio", "vol regime", "is the market complacent", "frontend stress", "VIX term structure". Defaults: spot levels + 1y percentile.

Parse a broker option chain screenshot or pasted text into a structured legs table. Use this skill when the user uploads a screenshot from IBKR / TastyTrade / ToS / Robinhood / Schwab or pastes a chain dump and asks to "parse this", "analyze this position", "what trade is this", or wants Greeks / payoff from a broker image. Triggers: any chain screenshot, "IBKR position", "TastyTrade trade ticker", "ToS analyzer page", "what does my position say". Do NOT use this to fetch fresh data — use `yfinance-options` for that.

Pull options chains, Greeks, and historicals for any US-listed ticker via the yfinance library. Use this skill whenever the user wants options data for a specific ticker — full chain, single expiry, ATM strip, or historical option prices. Triggers: "get the options chain", "show AAPL puts", "fetch SPY 0DTE chain", "what's the 50-delta strike", "pull all expiries for QQQ", "options for $TICKER". Defaults: nearest expiry, both puts and calls, ±20% strikes from spot.

Price American options and capture the early-exercise premium via a Cox-Ross-Rubinstein binomial tree. Use this skill whenever the user asks about American-style options, dividend-paying stocks with optimal exercise, early exercise decisions, or compares American vs European pricing. Triggers: "American option", "early exercise", "dividend exercise", "exercise premium", "CRR tree", "binomial", "lattice", "should I exercise this option early", "American put on TSLA", "is it ever optimal to exercise". Activate even with partial input — defaults: r = 4.3%, q = 0, steps = 200.

Price European call and put options using the Black-Scholes-Merton closed-form model. Use this skill whenever the user asks for a theoretical option price, a "fair value" estimate, put-call parity check, or wants to compare a quoted premium to a model price. Triggers include: any mention of Black-Scholes, BSM, theoretical price, fair value, intrinsic vs extrinsic, put-call parity, continuous dividend yield, risk-free rate, or phrases like "what should this option be worth", "is this overpriced", "price this call", "value this put". Activate even with partial input — use sensible defaults (r = 4.3%, q = 0, T = 30/365).

Compute first-order and second-order option Greeks under Black-Scholes-Merton. Use this skill whenever the user asks about an option's sensitivity to spot, time, vol, or rates. Triggers include any mention of: delta, gamma, theta, vega, rho, vanna, volga, charm, color, speed, zomma, "how much does this lose per day", "what's the delta of this position", "gamma scalp", "vol exposure", or asking for the full Greek profile of a single contract or a multi-leg book. Also triggers for "DvegaDtime", "DdeltaDvol", and net-Greek questions across positions.

Design a delta-hedging schedule for a long-vol or short-vol options position — discrete rebalance bands, expected gamma-scalp P&L, transaction-cost drag, and realized-vol breakeven. Use this skill when the user holds options and wants to manage directional exposure dynamically. Triggers: "delta hedge", "gamma scalp", "rebalance band", "realized vol breakeven", "how often should I hedge", "DvegaDtime", "gamma trading P&L", "is my long-vol position profitable". Defaults: hedge in shares, threshold |Δ| = 0.05 per 100 contracts, broker cost $0.005/share.

Aggregate Greeks across a multi-position options book and surface concentration risks. Use this skill when the user has multiple open options trades and asks "what's my net delta", "am I net long or short vol", "what's my book theta", "where am I concentrated", or wants a single-pane view of book-level risk. Triggers: "portfolio greeks", "book greeks", "net delta", "net vega", "concentration risk", "what if X moves 5%", "stress test my options book". Use when the user provides multiple positions; do NOT use for single-trade Greeks (use `greeks-calculator`).

Size an options position using Kelly-fraction or max-loss-based methods. Use this skill when the user asks "how many contracts should I sell/buy", "what size for this credit spread", or wants a capped-loss sizing for premium-selling strategies (cash-secured puts, credit spreads, iron condors). Triggers: "how much should I size", "kelly fraction", "position size", "max loss sizing", "risk per trade", "capital allocation for options". Do NOT use to recommend a trade — pair with `strategy-selector` for that. This skill only sizes a trade the user has already chosen.

Create, evaluate, and improve agent skills specifically for the options/derivatives domain. Use this skill when the user asks to "create a new skill", "add an options skill for X", "evaluate this SKILL.md", "improve this skill", or wants to extend the finance-option-skills marketplace. Triggers: "new skill", "skill template", "skill rubric", "evaluate SKILL.md", "what's missing from this skill", "add a strategy / data source / risk metric as a skill".

Generate an interactive options payoff curve chart with dynamic parameter controls. Use this skill whenever the user shares an options position screenshot, describes an options strategy, or asks to visualize how an options trade makes or loses money. Triggers include: any mention of butterfly, spread (vertical/calendar/diagonal/ratio), straddle, strangle, condor, covered call, protective put, iron condor, jade lizard, broken wing, or any multi-leg options structure. Also triggers when a user pastes strike prices, premiums, expiry dates, or says things like "show me the payoff", "draw the P&L curve", "what does this trade look like", or uploads a screenshot from a broker (IBKR, TastyTrade, Robinhood, ToS, Schwab). Always use this skill even if the user only provides partial info — extract what you can and use defaults for the rest.

Recommend an options strategy given the user's directional view, volatility view, risk tolerance, and capital. Use this skill when the user describes a market thesis but does NOT yet know which options structure to use. Triggers: "what strategy should I use", "how should I play this", "I think X will rally / sell off / stay flat", "I want to bet on a move but cap loss", "I want to collect premium", "what's the best way to express this view", or any question where the user gives a thesis and asks for the corresponding multi-leg structure. Do not activate if the user already specifies the strategy — use `options-payoff` instead.

Fit and visualize the implied volatility surface for a ticker — IV across strike (skew) and time (term structure). Use this skill when the user asks for an IV surface, vol surface, mispriced options across the chain, butterfly arbitrage check, or vol-of-vol context. Triggers: "IV surface", "vol surface", "show me the smile", "find dislocated options", "is the surface arb-free", "fit SVI / SABR", "surface for AAPL/SPY/QQQ", "scan the chain for cheap vol". Use even with partial input — defaults: nearest 6 expiries, ±20% strike range from spot.

Analyze the strike-axis implied volatility skew for a ticker — 25-delta risk reversal, butterfly, put-call skew, and skew steepness percentile. Use this skill when the user asks about put/call skew, downside protection cost, "is the skew rich", "compare AAPL skew to history", or directional implications of skew shape. Triggers: "vol skew", "smile", "risk reversal", "25d RR", "25d butterfly", "put skew rich/cheap", "tail risk premium", "skew percentile". Use even with partial input — default expiry: 30 DTE.

Analyze the time-axis implied vol term structure for a ticker — ATM IV across expiries, contango vs backwardation, and event-vol jumps (earnings, FOMC, expirations). Use this skill when the user asks about IV across expiries, VIX9D/VIX/VIX3M shape, earnings vol bump, near-vs-far IV, or whether to roll or sell vol farther/nearer. Triggers: "term structure", "contango", "backwardation", "vol curve", "VIX9D vs VIX", "earnings vol crush", "IV rank by expiry", "near vol vs far vol". Default: ATM strike, all listed expiries up to 1Y.