options-payoff
Options Payoff generates P&L curves and payoff diagrams for single and multi-leg option strategies, from basic calls and puts to complex spreads, butterflies, and condors. It calculates Black-Scholes pricing, the full Greeks suite, and implied volatility, then visualizes strategy performance across underlying price ranges. Built for research and backtesting within the Vibe-Trading framework.
Options Payoff analyzes option strategy payoff diagrams and P&L curves using Black-Scholes pricing and Greeks.
AI-generated summary based on this skill's SKILL.md
Decision gist · record as of 2026-07-27
Options Payoff analyzes option strategy payoff diagrams and P&L curves using Black-Scholes pricing and Greeks. Options Payoff generates P&L curves and payoff diagrams for single and multi-leg option strategies, from basic calls and puts to complex spreads, butterflies, and condors. It calculates Black-Scholes pricing, the full Greeks suite, and implied volatility, then visualizes strategy performance across underlying price ranges. Built for research and backtesting within the Vibe-Trading framework.
Use it when
- Options Payoff uses the Black-Scholes model to compute option prices and the full Greeks suite—delta, gamma, theta, vega, and rho.
- Yes.
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Read SKILL.md below before installing (1 file). Open directory: indexed for reading, not audited.
Install
HKUDS/Vibe-Trading/options-payoff · repository language: Python
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Frequently asked questions
AI-generated answers based on this skill's SKILL.md and metadata
What can Options Payoff do with option payoff diagrams?
Options Payoff generates P&L curves and payoff diagrams for single and multi-leg option strategies, from basic calls and puts to complex spreads, butterflies, and condors. You can visualize strategy performance across underlying price ranges to understand maximum profit, maximum loss, and breakeven points at a glance.
How does Options Payoff calculate Black-Scholes pricing and Greeks?
Options Payoff uses the Black-Scholes model to compute option prices and the full Greeks suite—delta, gamma, theta, vega, and rho. These calculations help you measure directional exposure, convexity, time decay, volatility sensitivity, and interest-rate risk for any option or multi-leg portfolio.
Can Options Payoff model multi-leg option portfolios and breakeven points?
Yes. Options Payoff models multi-leg option portfolios and calculates breakeven points across all legs. Whether you're analyzing iron condors, bull call spreads, straddles, or custom combinations, the tool computes exact profit/loss zones and critical price levels.
How does Options Payoff solve implied volatility from market prices?
Options Payoff extracts implied volatility from observed market prices using numerical methods. This lets you compare market IV to historical volatility, assess whether options are expensive or cheap, and support strategy selection based on current volatility regime.
What strategies does Options Payoff help you analyze and select?
Options Payoff supports analysis of covered calls, protective puts, bull call spreads, bear put spreads, iron condors, straddles, strangles, butterflies, calendar spreads, and other multi-leg structures. It helps you choose strategies aligned with your market view and IV regime.
What license does Options Payoff use?
Options Payoff is released under the MIT license, allowing free use, modification, and distribution with minimal restrictions.
SKILL.md
Rendered from the published skill. Quoted content, verbatim.
Options Payoff — Option P&L Analysis Methodology
Overview
This skill is designed for option strategy analysis scenarios within the Vibe-Trading quantitative framework, covering: - P&L curve generation for single-leg and multi-leg option portfolios - Black-Scholes pricing and Greeks calculation - Implied volatility inversion - Strategy selection decision support
Constraint: For research and backtesting only. Do not output live trading instructions, in line with the project's guardrails.
1. Supported Strategy Types
1.1 Single-Leg Strategies
| Strategy | Bias | Premium | Max Profit | Max Loss |
|---|---|---|---|---|
| Long Call | Bullish | Paid | Unlimited | Premium |
| Long Put | Bearish | Paid | Strike - premium | Premium |
| Short Call | Neutral / mildly bearish | Received | Premium | Unlimited |
| Short Put | Neutral / mildly bullish | Received | Premium | Strike - premium |
1.2 Vertical Spreads
| Strategy |
(truncated - see the full file via the links below)
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agent/src/skills/options-payoff/SKILL.md
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