{"enrichment":{"faq":[{"a":"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.","q":"What can Options Payoff do with option payoff diagrams?"},{"a":"Options Payoff uses the Black-Scholes model to compute option prices and the full Greeks suite\u2014delta, 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.","q":"How does Options Payoff calculate Black-Scholes pricing and Greeks?"},{"a":"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.","q":"Can Options Payoff model multi-leg option portfolios and breakeven points?"},{"a":"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.","q":"How does Options Payoff solve implied volatility from market prices?"},{"a":"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.","q":"What strategies does Options Payoff help you analyze and select?"},{"a":"Options Payoff is released under the MIT license, allowing free use, modification, and distribution with minimal restrictions.","q":"What license does Options Payoff use?"}],"shadow_tags":["quantitative-analysis","risk-metrics","strategy-builder","derivatives-pricing","portfolio-hedging","volatility-trading","backtesting-framework","financial-modeling","greek-sensitivity","option-valuation"],"summary_rewrite":"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."},"files":[{"bytes":29153,"path":"agent/src/skills/options-payoff/SKILL.md","sha256":"34ebb9889c1ba88b2193217c5b78c6185ac90a5b46a02cd36dfc3c4ac8a2f035","url":"https://skillfed.io/files/HKUDS/Vibe-Trading/options-payoff/8a5ebf39/SKILL.md"}],"id":"HKUDS/Vibe-Trading/options-payoff","links":{"html":"https://skillfed.io/HKUDS/Vibe-Trading/options-payoff","md":"https://skillfed.io/HKUDS/Vibe-Trading/options-payoff.md","repo":"https://github.com/HKUDS/Vibe-Trading"},"meta":{"agents_supported":[],"first_seen":"2026-07-28","forks":4557,"language":"Python","last_updated":"2026-07-27","license":"MIT","name":"options-payoff","publisher":"HKUDS","stars":28096},"relations":{"similar":[{"id":"agiprolabs/claude-trading-skills/options-pricing"},{"id":"nicepkg/ai-workflow/options-strategy-advisor"},{"id":"BaggaT236/AI-Trading-Skills/options-strategy-advisor"},{"id":"tradermonty/claude-trading-skills/options-strategy-advisor"},{"id":"himself65/finance-skills/options-payoff"},{"id":"HKUDS/Vibe-Trading/options-strategy"},{"id":"HKUDS/Vibe-Trading/credit-analysis"},{"id":"JoelLewis/finance_skills/volatility-modeling"},{"id":"himself65/finance-skills/etf-premium"},{"id":"longbridge/skills/longbridge-derivatives"}]},"slug":{"owner":"HKUDS","repo":"Vibe-Trading","skill":"options-payoff"},"version":"8a5ebf39"}