{"enrichment":{"faq":[{"a":"options-strategy is a MIT-licensed backtesting framework for complex option portfolios. It lets you test covered calls, protective puts, iron condors, butterflies, straddles, and other multi-leg strategies by synthesizing theoretical prices via Black-Scholes and tracking Greeks exposure across time. The engine accepts daily underlying data, applies historical volatility, and outputs trade-by-trade records, daily Greeks aggregates, and performance metrics for strategy validation.","q":"What is options-strategy and what can I backtest with it?"},{"a":"options-strategy computes Greeks using Black-Scholes pricing theory. It derives delta, gamma, theta, and vega sensitivities for each leg of your multi-leg strategies, then aggregates them across your entire portfolio. This lets you analyze volatility sensitivity and time decay effects at both the individual trade and portfolio level, enabling you to understand how your Greeks exposure evolves as market conditions and time change.","q":"How does options-strategy calculate option greeks delta gamma theta vega?"},{"a":"Yes. options-strategy supports backtesting of covered calls, iron condors, straddles, and other multi-leg option strategies. You define your legs, specify entry and exit rules, and the framework synthesizes theoretical prices using Black-Scholes, tracks Greeks exposure, and generates trade-by-trade records and daily aggregates so you can validate strategy performance across historical periods.","q":"Can options-strategy backtest covered call iron condor straddle strategies?"},{"a":"options-strategy requires daily underlying price data (for equity or crypto assets). The engine calculates historical volatility from this data and uses it to synthesize option prices via Black-Scholes. You also define your strategy legs\u2014strike prices, expiration dates, and position types\u2014and the framework handles the rest, outputting Greeks aggregates and performance metrics.","q":"What data inputs does options-strategy require for backtesting?"},{"a":"options-strategy simulates hedging strategies like protective puts and covered calls, as well as spread strategies such as butterflies and calendar spreads. The framework tracks how each leg's Greeks and P&L contribute to your overall portfolio, allowing you to measure hedge effectiveness and spread profitability across historical scenarios and volatility regimes.","q":"How does options-strategy handle hedging and spread strategy simulation?"},{"a":"options-strategy delivers trade-by-trade records showing entry, exit, and Greeks for each leg; daily Greeks aggregates (delta, gamma, theta, vega) for your full portfolio; and strategy performance metrics including P&L, win rate, and volatility sensitivity. These outputs enable you to validate strategy logic, understand risk exposure, and optimize your option trading approach.","q":"What outputs and metrics does options-strategy provide?"}],"shadow_tags":["derivatives-pricing","portfolio-hedging","volatility-trading","greeks-analysis","multi-leg-strategies","risk-exposure","synthetic-pricing","expiry-management","directional-trading","premium-collection"],"summary_rewrite":"options-strategy lets you backtest complex option portfolios\u2014from covered calls and protective puts to iron condors and butterflies\u2014by synthesizing theoretical prices via Black-Scholes and tracking Greeks exposure across time. The engine accepts daily underlying data, applies historical volatility, and outputs trade-by-trade records, daily Greeks aggregates, and performance metrics for strategy validation."},"files":[{"bytes":7570,"path":"agent/src/skills/options-strategy/SKILL.md","sha256":"3feaf27c784c4698a96a0cb6df6b87bccc2a2d7ac993092a4ad3842719e893ae","url":"https://skillfed.io/files/HKUDS/Vibe-Trading/options-strategy/c9d4293e/SKILL.md"}],"id":"HKUDS/Vibe-Trading/options-strategy","links":{"html":"https://skillfed.io/HKUDS/Vibe-Trading/options-strategy","md":"https://skillfed.io/HKUDS/Vibe-Trading/options-strategy.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-strategy","publisher":"HKUDS","stars":28096},"relations":{"similar":[{"id":"tradermonty/claude-trading-skills/options-strategy-advisor"},{"id":"BaggaT236/AI-Trading-Skills/options-strategy-advisor"},{"id":"nicepkg/ai-workflow/options-strategy-advisor"},{"id":"HKUDS/Vibe-Trading/options-payoff"},{"id":"HKUDS/Vibe-Trading/options-advanced"},{"id":"agiprolabs/claude-trading-skills/options-pricing"},{"id":"himself65/finance-skills/options-payoff"},{"id":"HKUDS/Vibe-Trading/crypto-derivatives"},{"id":"staskh/trading_skills/greeks"},{"id":"ScientiaCapital/skills/trading-signals-skill"}]},"slug":{"owner":"HKUDS","repo":"Vibe-Trading","skill":"options-strategy"},"version":"c9d4293e"}