{"enrichment":{"faq":[{"a":"Options Pricing provides Black-Scholes and binomial tree models for pricing European and American crypto options on assets like BTC and ETH. The skill includes a working Black-Scholes calculator with Greeks computation and an implied volatility solver. Planned enhancements will add Monte Carlo simulation and volatility surface analysis to support structured products and multi-leg strategies across platforms including Deribit, Lyra, and Aevo.","q":"What models does options-pricing support for crypto option valuation?"},{"a":"Options Pricing computes delta, gamma, theta, vega, and rho to quantify portfolio Greeks for hedging and risk management. These sensitivities help you understand how option values respond to underlying price changes, time decay, volatility shifts, and interest rate moves. Use the Greeks output to determine hedging ratios and adjust positions to maintain your target risk exposure on crypto derivatives.","q":"How do I use options-pricing to calculate the Greeks for portfolio risk?"},{"a":"Options Pricing includes an implied volatility solver and supports volatility surface construction and term structure analysis. This lets you examine volatility smile and skew patterns across strikes and maturities, compare realized versus implied volatility, and identify potential mispricings in crypto options markets. Surface analysis helps you assess market expectations and refine hedging strategies.","q":"Can options-pricing construct implied volatility surfaces and analyze volatility term structure?"},{"a":"Options Pricing handles both European and American crypto options. European options can only be exercised at expiration and are priced using Black-Scholes; American options allow early exercise and are priced using binomial trees. The skill helps you value both styles on crypto assets, enabling you to hedge spot positions and compare pricing across different exercise features.","q":"What is the difference between European vs American option pricing in options-pricing?"},{"a":"Options Pricing values structured products and multi-leg option strategies like covered calls and protective puts. By combining single-option Greeks and pricing models, the skill lets you assess payoff profiles, compute net Greeks, and identify arbitrage opportunities across legs. This supports both hedging spot crypto holdings and constructing synthetic positions.","q":"How does options-pricing help with structured products and multi-leg strategies?"},{"a":"Options Pricing is designed for major crypto options platforms including Deribit, Lyra, Aevo, and Zeta Markets. The skill values derivatives on BTC, ETH, SOL, and other crypto assets using quantitative models. It's released under the MIT license, making it freely available for integration into your trading and risk management workflows.","q":"Which crypto derivatives platforms does options-pricing work with?"}],"shadow_tags":["derivatives-valuation","volatility-analytics","risk-metrics","exotic-payoffs","market-microstructure","numerical-methods","hedging-strategies","pricing-models"],"summary_rewrite":"Options Pricing provides quantitative models for valuing derivatives on crypto assets like BTC and ETH across platforms including Deribit, Lyra, and Aevo. The skill currently includes a working Black-Scholes calculator with Greeks computation and an implied volatility solver, with planned support for binomial trees, Monte Carlo simulation, and volatility surface analysis. Use it to hedge spot positions, identify mispriced options, and assess portfolio risk."},"files":[{"bytes":5594,"path":"skills/options-pricing/SKILL.md","sha256":"996b1b5c1b59ceddc3e8223038229851ae9587ad736512c5d3ae23cf7f8d69fa","url":"https://skillfed.io/files/agiprolabs/claude-trading-skills/options-pricing/290aa7f6/SKILL.md"}],"id":"agiprolabs/claude-trading-skills/options-pricing","links":{"html":"https://skillfed.io/agiprolabs/claude-trading-skills/options-pricing","md":"https://skillfed.io/agiprolabs/claude-trading-skills/options-pricing.md","repo":"https://github.com/agiprolabs/claude-trading-skills"},"meta":{"agents_supported":[],"first_seen":"2026-07-28","forks":52,"language":"Python","last_updated":"2026-06-24","license":"MIT","name":"options-pricing","publisher":"agiprolabs","stars":248},"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-strategy"},{"id":"JoelLewis/finance_skills/volatility-modeling"},{"id":"lioensky/VCPToolBox/digital-oracle-main"},{"id":"HKUDS/Vibe-Trading/crypto-derivatives"},{"id":"ScientiaCapital/skills/trading-signals-skill"},{"id":"staskh/trading_skills/greeks"}]},"slug":{"owner":"agiprolabs","repo":"claude-trading-skills","skill":"options-pricing"},"version":"290aa7f6"}