{"enrichment":{"faq":[{"a":"greeks computes all major option Greeks using Black-Scholes methodology. Input your spot price, strike price, time to expiration, risk-free rate, and volatility to obtain delta (price sensitivity), gamma (delta sensitivity), theta (time decay), vega (volatility sensitivity), and rho (rate sensitivity). These metrics quantify how your option position responds to market changes.","q":"How do I calculate option greeks delta gamma theta vega?"},{"a":"greeks derives implied volatility by inverting the Black-Scholes model against observed market prices. Provide the option's market price, spot price, strike, expiration, and risk-free rate; greeks solves for the volatility level that reconciles theory with market reality. This IV reveals what volatility the market is pricing in.","q":"What is implied volatility for this option?"},{"a":"greeks generates all Greeks needed for trading: delta shows directional exposure per $1 spot move, gamma indicates how fast delta changes, theta quantifies daily time decay, vega measures volatility risk, and rho captures interest-rate sensitivity. Use these to size positions, hedge risk, and understand your portfolio's behavior under different market scenarios.","q":"How to calculate option greeks for trading decisions?"},{"a":"Yes. greeks calculates delta for both calls and puts using Black-Scholes. Call delta ranges from 0 to 1 (positive exposure), while put delta ranges from -1 to 0 (negative exposure). Combined with gamma, theta, vega, and rho, you get a complete sensitivity profile for either option type.","q":"Can greeks compute delta for call and put options?"},{"a":"greeks' sensitivity analysis shows how your option's value and Greeks respond to changes in underlying price, time, and volatility. Gamma tells you how delta shifts as the spot moves; theta quantifies daily erosion; vega shows volatility impact. This helps traders anticipate P&L swings and adjust hedges proactively.","q":"What does option greek sensitivity analysis reveal?"},{"a":"greeks inverts the Black-Scholes pricing formula to extract implied volatility from observed market prices. Feed in the option's market price, spot, strike, expiration, and risk-free rate; greeks numerically solves for the volatility input that matches the market quote, revealing the market's volatility expectation.","q":"How does greeks calculate IV from market price?"}],"shadow_tags":["option-pricing","volatility-analysis","greeks-calculation","derivatives-trading","risk-metrics","iv-estimation","black-scholes-model","position-sensitivity","financial-modeling"],"summary_rewrite":"Compute Greeks and implied volatility for options using the Black-Scholes framework. Input spot price, strike, expiration, and market price to derive delta, gamma, theta, vega, and rho\u2014essential metrics for understanding position sensitivity and risk exposure."},"files":[{"bytes":2153,"path":".claude/skills/greeks/SKILL.md","sha256":"8beba0460d3b7c29d1be726d689d6a6de3c7a8053ff3d9dbf81cafb5d0da84b2","url":"https://skillfed.io/files/staskh/trading_skills/greeks/2dac8c37/SKILL.md"}],"id":"staskh/trading_skills/greeks","links":{"html":"https://skillfed.io/staskh/trading_skills/greeks","md":"https://skillfed.io/staskh/trading_skills/greeks.md","repo":"https://github.com/staskh/trading_skills"},"meta":{"agents_supported":["claude-code"],"first_seen":"2026-07-28","forks":68,"language":"Python","last_updated":"2026-07-20","license":"MIT","name":"greeks","publisher":"staskh","stars":299},"relations":{"similar":[{"id":"HKUDS/Vibe-Trading/options-advanced"},{"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":"HKUDS/Vibe-Trading/options-payoff"},{"id":"HKUDS/Vibe-Trading/options-strategy"},{"id":"longbridge/skills/longbridge-derivatives"},{"id":"ScientiaCapital/skills/trading-signals-skill"},{"id":"anthropics/financial-services/option-vol-analysis"}]},"slug":{"owner":"staskh","repo":"trading_skills","skill":"greeks"},"version":"2dac8c37"}