staskh/trading_skills118 installs

greeks

Q: How do I install this agent skill?

Run npx skills add https://github.com/staskh/trading_skills --skill greeks.

Q: Is this agent skill safe to install?

Review the displayed partner audits, complete source, permissions, dependencies, and exact revision before installing.

Calculate option Greeks (delta, gamma, theta, vega) and implied volatility for specific options. Use when user asks about Greeks, delta, gamma, theta, vega, IV, or option sensitivity analysis.

How do I install this agent skill?

npx skills add https://github.com/staskh/trading_skills --skill greeks

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Is this agent skill safe to install?

Gen Agent Trust Hubpass
The skill provides functionality to calculate financial option Greeks and implied volatility. It uses a command-line wrapper for calculations and does not exhibit any malicious behaviors or security risks.
Socketpass
No alerts
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Risk: LOW · No issues
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2 files scanned · No issues
ZeroLeakspass
Score: 93/100 · 2 sections analyzed

What does this agent skill do?

Option Greeks

Calculate Greeks for options using Black-Scholes model. Computes IV from market price via Newton-Raphson.

Instructions

Note: If uv is not installed or pyproject.toml is not found, replace uv run python with python in all commands below.

uv run python scripts/greeks.py --spot SPOT --strike STRIKE --type call|put [--expiry YYYY-MM-DD | --dte DTE] [--price PRICE] [--date YYYY-MM-DD] [--vol VOL] [--rate RATE]

Arguments

--spot - Underlying spot price (required)
--strike - Option strike price (required)
--type - Option type: call or put (required)
--expiry - Expiration date YYYY-MM-DD (use this OR --dte)
--dte - Days to expiration (alternative to --expiry)
--date - Calculate as of this date instead of today (YYYY-MM-DD)
--price - Option market price (for IV calculation)
--vol - Override volatility as decimal (e.g., 0.30 for 30%)
--rate - Risk-free rate (default: 0.05)

Output

Returns JSON with:

spot - Underlying spot price
strike - Strike price
days_to_expiry - Days until expiration
iv - Implied volatility (calculated from market price)
greeks - delta, gamma, theta, vega, rho

Examples

# With expiry date and market price (calculates IV)
uv run python scripts/greeks.py --spot 630 --strike 600 --expiry 2026-05-15 --type call --price 72.64

# With DTE directly
uv run python scripts/greeks.py --spot 630 --strike 600 --dte 30 --type call --price 40

# As of a future date
uv run python scripts/greeks.py --spot 630 --strike 600 --expiry 2026-05-15 --date 2026-03-01 --type call --price 50

Explain what each Greek means for the position.

Dependencies

scipy

Timezone

All timestamps and time-based calculations must use the America/New_York timezone. All JSON output must include generated_at (NY time string) and data_delay fields.

How can the creator link this skill?

Add the canonical catalog link to the repository README so users can inspect current installs and available audits. The publishing guide covers the complete discovery path.

<a href="https://skillzs.dev/skills/staskh/trading_skills/greeks">View greeks on skillZs</a>