options-payoff

options-payoff is a skill for Claude Code, Codex from HKUDS/Vibe-Trading. It costs 30 tokens per session (7,729 once invoked), scanned A, original, MIT.

A method for analysing the potential profit and loss of option positions, including single options and combinations of several options. It includes payoff charts, breakeven points, risk limits, and sensitivity to volatility and other pricing measures.

In plain words
What is it for?
Use it to analyse option payoffs at expiry, calculate breakeven and maximum risk, compare price and volatility scenarios, and examine option Greeks. It is for research and backtesting only.
Why use it?
It makes the possible outcomes of an option strategy easier to inspect before testing it.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one.

Good fit Use it to analyse option payoffs at expiry, calculate breakeven and maximum risk, compare price and volatility scenarios, and examine option Greeks. It is for research and backtesting only.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/hkuds/vibe-trading/options-payoff
About the project

Vibe-Trading is a personal trading agent that gives an AI system tools for market analysis, algorithmic trading, backtesting, and related workflows. It is for users who want an agent to research and evaluate trading strategies or manage simulated and other trading activities. The catalogue contains skills that expose these trading capabilities to compatible agents.

HKUDS/Vibe-Trading · 33,177 stars · on GitHub · vibetrading.wiki

Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add HKUDS/Vibe-Trading --skill options-payoff
Clone the repo
git clone --depth 1 https://github.com/HKUDS/Vibe-Trading

Made for: Claude Code, Codex.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for options-payoff

README.md
[![agentmods](https://agentmods.dev/badge/skills/hkuds/vibe-trading/options-payoff/github.svg)](https://agentmods.dev/skills/hkuds/vibe-trading/options-payoff)
Your own site
<a href="https://agentmods.dev/skills/hkuds/vibe-trading/options-payoff"><img src="https://agentmods.dev/badge/skills/hkuds/vibe-trading/options-payoff/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for options-payoff

Your own site · 80×15
<a href="https://agentmods.dev/skills/hkuds/vibe-trading/options-payoff"><img src="https://agentmods.dev/badge/skills/hkuds/vibe-trading/options-payoff.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 30 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 7,729 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe. ✓ AI security review Fable 5.1 · 6 Sept 2026 📄 Read the review Third-party audits
  • Snyk pass 7 Sept 2026
  • NVIDIA SkillSpector warn 7 Sept 2026
SkillSpector: 1 finding, up to medium

These are SkillSpector’s own severities. On a checked sample its high-severity flags on skills were ~96% false positives — a documented command, a public API, a “never do X” rule — so we show them as a caution to read, not a verdict. Why →

  • medium analysis-evasion · line 1
    Suspicious Unicode normalization or mixed-script content
    Fix: Review the flagged content for security risks. Ensure no credentials, secrets, or sensitive data are exposed.
How audits are shown
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00030 $0.07729
Opus 5 $0.00015 $0.03864
Sonnet 5 $0.00006 $0.01546
Haiku 4.5 $0.00003 $0.00773

Measured 11d ago against content hash a83405fda58e, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-10, from the pricing page.

Security

Grade A, and why

options-payoff scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 11d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

Origin

Copies of this mod

1 near-identical copy found in the catalogue:

agent/src/skills/options-payoff/SKILL.md · 756 lines

How it starts

The opening of the file, as written. The whole thing — 756 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Options Payoff — Option P&L Analysis Methodology

Overview

This skill is designed for option strategy analysis scenarios within the Vibe-Trading quantitative framework, covering:

  • P&L curve generation for single-leg and multi-leg option portfolios
  • Black-Scholes pricing and Greeks calculation
  • Implied volatility inversion
  • Strategy selection decision support

Constraint: For research and backtesting only. Do not output live trading instructions, in line with the project's guardrails.

Built-in execution tool

Load this skill for methodology, then call options_payoff for production calculations. Pass signed legs (qty > 0 long, qty < 0 short), entry_spot, and expiry_days; optionally pass actual per-share premiums, multiplier, commission, chart bounds, and IV scenarios. The tool returns an expiry curve, a spot × IV scenario matrix, and analytic breakeven/max-risk results that do not depend on the display grid containing every strike.


1. Supported Strategy Types

1.1 Single-Leg Strategies

Strategy Bias Premium Max Profit Max Loss
Long Call Bullish Paid Unlimited Premium
Long Put Bearish Paid Strike - premium Premium
Short Call Neutral / mildly bearish Received Premium Unlimited
Short Put Neutral / mildly bullish Received Premium Strike - premium

1.2 Vertical Spreads

Strategy Structure Market View Net Premium
Bull Call Spread Long Call (lower K) + Short Call (higher K) Moderately bullish Net debit
Bear Put Spread Long Put (higher K) + Short Put (lower K) Moderately bearish Net debit
Bull Put Spread Short Put (higher K) + Long Put (lower K) Moderately bullish Net credit
Bear Call Spread Short Call (lower K) + Long Call (higher K) Moderately bearish Net credit

1.3 Straddles / Strangles (Volatility Strategies)

Strategy Structure Market View
Long Straddle Long Call (ATM) + Long Put (ATM) Large move up or down, low volatility
Short Straddle Short Call (ATM) + Short Put (ATM) Range-bound market, high volatility
Long Strangle Long Call (OTM) + Long Put (OTM) Large move, lower cost than a straddle
Short Strangle Short Call (OTM) + Short Put (OTM) Tight range, collect two-sided premium

Read the full file on GitHub · 756 lines

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 11d ago First seen · 756 lines · 30 tokens per session scan A a83405fda58e

Subscribe to this mod's changes

options-payoff is a skill published in the GitHub repository HKUDS/Vibe-Trading (33,177 stars, last pushed today), licensed MIT. It adds 30 tokens to every session and 7,729 once invoked, about $0.0002 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-30.

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