alphagbm-greeks

alphagbm-greeks is a skill for Claude Code, Codex from leecyno1/boutique-skills. It costs 128 tokens per session (1,757 once invoked), scanned A, a copy of alphagbm-greeks, MIT.

A dashboard of option sensitivities, known as the Greeks, for one contract or a multi-leg position. It covers how price, time, volatility, and interest rates can affect the position, including second-order effects.

In plain words
What is it for?
Reviewing Delta, Gamma, Theta, Vega, Rho, Charm, Vanna, and Volga, along with how they change across price and volatility scenarios.
Why use it?
It makes the main sources of option risk visible instead of leaving you to judge a position from its price alone.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one. Also seen: positional $N argument.

Good fit Reviewing Delta, Gamma, Theta, Vega, Rho, Charm, Vanna, and Volga, along with how they change across price and volatility scenarios.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/leecyno1/boutique-skills/alphagbm-greeks
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 leecyno1/boutique-skills --skill alphagbm-greeks
Clone the repo
git clone --depth 1 https://github.com/leecyno1/boutique-skills

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 alphagbm-greeks

README.md
[![agentmods](https://agentmods.dev/badge/skills/leecyno1/boutique-skills/alphagbm-greeks/github.svg)](https://agentmods.dev/skills/leecyno1/boutique-skills/alphagbm-greeks)
Your own site
<a href="https://agentmods.dev/skills/leecyno1/boutique-skills/alphagbm-greeks"><img src="https://agentmods.dev/badge/skills/leecyno1/boutique-skills/alphagbm-greeks/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 alphagbm-greeks

Your own site · 80×15
<a href="https://agentmods.dev/skills/leecyno1/boutique-skills/alphagbm-greeks"><img src="https://agentmods.dev/badge/skills/leecyno1/boutique-skills/alphagbm-greeks.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 128 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,757 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.
Origin 100% copy Near-identical to another mod 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 $0.00128 $0.01757
Opus 5 $0.00064 $0.00879
Sonnet 5 $0.00026 $0.00351
Haiku 4.5 $0.00013 $0.00176

Measured 12d ago against content hash e0d6416017af, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-12, from the pricing page.

Security

Grade A, and why

alphagbm-greeks 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 12d 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

This is a copy

100% identical to alphagbm-greeks — 0 lines differ, which has more behind it and is treated as the original. This page carries a canonical link to it rather than competing with it.

skills/default/alphagbm-greeks/SKILL.md · 175 lines

How it starts

The opening of the file, as written. The whole thing — 175 lines — stays where its author put it; the contents beside it link to each section on GitHub.

AlphaGBM Greeks

Prerequisites

  • API Key: Set env ALPHAGBM_API_KEY (format agbm_xxxx...).
  • Base URL: Default https://alphagbm.zeabur.app. Override with env ALPHAGBM_BASE_URL.

What This Skill Does

Provides a comprehensive Greeks dashboard for any single option contract or multi-leg position. Calculates first-order and second-order sensitivities, and generates scenario heatmaps showing how Greeks change as price and IV move.

Greeks Covered

Greek Order What It Measures
Delta 1st Price sensitivity -- how much does the option move per $1 in the underlying?
Gamma 1st Delta sensitivity -- how fast does delta change? (acceleration)
Theta 1st Time decay -- how much value does the option lose per day?
Vega 1st IV sensitivity -- how much does the option move per 1% change in IV?
Rho 1st Interest rate sensitivity -- how much does the option move per 1% rate change?
Charm 2nd Delta decay -- how does delta change as time passes? (delta-theta cross)
Vanna 2nd Delta-vol cross -- how does delta change as IV moves?
Volga 2nd Vega convexity -- how does vega change as IV moves?

Position-Level Analysis

For multi-leg positions, the skill aggregates Greeks across all legs and shows:

  • Net Greeks: Total delta, gamma, theta, vega for the combined position
  • Greeks per unit of capital: Normalized by margin requirement or net debit
  • Risk concentration: Which leg contributes most to each Greek

API Endpoints

Greeks Calculator

Calculate Greeks for a single option from basic parameters:

POST /api/options/tools/greeks
Content-Type: application/json

{
  "spot": 150,
  "strike": 155,
  "expiry_days": 30,
  "iv": 0.25,
  "option_type": "call"
}

Parameters:

  • spot (required): Current underlying price
  • strike (required): Option strike price
  • expiry_days (required): Days to expiration
  • iv (required): Implied volatility as decimal (e.g., 0.25 for 25%)
  • option_type (required): "call" or "put"

Read the full file on GitHub · 175 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. 12d ago First seen · 175 lines · 128 tokens per session scan A e0d6416017af

Subscribe to this mod's changes

alphagbm-greeks is a skill published in the GitHub repository leecyno1/boutique-skills (5 stars, last pushed today), licensed MIT. It adds 128 tokens to every session and 1,757 once invoked, about $0.0006 per session on Opus 5. A static security scan graded it A with 0 findings. It is 100% identical to alphagbm-greeks, differing in 0 lines, and is treated as a copy.

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