options-strategy-advisor

options-strategy-advisor is a skill for Claude Code from mphinance/alpha-skills. It costs 84 tokens per session (7,918 once invoked), scanned A, a copy of options-strategy-advisor, MIT.

An options analysis tool that estimates theoretical prices, calculates Greeks (measures such as sensitivity to price and volatility), and simulates profit and loss for common options strategies.

In plain words
What is it for?
Use it to study covered calls, protective puts, spreads, iron condors, and earnings-related trades, or to review position sizing and risk. It can use market data from the FMP API or values you provide manually.
Why use it?
It helps compare possible outcomes and risks without needing a real-time market-data subscription. It also explains strategy risks such as maximum loss and exposure.

Skill for Claude Code

Written for Claude Code: shipped in a Claude Code plugin. Also seen: positional $N argument.

Part of the quant-skills plugin — 60 skills shipped together

Good fit Use it to study covered calls, protective puts, spreads, iron condors, and earnings-related trades, or to review position sizing and risk. It can use market data from the FMP API or values you provide manually.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/mphinance/alpha-skills/options-strategy-advisor
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 mphinance/alpha-skills --skill options-strategy-advisor
Clone the repo
git clone --depth 1 https://github.com/mphinance/alpha-skills

Made for: Claude Code.

Or install quant-skills, the plugin that ships this one along with the rest of its 60 skills.

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-strategy-advisor

README.md
[![agentmods](https://agentmods.dev/badge/skills/mphinance/alpha-skills/options-strategy-advisor/github.svg)](https://agentmods.dev/skills/mphinance/alpha-skills/options-strategy-advisor)
Your own site
<a href="https://agentmods.dev/skills/mphinance/alpha-skills/options-strategy-advisor"><img src="https://agentmods.dev/badge/skills/mphinance/alpha-skills/options-strategy-advisor/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-strategy-advisor

Your own site · 80×15
<a href="https://agentmods.dev/skills/mphinance/alpha-skills/options-strategy-advisor"><img src="https://agentmods.dev/badge/skills/mphinance/alpha-skills/options-strategy-advisor.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 84 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 7,918 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 94% 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 $0.00084 $0.07918
Opus 5.5 $0.00034 $0.03167
Sonnet 5.5 $0.00017 $0.01584
Haiku 4.5 $0.00008 $0.00792

Measured 1mo ago against content hash aa1370abcdaf, method: parsed. Prices are Anthropic first-party input rates as of 2026-10-07, from the pricing page.

Security

Grade A, and why

options-strategy-advisor 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 1mo ago.

The scan reads SKILL.md. This mod also ships 3 executable files (scripts/black_scholes.py, scripts/tests/conftest.py, scripts/tests/test_black_scholes.py), listed below but not scanned — reading those needs a real analyzer, not pattern matching.

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

94% identical to options-strategy-advisor — 14 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.

plugins/quant-skills/skills/options-strategy-advisor/SKILL.md · 991 lines

How it starts

The opening of the file, as written. The whole thing — 991 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Options Strategy Advisor

Overview

This skill provides comprehensive options strategy analysis and education using theoretical pricing models. It helps traders understand, analyze, and simulate options strategies without requiring real-time market data subscriptions.

Core Capabilities:

  • Black-Scholes Pricing: Theoretical option prices and Greeks calculation
  • Strategy Simulation: P/L analysis for major options strategies
  • Earnings Strategies: Pre-earnings volatility plays integrated with Earnings Calendar
  • Risk Management: Position sizing, Greeks exposure, max loss/profit analysis
  • Educational Focus: Detailed explanations of strategies and risk metrics

Data Sources:

  • FMP API: Stock prices, historical volatility, dividends, earnings dates
  • User Input: Implied volatility (IV), risk-free rate
  • Theoretical Models: Black-Scholes for pricing and Greeks

Prerequisites

Required:

  • Python 3.8+ with numpy, scipy, requests

Optional:

  • FMP API key (for real-time stock prices and historical volatility)
    • Set via FMP_API_KEY environment variable or --api-key argument
    • Without API key: Use manual inputs for stock price and volatility

Installation:

pip install numpy scipy requests

Quick Start Examples:

# Basic call option pricing (no API key needed)
python3 scripts/black_scholes.py

# With FMP API key for real-time data
python3 scripts/black_scholes.py --ticker AAPL --api-key $FMP_API_KEY

# Custom option parameters
python3 scripts/black_scholes.py --stock-price 180 --strike 185 --days 30 --volatility 0.25

# Put option analysis
python3 scripts/black_scholes.py --stock-price 180 --strike 175 --days 30 --option-type put

When to Use This Skill

Use this skill when:

  • User asks about options strategies ("What's a covered call?", "How does an iron condor work?")
  • User wants to simulate strategy P/L ("What's my max profit on a bull call spread?")
  • User needs Greeks analysis ("What's my delta exposure?")
  • User asks about earnings strategies ("Should I buy a straddle before earnings?")
  • User wants to compare strategies ("Covered call vs protective put?")
  • User needs position sizing guidance ("How many contracts should I trade?")
  • User asks about volatility ("Is IV high right now?")

Read the full file on GitHub · 991 lines

Files

What ships with it

5 files beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

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. 1mo ago First seen · 991 lines · 84 tokens per session scan A aa1370abcdaf

Subscribe to this mod's changes

options-strategy-advisor is a skill published in the GitHub repository mphinance/alpha-skills (28 stars, last pushed 10d ago), licensed MIT. It adds 84 tokens to every session and 7,918 once invoked, about $0.0003 per session on Opus 5.5. A static security scan graded it A with 0 findings. It is 94% identical to options-strategy-advisor, differing in 14 lines, and is treated as a copy.

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