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.
npx skills add nimadorostkar/Claude-Skills-collection --skill options-strategygit clone --depth 1 https://github.com/nimadorostkar/Claude-Skills-collectionWrote 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.
[](https://agentmods.dev/skills/nimadorostkar/claude-skills-collection/options-strategy)<a href="https://agentmods.dev/skills/nimadorostkar/claude-skills-collection/options-strategy"><img src="https://agentmods.dev/badge/skills/nimadorostkar/claude-skills-collection/options-strategy/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.
<a href="https://agentmods.dev/skills/nimadorostkar/claude-skills-collection/options-strategy"><img src="https://agentmods.dev/badge/skills/nimadorostkar/claude-skills-collection/options-strategy.svg" alt="Reviewed on agentmods" width="80" height="20"></a>- NVIDIA SkillSpector pass
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.
| Model | Per session | Once invoked |
|---|---|---|
| Fable 5.1 | $0.00041 | $0.01543 |
| Opus 5 | $0.00020 | $0.00772 |
| Sonnet 5 | $0.00008 | $0.00309 |
| Haiku 4.5 | $0.00004 | $0.00154 |
Grade A, and why
options-strategy 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 9d 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.
How it starts
The opening of the file, as written. The whole thing — 129 lines — stays where its author put it; the contents beside it link to each section on GitHub.
Options Strategy
Purpose
Construct and analyze options positions with an accurate view of what is actually being risked. Options positions frequently have a risk profile very different from the one the buyer had in mind, and the difference shows up at expiration.
When to Use
- Constructing an options position to express a view.
- Analyzing the risk of an existing position.
- Deciding whether implied volatility makes an option cheap or expensive.
- Managing a position into expiration or assignment.
Capabilities
- The greeks: delta, gamma, theta, vega — and what each one actually costs you.
- Implied volatility, IV rank, and term structure.
- Structures: spreads, straddles, strangles, calendars, and their real risk profiles.
- Assignment, exercise, and pin risk.
- Position management and adjustment.
Inputs
- The view: direction, magnitude, and time frame. All three are required.
- Current implied volatility, and where it sits historically.
- Liquidity of the specific contracts, not just the underlying.
Outputs
- A structure that matches the view.
- Maximum loss, maximum gain, and breakeven — computed, not assumed.
- The conditions under which the position is exited.
Workflow
- State the view precisely — Direction, magnitude, and time frame. An option requires all three. "I think it goes up" is not sufficient to choose a structure; being right about direction and wrong about timing loses money.
- Check where implied volatility sits — Buying options when IV is at the 90th percentile of its own history means you need a large move just to overcome the volatility crush. Selling when IV is at the 10th percentile means being paid very little for real risk.
- Choose the structure that matches — Long options for a large, fast move with defined risk. Spreads to reduce cost and cap gain. Selling premium only when IV is elevated and the risk is genuinely defined.
- Compute the actual maximum loss — Not the one you imagine. For a naked short option, it is unbounded, and that is not a figure of speech.
- Plan the exit before entry — Including what happens at expiration. Positions held into expiration have assignment and pin risk that did not exist the day before.
- Check the liquidity of the contracts — A liquid underlying can have illiquid options. A wide bid-ask spread is a cost you pay twice.
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.
- 9d ago First seen · 129 lines · 41 tokens per session scan A 4d9015ab158f
options-strategy is a skill published in the GitHub repository nimadorostkar/Claude-Skills-collection (26 stars, last pushed 25d ago), licensed MIT. It adds 41 tokens to every session and 1,543 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 2026-09-03.
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