options-strategy

options-strategy is a skill for Claude Code, Codex from nimadorostkar/Claude-Skills-collection. It costs 41 tokens per session (1,543 once invoked), scanned A, original, MIT.

A guide to building and assessing options trades, including how price, time, and volatility affect their value. It explains common option combinations and what can happen at expiration or assignment.

In plain words
What is it for?
Use it to choose an options structure for a market view, assess an existing position, and understand risks such as exercise, assignment, and pin risk.
Why use it?
It helps reveal the actual possible gains, losses, and break-even points of an options trade instead of relying on assumptions. It also helps compare implied volatility with past levels and manage the trade as expiration approaches.

Skill for Claude CodeCodex

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

Good fit Use it to choose an options structure for a market view, assess an existing position, and understand risks such as exercise, assignment, and pin risk.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/nimadorostkar/claude-skills-collection/options-strategy
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 nimadorostkar/Claude-Skills-collection --skill options-strategy
Clone the repo
git clone --depth 1 https://github.com/nimadorostkar/Claude-Skills-collection

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-strategy

README.md
[![agentmods](https://agentmods.dev/badge/skills/nimadorostkar/claude-skills-collection/options-strategy/github.svg)](https://agentmods.dev/skills/nimadorostkar/claude-skills-collection/options-strategy)
Your own site
<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.

agentmods 80×15 button for options-strategy

Your own site · 80×15
<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>
Per session 41 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,543 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. Third-party audits
  • NVIDIA SkillSpector pass 7 Sept 2026
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 $0.00041 $0.01543
Opus 5 $0.00020 $0.00772
Sonnet 5 $0.00008 $0.00309
Haiku 4.5 $0.00004 $0.00154

Measured 9d ago against content hash 4d9015ab158f, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-12, from the pricing page.

Security

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.

skills/finance/options-strategy/SKILL.md · 129 lines

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

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. Check the liquidity of the contracts — A liquid underlying can have illiquid options. A wide bid-ask spread is a cost you pay twice.

Read the full file on GitHub · 129 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. 9d ago First seen · 129 lines · 41 tokens per session scan A 4d9015ab158f

Subscribe to this mod's changes

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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