options-advanced

options-advanced is a skill for Claude Code, Codex from skloxo/TideTrading. It costs 42 tokens per session (1,935 once invoked), scanned A, a copy of options-advanced, MIT.

A method for analysing advanced options strategies through implied volatility, which is the market’s estimate of future price movement, and risk measures called Greeks. It covers how volatility varies across strike prices and expiration dates.

In plain words
What is it for?
Use it to study volatility surfaces, calendar spreads, volatility arbitrage, skew trades, dynamic Greek rebalancing, and basic option market-making scenarios.
Why use it?
Options can be mispriced differently across strikes and maturities, while portfolio risks can change as markets move. This helps analyse those patterns and adjust exposures in research or strategy design.

Skill for Claude CodeCodex

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

Good fit Use it to study volatility surfaces, calendar spreads, volatility arbitrage, skew trades, dynamic Greek rebalancing, and basic option market-making scenarios.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/skloxo/tidetrading/options-advanced
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 skloxo/TideTrading --skill options-advanced
Clone the repo
git clone --depth 1 https://github.com/skloxo/TideTrading

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-advanced

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

Your own site · 80×15
<a href="https://agentmods.dev/skills/skloxo/tidetrading/options-advanced"><img src="https://agentmods.dev/badge/skills/skloxo/tidetrading/options-advanced.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 42 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,935 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 $0.00042 $0.01935
Opus 5 $0.00021 $0.00967
Sonnet 5 $0.00008 $0.00387
Haiku 4.5 $0.00004 $0.00194

Measured 9d ago against content hash 2ced44172265, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-09, from the pricing page.

Security

Grade A, and why

options-advanced 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.

Origin

This is a copy

100% identical to options-advanced — 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.

agent/src/skills/options-advanced/SKILL.md · 188 lines

How it starts

The opening of the file, as written. The whole thing — 188 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Advanced Options Strategies

Overview

Go beyond basic option strategies (covered call / protective put) and focus on trading opportunities along the volatility dimension. Core idea: option price = intrinsic value + time value, and advanced trading essentially trades the volatility expectations embedded behind that time value.

Applicable scenarios:

  • Identifying arbitrage opportunities when the volatility surface is abnormal (skew / term structure)
  • Fine-grained management of portfolio Greeks exposures (not just Delta hedging)
  • Building structured strategies across maturities and strikes
  • Practical application in 50ETF / 300ETF / commodity options

Core Concepts

Volatility Surface

Three-dimensional structure: strike × expiry × implied volatility.

Key dimensions:

Dimension Meaning Typical Shape
Smile / Skew IV across strikes for the same expiry China A-shares: left-skewed (put IV > call IV)
Term Structure IV across expiries for the same strike Normal case: near-month IV < far-month IV
Surface dynamics Parallel or nonlinear movement of the entire surface In panic, the whole surface lifts, and near-month IV lifts faster

SABR model parameters:

α (alpha): initial volatility level, around 0.2-0.5
β (beta): CEV exponent, equities usually use 0.5-1.0
ρ (rho): correlation between volatility and the underlying, usually -0.3 to -0.7 in China A-shares (negative = left skew)
ν (nu): volatility of volatility (vol of vol), around 0.3-0.8

Local Vol vs SABR:

  • Local Vol (Dupire): backed out from market prices, exact fit but unstable extrapolation
  • SABR: parameterized model, 4 parameters capture surface dynamics and extrapolate more reasonably

Dynamic Greeks Management

First-order Greeks:

Greek Meaning Management Approach
Delta (Δ) Sensitivity to underlying price Hedge frequency: daily for ATM, every 2-3 days for OTM
Vega (ν) Sensitivity to IV Calendar spreads can isolate Vega exposure
Theta (Θ) Time decay Short-option strategies are naturally positive Theta, but watch Gamma risk
Rho (ρ) Sensitivity to rates Relevant for long-dated options, usually ignorable for short-dated options

Read the full file on GitHub · 188 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 · 188 lines · 42 tokens per session scan A 2ced44172265

Subscribe to this mod's changes

options-advanced is a skill published in the GitHub repository skloxo/TideTrading (10 stars, last pushed 2d ago), licensed MIT. It adds 42 tokens to every session and 1,935 once invoked, about $0.0002 per session on Opus 5. A static security scan graded it A with 0 findings. It is 100% identical to options-advanced, differing in 0 lines, and is treated as a copy.

Related

Other skills, from other repositories

daily-deep-brief

A scheduled, pre-market investment briefing for Hong Kong and United States stocks. A deterministic preparation step gathers data and an agent adds judgment, while a later step validates and publishes the result.

KCNyu/clawock · 163 tokens

hk-stock-analysis

A workspace-aware analysis workflow for Hong Kong-listed stocks. It retrieves prices, technical indicators, market comparisons, and news through a local data pipeline, then adds Hong Kong-specific investment context.

KCNyu/clawock · 126 tokens

us-stock-analysis

Workspace-aware US stock analysis for kcn. Routes through clawock analyze-us / clawock us-quotes instead of generic web search, then layers fundamental/technical/news analysis on top. Use when user asks to analyze a US ticker (e.g. "analyze AAPL", "look at RKLB", "compare TSLA vs NVDA"), check earnings, run…

KCNyu/clawock · 97 tokens

invest-analyst

A framework for producing professional investment research, including company reports, industry studies, event analysis, analyst-expectation reviews, comparisons, and market summaries. It connects several investment research workflows into one process.

taxueseek/fund-investment-guide · 193 tokens

invest-fund

A Chinese-language guide for analysing investment funds, with different workflows for comparing funds, reviewing ETFs, examining new funds, and studying industry funds.

taxueseek/fund-investment-guide · 142 tokens

invest-cli

An investment-analysis command-line tool that fetches data for Chinese stocks and funds, US stocks, and stock screening, then applies matching analysis frameworks. A command-line tool is a program operated from a terminal.

taxueseek/fund-investment-guide · 107 tokens