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 skloxo/TideTrading --skill options-advancedgit clone --depth 1 https://github.com/skloxo/TideTradingWrote 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/skloxo/tidetrading/options-advanced)<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.
<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>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 | $0.00042 | $0.01935 |
| Opus 5 | $0.00021 | $0.00967 |
| Sonnet 5 | $0.00008 | $0.00387 |
| Haiku 4.5 | $0.00004 | $0.00194 |
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.
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.
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 |
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 · 188 lines · 42 tokens per session scan A 2ced44172265
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.
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