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-payoffgit 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-payoff)<a href="https://agentmods.dev/skills/skloxo/tidetrading/options-payoff"><img src="https://agentmods.dev/badge/skills/skloxo/tidetrading/options-payoff/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-payoff"><img src="https://agentmods.dev/badge/skills/skloxo/tidetrading/options-payoff.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 | $0.00030 | $0.08335 |
| Opus 5.5 | $0.00012 | $0.03334 |
| Sonnet 5.5 | $0.00006 | $0.01667 |
| Haiku 4.5 | $0.00003 | $0.00834 |
Grade A, and why
options-payoff 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.
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
88% identical to options-payoff — 227 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 — 861 lines — stays where its author put it; the contents beside it link to each section on GitHub.
Options Payoff — Option P&L Analysis Methodology
Overview
This skill is designed for option strategy analysis scenarios within the Vibe-Trading quantitative framework, covering:
- P&L curve generation for single-leg and multi-leg option portfolios
- Black-Scholes pricing and Greeks calculation
- Implied volatility inversion
- Strategy selection decision support
Constraint: For research and backtesting only. Do not output live trading instructions, in line with the project's guardrails.
1. Supported Strategy Types
1.1 Single-Leg Strategies
| Strategy | Bias | Premium | Max Profit | Max Loss |
|---|---|---|---|---|
| Long Call | Bullish | Paid | Unlimited | Premium |
| Long Put | Bearish | Paid | Strike - premium | Premium |
| Short Call | Neutral / mildly bearish | Received | Premium | Unlimited |
| Short Put | Neutral / mildly bullish | Received | Premium | Strike - premium |
1.2 Vertical Spreads
| Strategy | Structure | Market View | Net Premium |
|---|---|---|---|
| Bull Call Spread | Long Call (lower K) + Short Call (higher K) | Moderately bullish | Net debit |
| Bear Put Spread | Long Put (higher K) + Short Put (lower K) | Moderately bearish | Net debit |
| Bull Put Spread | Short Put (higher K) + Long Put (lower K) | Moderately bullish | Net credit |
| Bear Call Spread | Short Call (lower K) + Long Call (higher K) | Moderately bearish | Net credit |
1.3 Straddles / Strangles (Volatility Strategies)
| Strategy | Structure | Market View |
|---|---|---|
| Long Straddle | Long Call (ATM) + Long Put (ATM) | Large move up or down, low volatility |
| Short Straddle | Short Call (ATM) + Short Put (ATM) | Range-bound market, high volatility |
| Long Strangle | Long Call (OTM) + Long Put (OTM) | Large move, lower cost than a straddle |
| Short Strangle | Short Call (OTM) + Short Put (OTM) | Tight range, collect two-sided premium |
1.4 Butterflies / Iron Butterflies
| Strategy | Structure | Feature |
|---|---|---|
| Long Butterfly (Call) | Long Call (K1) + 2× Short Call (K2) + Long Call (K3) | Low-cost bet that the underlying expires near K2 |
| Long Butterfly (Put) | Long Put (K3) + 2× Short Put (K2) + Long Put (K1) | Same logic, built with puts |
| Iron Butterfly | Short Call (K2) + Short Put (K2) + Long Call (K3) + Long Put (K1) | Net credit, max profit at K2 |
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.
- 1mo ago First seen · 861 lines · 30 tokens per session scan A 34ebb9889c1b
options-payoff is a skill published in the GitHub repository skloxo/TideTrading (13 stars, last pushed 9d ago), licensed MIT. It adds 30 tokens to every session and 8,335 once invoked, about $0.0001 per session on Opus 5.5. A static security scan graded it A with 0 findings. It is 88% identical to options-payoff, differing in 227 lines, and is treated as a copy.
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