An options calculator based on the Black-Scholes pricing model. It calculates delta, gamma, theta, vega, rho, and implied volatility, which estimates the volatility implied by an option’s market price.

Use it to study how an option may react to changes in the underlying price, time, volatility, or interest rates.

It removes the need to calculate option price sensitivities and implied volatility manually. You provide the option details, price or volatility, interest rate, and expiry information.

greeks — Skill for Claude Code by staskh

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 staskh/trading_skills --skill greeks

Clone the repo

git clone --depth 1 https://github.com/staskh/trading_skills

Made for: Claude Code.

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.

README.md

[![agentmods](https://agentmods.dev/badge/skills/staskh/trading_skills/greeks/github.svg)](https://agentmods.dev/skills/staskh/trading_skills/greeks)

Your own site

<a href="https://agentmods.dev/skills/staskh/trading_skills/greeks"><img src="https://agentmods.dev/badge/skills/staskh/trading_skills/greeks/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.

Your own site · 80×15

<a href="https://agentmods.dev/skills/staskh/trading_skills/greeks"><img src="https://agentmods.dev/badge/skills/staskh/trading_skills/greeks.svg" alt="Reviewed on agentmods" width="80" height="20"></a>

Per session 46 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.

When invoked 605 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.

Model	Per session	Once invoked
Fable 5.1	$0.00046	$0.00605
Opus 5	$0.00023	$0.00302
Sonnet 5	$0.00009	$0.00121
Haiku 4.5	$0.00005	$0.00060

Measured 10d ago against content hash 8beba0460d3b, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-09, from the pricing page.

Security

Grade A, and why

greeks 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 10d ago.

The scan reads SKILL.md. This mod also ships 1 executable file (scripts/greeks.py), listed below but not scanned — reading those needs a real analyzer, not pattern matching.

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.

.claude/skills/greeks/SKILL.md · 62 lines

What it actually says

Option Greeks

Calculate Greeks for options using Black-Scholes model. Computes IV from market price via Newton-Raphson.

Instructions

Note: If uv is not installed or pyproject.toml is not found, replace uv run python with python in all commands below.

uv run python scripts/greeks.py --spot SPOT --strike STRIKE --type call|put [--expiry YYYY-MM-DD | --dte DTE] [--price PRICE] [--date YYYY-MM-DD] [--vol VOL] [--rate RATE]

Arguments

--spot - Underlying spot price (required)
--strike - Option strike price (required)
--type - Option type: call or put (required)
--expiry - Expiration date YYYY-MM-DD (use this OR --dte)
--dte - Days to expiration (alternative to --expiry)
--date - Calculate as of this date instead of today (YYYY-MM-DD)
--price - Option market price (for IV calculation)
--vol - Override volatility as decimal (e.g., 0.30 for 30%)
--rate - Risk-free rate (default: 0.05)

Output

Returns JSON with:

spot - Underlying spot price
strike - Strike price
days_to_expiry - Days until expiration
iv - Implied volatility (calculated from market price)
greeks - delta, gamma, theta, vega, rho

Examples

# With expiry date and market price (calculates IV)
uv run python scripts/greeks.py --spot 630 --strike 600 --expiry 2026-05-15 --type call --price 72.64

# With DTE directly
uv run python scripts/greeks.py --spot 630 --strike 600 --dte 30 --type call --price 40

# As of a future date
uv run python scripts/greeks.py --spot 630 --strike 600 --expiry 2026-05-15 --date 2026-03-01 --type call --price 50

Explain what each Greek means for the position.

Dependencies

scipy

Timezone

All timestamps and time-based calculations must use the America/New_York timezone. All JSON output must include generated_at (NY time string) and data_delay fields.

Files

What ships with it

1 file beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

scripts/greeks.py 1.7 KB runs code

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.

10d ago First seen · 62 lines · 46 tokens per session scan A 8beba0460d3b

Subscribe to this mod's changes

greeks is a skill published in the GitHub repository staskh/trading_skills (362 stars, last pushed 8d ago), licensed MIT. It adds 46 tokens to every session and 605 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 2026-08-30.

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