options-pricing

options-pricing is a skill for Claude Code, Codex from xjtulyc/awesome-rosetta-skills. It costs 35 tokens per session (6,233 once invoked), scanned A, original, no licence file.

A toolkit for valuing financial options, which are contracts tied to an asset's future price. It includes several mathematical and simulation-based pricing methods.

In plain words
What is it for?
Calculating option prices, risk sensitivities known as Greeks, and implied-volatility surfaces from market prices.
Why use it?
It helps estimate fair option prices and the risks behind them, including how prices change when market conditions change.

Skill for Claude CodeCodex

Which agent this was written for is unclear — body not stored (licence); the path alone says nothing.

Good fit Calculating option prices, risk sensitivities known as Greeks, and implied-volatility surfaces from market prices.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/xjtulyc/awesome-rosetta-skills/options-pricing
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 xjtulyc/awesome-rosetta-skills --skill options-pricing
Clone the repo
git clone --depth 1 https://github.com/xjtulyc/awesome-rosetta-skills

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-pricing

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

Your own site · 80×15
<a href="https://agentmods.dev/skills/xjtulyc/awesome-rosetta-skills/options-pricing"><img src="https://agentmods.dev/badge/skills/xjtulyc/awesome-rosetta-skills/options-pricing.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 35 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 6,233 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 unknown 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 $0.00035 $0.06233
Opus 5.5 $0.00014 $0.02493
Sonnet 5.5 $0.00007 $0.01247
Haiku 4.5 $0.00003 $0.00623

Measured 1mo ago against content hash 82904eca9310, method: parsed. Prices are Anthropic first-party input rates as of 2026-10-07, from the pricing page.

Security

Grade A, and why

options-pricing 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.

skills/08-finance-academic/options-pricing/SKILL.md · 663 lines

The source is not reproduced here

A licence we could not identify

The repository carries a LICENSE file, but it is custom or dual enough that GitHub cannot name it and neither can this catalogue. Unknown terms are not permission, so the body is not copied here. Read the licence at the source and decide for yourself.

Read it on GitHub

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. 1mo ago First seen · 663 lines · 35 tokens per session scan A 82904eca9310

Subscribe to this mod's changes

options-pricing is a skill published in the GitHub repository xjtulyc/awesome-rosetta-skills (34 stars, last pushed 6mo ago), with no licence file. It adds 35 tokens to every session and 6,233 once invoked, about $0.0001 per session on Opus 5.5. 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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