options-analysis

options-analysis is a skill for Claude Code, Codex from yennanliu/InvestSkill. It costs 13 tokens per session (5,795 once invoked), scanned A, original, MIT.

A framework for analyzing US stock options, contracts whose value depends on an underlying stock, including their Greeks and implied volatility.

In plain words
What is it for?
Use it to examine options Greeks, implied volatility, possible strategies, and their risk and reward for a stock outlook.
Why use it?
It helps compare how options may respond to price, time, and volatility changes while requiring current market data before analysis.

Skill for Claude CodeCodex

Part of the us-stock-analysis plugin — 27 skills shipped together

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.

agentmods
npx agentmods add skills/yennanliu/investskill/options-analysis
Any agent
npx skills add yennanliu/InvestSkill --skill options-analysis
Clone the repo
git clone --depth 1 https://github.com/yennanliu/InvestSkill

Made for: Claude Code, Codex.

Or install us-stock-analysis, the plugin that ships this one along with the rest of its 27 skills.

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-analysis

README.md
[![agentmods](https://agentmods.dev/badge/skills/yennanliu/investskill/options-analysis.svg)](https://agentmods.dev/skills/yennanliu/investskill/options-analysis)
Your own site
<a href="https://agentmods.dev/skills/yennanliu/investskill/options-analysis"><img src="https://agentmods.dev/badge/skills/yennanliu/investskill/options-analysis.svg" alt="Measured on agentmods" height="20"></a>
Per session 13 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 5,795 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. Scan, not verified.
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.

ModelPer sessionOnce invoked
Fable 5 $0.00013 $0.05795
Opus 5 $0.00006 $0.02898
Sonnet 5 $0.00003 $0.01159
Haiku 4.5 $0.00001 $0.00579

Measured 4d ago against content hash a523d14296c5, method: parsed. Prices are Anthropic first-party input rates as of 2026-08-30, from the pricing page.

Security

Grade A, and why

options-analysis 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 4d 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.

plugins/us-stock-analysis/skills/options-analysis/SKILL.md · 476 lines

How it starts

The opening of the file, as written. The whole thing — 476 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Options Analysis

⚠️ Data Verification — Do This Before Any Analysis

Before running any analysis, always retrieve the latest market data for the ticker:

  1. Fetch current price — use web search or ask the user for the live price, 52-week range, and market cap. Never assume a price from training data.
  2. Confirm key figures — recent earnings, revenue, key ratios (P/E, P/S, etc.) as applicable to this skill.
  3. State your data source — note where the numbers came from (e.g., "Google Finance, June 19 2026") at the top of the output.
  4. Flag stale data explicitly — if live data is unavailable, display this warning before proceeding:

⚠️ Live data unavailable. The following analysis uses training-data estimates which may be significantly out of date. Verify all prices and metrics before making any decisions.

Never silently substitute training-data estimates for current prices. When in doubt, ask the user to paste the latest quote.


Comprehensive analysis of options Greeks, implied volatility dynamics, strategy selection, and risk/reward frameworks for US-listed equity options. Designed to help identify optimal strategies based on market outlook, volatility environment, and underlying stock context.

Risk Disclaimer: Options involve significant leverage and can result in the loss of the entire premium paid or, for short options, losses substantially exceeding the initial credit received. This analysis is for educational and informational purposes only and does not constitute financial advice.

Analysis Framework

1. Options Basics and Context

Core Terminology

  • Strike price: The price at which the option holder can buy (call) or sell (put) the underlying stock
  • Expiration date: The date the option contract expires; American-style options can be exercised at any time before expiration
  • Premium: The market price of the option contract (cost to buyer, credit received by seller)
  • Contract: Represents 100 shares of the underlying stock
  • ITM (In-the-Money): Call with strike < stock price; Put with strike > stock price — has intrinsic value
  • ATM (At-the-Money): Strike approximately equal to current stock price
  • OTM (Out-of-the-Money): Call with strike > stock price; Put with strike < stock price — only time value, no intrinsic value

Read the full file on GitHub · 476 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. 4d ago First seen · 476 lines · 13 tokens per session scan A a523d14296c5

Subscribe to this mod's changes

options-analysis is a skill published in the GitHub repository yennanliu/InvestSkill (198 stars, last pushed yesterday), licensed MIT. It adds 13 tokens to every session and 5,795 once invoked, about $0.0001 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.