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options-pricing

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[STUB] Options pricing models including Black-Scholes, binomial trees, Monte Carlo, implied volatility surfaces, and Greeks for crypto options

skills/options-pricing/SKILL.md

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# Options Pricing

> **Status: STUB** — This skill provides a basic Black-Scholes implementation and an overview of planned capabilities. Full implementation is awaiting community contribution.

Options pricing is the quantitative foundation of derivatives trading. For crypto markets, options on BTC and ETH trade actively on Deribit, Lyra, and Aevo, while Solana options are emerging on platforms like Zeta Markets and PsyOptions. Understanding pricing models, implied volatility surfaces, and Greeks is essential for hedging, volatility trading, and constructing structured products.

This skill is informational and analytical only. It does not provide financial advice or trading recommendations.

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## Current Capabilities

This stub includes a working Black-Scholes calculator with Greeks computation and a basic implied volatility solver. See `scripts/black_scholes.py` for the implementation.
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