Individual skill

options-strategy

Options strategy framework supporting Black-Scholes pricing, Greeks analysis, and multi-leg backtesting. Suitable for cryptocurrency and equity options.

agent/src/skills/options-strategy/SKILL.md

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Repository stars (not skill ratings): 38,038
Repository last updated: Nov 10, 2026
License: MIT

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backtesting Repository topic
multi-agent Repository topic
quantitative-finance Repository topic
trading Repository topic
ai-agent Repository topic
algorithmic-trading Repository topic
fintech Repository topic
llm Repository topic
mcp Repository topic
python Repository topic
engineering Derived category

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## Purpose

Backtesting of option portfolio strategies. Starting from the underlying price, the engine synthesizes theoretical option prices with the Black-Scholes model, then simulates PnL, Greeks exposure, and expiration exercise for multi-leg option portfolios.

Applicable scenarios:
- Hedging strategies (`covered call`, `protective put`)
- Volatility trading (`straddle`, `strangle`)
- Spread strategies (`iron condor`, `butterfly`, `calendar spread`)
- Option pricing analysis and Greeks sensitivity research

## Supported Strategy Types

| Strategy | Structure | Applicable Market View |
|------|------|----------|