Individual skill
options-advanced
Advanced options strategies: volatility-surface modeling (SABR / Local Vol), dynamic Greeks rebalancing, calendar spreads, volatility arbitrage and skew trading, and option market-making basics.
agent/src/skills/options-advanced/SKILL.md
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# Advanced Options Strategies
## Overview
Go beyond basic option strategies (`covered call` / `protective put`) and focus on trading opportunities along the volatility dimension. Core idea: option price = intrinsic value + time value, and advanced trading essentially trades the volatility expectations embedded behind that time value.
Applicable scenarios:
- Identifying arbitrage opportunities when the volatility surface is abnormal (`skew` / `term structure`)
- Fine-grained management of portfolio Greeks exposures (not just Delta hedging)
- Building structured strategies across maturities and strikes
- Practical application in 50ETF / 300ETF / commodity options
## Core Concepts
