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options-pricing Checked
[STUB] Options pricing models including Black-Scholes, binomial trees, Monte Carlo, implied volat…
7.4Overall rating
Installation
🤖 Install via AI
Copy the prompt below and send it to your AI assistant (e.g. Claude Code) — it will follow the instructions and install automatically.
Install the "options-pricing" skill by following the instructions at https://skill123.me/install/options-pricing.
⌨️ Command line install
Run in your terminal — downloads and installs to ~/.claude/skills/.
curl -fsSL https://skill123.me/install/options-pricing.sh | bash
📦 Download ZIP
Download the zip and extract it into your skills directory (e.g. ~/.claude/skills/), then restart your session.
⬇ Download v1.0.0 · 9 KBAbout this skill
Overview
[STUB] Options pricing models including Black-Scholes, binomial trees, Monte Carlo, implied volatility surfaces, and Greeks for crypto options
Source
- Repo: https://github.com/agiprolabs/claude-trading-skills
- Path: skills/options-pricing
Score breakdown
Trigger
5.5
Description enumerates the full model space (good keywords: Black-Scholes, binomial, Monte Carlo, Greeks, IV surfaces) with [STUB] flag; no When/When-Not; no trigger variants.
Structure
8.0
Compact SKILL.md, one roadmap reference, one script; structure matches a stub; no redundancy beyond the roadmap doc which is clearly labeled.
Workflow
5.6
Only one executable capability (BS calculator with --demo); use-case sections are descriptive rather than procedural; no workflow for the planned features; verification limited to demo output and put-call parity formulas.
Content
8.0
Clear formulas and quick reference; writing quality good but substantial portion describes future work rather than actionable instruction.
Engineering
10.0
Frontmatter valid and honestly flagged; script has shebang, zero external deps documented; all referenced paths exist.
Security
9.5
6.0 manifest: script is pure stdlib computation — no network, no file writes, no credentials, no persistence; capabilities match declared (stub) scope; disclaimer explicitly covers financial-advice and options risk. Deribit API appears only as a planned future integration, not called.
Honest declared stub: working pure-stdlib Black-Scholes calculator with Greeks and an IV solver, plus a roadmap reference for binomial trees, Monte Carlo, IV surfaces, and Deribit integration. Includes a proper not-financial-advice disclaimer (top and bottom) — best-in-batch compliance. Scored down because most advertised capability (description promises binomial trees, Monte Carlo, IV surfaces) is unimplemented 'planned' content, so the promise-capability gap is large even though disclosed.