Agent skill

Options Foundations

by agentii-ai in agentii-ai/agentii-investment-intelligence

options foundations, Greeks analysis, volatility surface, put call parity, options pricing, delta gamma theta vega rho, Black Scholes, options theory, derivatives basics, options mechanics

Apache-2.0Auto-check passed

Install Options Foundations

skills CLI
$ npx skills add agentii-ai/agentii-investment-intelligence --skill options-foundations -a claude-code

Project install by default; add -g for ~/.claude/skills/.

GitHub CLI
$ gh skill install agentii-ai/agentii-investment-intelligence options-foundations --agent claude-code

Project scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).

Manual copy
$ git clone --depth 1 https://github.com/agentii-ai/agentii-investment-intelligence.git skills-src && mkdir -p .claude/skills && cp -r skills-src/plugins/vertical-plugins/options-derivatives/skills/agentii/options-foundations .claude/skills/options-foundations && rm -rf skills-src

Use ~/.claude/skills/ instead of .claude/skills for a personal install. The folder must contain SKILL.md.

Claude Code skills documentation · loads skills from .claude/skills/

Facts

Skill name
options-foundations
GitHub stars
207
Token cost
~1.1k tokens
SKILL.md length
439 words
Files
3 (incl. references)
Skills in repo
79
Repo updated
First seen
Licence
Apache-2.0

At a glance

options foundations, Greeks analysis, volatility surface, put call parity, options pricing, delta gamma theta vega rho, Black Scholes, options theory, derivatives basics, options mechanics

  • Works in 3 steps: Framework Application — apply K7… → Option Chain Analysis — abstain, and say… → Analogue Retrieval — query historical…
  • SKILL.md covers Defaults, Preflight, Methodology and Preflight, plus 11 more sections
  • Instructions only: no scripts, shell commands, URLs or credentials in SKILL.md

What it does

Options Foundations is an agent skill from agentii-ai/agentii-investment-intelligence. options foundations, Greeks analysis, volatility surface, put call parity, options pricing, delta gamma theta vega rho, Black Scholes, options theory, derivatives basics, options mechanics

Its SKILL.md is about 1.1k tokens, which your agent loads only when the skill is triggered. The skill folder holds 3 other files, including reference files (for example `references/knowledge-frameworks.md` and `references/modes.md`).

The repository describes itself as: Claude-type skills for institutional equity research — 25 AI agent skills with SEC filings, XBRL financials, earnings calendars, DCF/comps/LBO models, and PPT generation. Powered… The licence is Apache-2.0.

Example prompts

  • “Use the options-foundations skill to option foundations, Greeks analysis, volatility surface, put call parity, options pricing, delta gamma theta…”
  • “/options-foundations”

Workflow steps

3 steps, taken from the first numbered list in SKILL.md.

  1. Framework Application — apply K7 frameworks from references/knowledge-frameworks.md
  2. Option Chain Analysis — abstain, and say why: no tool returns an option chain (see Data Source Priority). Apply the K7 frameworks and list…
  3. Analogue Retrieval — query historical options/volatility cases

What it can do on your machine

Read from SKILL.md and the folder at commit 86980e1. It shows what the files ask for, not the result of running them.

  • Tool permissions

    Pre-approves nothing: there is no allowed-tools line, so your agent's usual permission prompts apply.

    From allowed-tools in the SKILL.md frontmatter.

  • Runs code

    No scripts in the folder and no shell commands in SKILL.md.

    From the folder's file list and the shell code blocks in SKILL.md.

  • Network

    No URLs in SKILL.md.

    From URLs in SKILL.md, links to its own repository left out.

  • Credentials

    Names no API keys, tokens, secrets or passwords.

    From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.

Context cost

Options Foundations loads about 1.1k tokens when it runs, and up to ~1.6k if it reads all its reference files. Until then it costs about 52 tokens; SKILL.md has 439 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it
~52
When it runs · the whole SKILL.md, loaded when a task matches
~1.1k
With references · SKILL.md plus every file in references/, read only if the agent opens them
~1.6k

Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.

Safety

Auto-check passed

The automated check found no risky patterns in SKILL.md.

Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); files beside SKILL.md are not scanned.

SKILL.md

The full file from agentii-ai/agentii-investment-intelligence at commit 86980e1, republished under its Apache-2.0 licence (© agentii-ai). 439 words, ~1,100 tokens.

Download SKILL.mdSave it as .claude/skills/options-foundations/SKILL.md (or your agent's skills folder). This skill also uses 2 other files; get the full folder from GitHub.
name
options-foundations
description
options foundations, Greeks analysis, volatility surface, put call parity, options pricing, delta gamma theta vega rho, Black Scholes, options theory, derivatives basics, options mechanics
multi_ticker_semantics
single_target
temporal_scope.default_quarters
4
temporal_scope.max_quarters
12
temporal_scope.description
4 quarters for option position analysis; 12 for volatility regime comparison.
retrieval_scope
structured_only
min_tool_diversity
4
parameter_free
true

Defaults

ParameterDefault ValueRationale
parameter_freetrueThis skill has no tunable parameters; analysis scope set by temporal_scope frontmatter

Preflight

Run canonical pre-flight per contracts/preflight.md. Include the X-Agentii-Trace header on every tool call per contracts/x-agentii-trace-header.md — carry the _run_id from your first tool result and name yourself (and your parent, if you were spawned).

Methodology

Retrieval Scope

structured_only

Retrieval Strategy

Query knowledge entries for relevant frameworks; query search_by_analogue for historical cases.

Temporal Scope

See frontmatter temporal_scope block.

Tool Allowlist

See frontmatter allowed_tools.

Protocol

See ## Protocol section below.

Options Foundations

Options analysis powered by spec 037 L3/L4 knowledge base (K7).

Preflight

Run the canonical pre-flight sequence. See contracts/preflight.md.

Data Source Priority

  1. Knowledge entries (K7 options frameworks) → 2. search_by_analogue for relevant cases

The options-chain input does not exist, and this skill must say so (spec 058 FR-028). No route and no MCP tool on this deployment returns an option chain — get_options_chain is implemented nowhere, and this skill no longer declares it. So chain-derived quantities (bid/ask, open interest, per-strike Greeks, implied volatility by strike) have no source. They MUST NOT be presented as retrieved, estimated from the underlying's price, or reconstructed from memory. Name the missing input in the artifact, annotate coverage_gap per contracts/error-handling-template.md, and abstain from the parts of the analysis that depend on it. What remains is real: K7's frameworks apply to a name without a chain.

Protocol

  1. Framework Application — apply K7 frameworks from references/knowledge-frameworks.md
  2. Option Chain Analysis — abstain, and say why: no tool returns an option chain (see Data Source Priority). Apply the K7 frameworks and list the chain inputs that were unavailable instead of inferring them.
  3. Analogue Retrieval — query historical options/volatility cases
Show full SKILL.md (163 more words)Show less

Methodology

Retrieval Scope

structured_only

Retrieval Strategy

Query gold.knowledge_entries for frameworks; query search_by_analogue for historical cases.

Temporal Scope

See frontmatter temporal_scope.

Tool Allowlist

See frontmatter allowed_tools.

Protocol

See ## Protocol section below.

Output File

{ticker}/{YYYY-MM-DD_HHMM}_options-foundations_{affix}.md

Output Structure

  1. Executive Summary — key findings in 2-3 sentences
  2. Framework Analysis — applied frameworks with specific findings
  3. Quantitative Metrics — relevant calculations and benchmarks
  4. Historical Analogues — matched cases with citations
  5. Risk Assessment — key risk factors and mitigants
  6. Coverage Gaps — data limitations and degraded flags
  7. Executive Summary 2. Framework Analysis 3. Option Greeks & Metrics 4. Historical Analogues 5. Risk Profile 6. Scenarios

Error Handling

| Options chain input — no tool provides one (get_options_chain is unimplemented; FR-028) | Framework-only analysis; name the missing input in the artifact and annotate coverage_gap. Never present chain-derived figures as retrieved. |

Final Summary (TUI)

Include ### Key Citations block (0–10 /v/ URLs).

Memory Load

Load prior context before retrieval. See contracts/memory-load.md.

Snapshot

Post-session synthesis. See contracts/snapshot-synthesis.md.

Output Frontmatter

Structured output per contracts/output-frontmatter-schema.md.

References

references/knowledge-frameworks.md, contracts/citation-and-memory.md

© agentii-ai, Apache-2.0. Rendered from Markdown: HTML in the file is shown as text, images as links, and headings moved down two levels. Raw file

Files

SKILL.md and 2 other files (references) in plugins/vertical-plugins/options-derivatives/skills/agentii/options-foundations of agentii-ai/agentii-investment-intelligence.

  • SKILL.md
  • references/knowledge-frameworks.md
  • references/modes.md

Open the folder on GitHubat commit 86980e1

Compare with similar skills

Options Foundations next to the 5 skills that share the most tags, products or categories with it. Stars are the repository's; “used in” counts other GitHub owners with a copy.

Options Foundations compared with similar skills
SkillStarsUsed inTokensAuto-checkLicenceRepo updated
Options Foundations this skillagentii-ai/agentii-investment-intelligence207—~1.1kAutomated safety check: PassApache-2.0
Advanced Options StrategiesHKUDS/Vibe-Trading35k—~2kAutomated safety check: PassMIT
Optionsasgeirtj/system_prompts_leaks69k—~918Automated safety check: PassCC0-1.0
Options Strategy BacktestingHKUDS/Vibe-Trading35k—~2kAutomated safety check: PassMIT
Volatility Percentile StrategyHKUDS/Vibe-Trading35k—~528Automated safety check: PassMIT
Options PayoffHKUDS/Vibe-Trading35k—~6.8kAutomated safety check: PassMIT

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Questions about Options Foundations

What does Options Foundations do?

options foundations, Greeks analysis, volatility surface, put call parity, options pricing, delta gamma theta vega rho, Black Scholes, options theory, derivatives basics, options mechanics. Options Foundations is an agent skill from agentii-ai/agentii-investment-intelligence.

How do I install Options Foundations in Claude Code?

Run `npx skills add agentii-ai/agentii-investment-intelligence --skill options-foundations -a claude-code`. Or copy the skill folder (plugins/vertical-plugins/options-derivatives/skills/agentii/options-foundations in agentii-ai/agentii-investment-intelligence) into .claude/skills/options-foundations in your project. Claude Code loads it when a task matches its description.

How do I install Options Foundations in Codex?

Run `npx skills add agentii-ai/agentii-investment-intelligence --skill options-foundations -a codex`. Or copy the skill folder (plugins/vertical-plugins/options-derivatives/skills/agentii/options-foundations in agentii-ai/agentii-investment-intelligence) into .agents/skills/options-foundations in your project. Codex loads it when a task matches its description.

Can I use Options Foundations in Cursor, Gemini CLI or GitHub Copilot?

Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add agentii-ai/agentii-investment-intelligence --skill options-foundations -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/options-foundations, .gemini/skills/options-foundations, .github/skills/options-foundations and .opencode/skills/options-foundations in your project.

What does Options Foundations need to run?

SKILL.md names no scripts, command-line tools or credentials: Options Foundations is instructions for the agent only.

Does Options Foundations access the network?

SKILL.md contains no URLs. Any network use would come from the scripts or tools the agent runs. This is read from the text; nothing was executed.

Is Options Foundations safe to install?

Our automated static check of SKILL.md found no risky patterns, such as piping downloads into a shell, reading credential files or hidden Unicode. It is not a guarantee. Review the folder before installing.

What licence does Options Foundations use?

Options Foundations is published under the Apache-2.0 licence (the repository's licence). It allows redistribution, so the full SKILL.md is shown on this page.

How many tokens does Options Foundations use?

About 1.1k tokens (SKILL.md is roughly 4.4k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full. Its references folder adds about 460 tokens, read only when the agent opens those files.

What are the alternatives to Options Foundations?

Skills that share tags, products or a category with Options Foundations: Advanced Options Strategies (HKUDS/Vibe-Trading, 35k stars), Options (asgeirtj/system_prompts_leaks, 69k stars), Options Strategy Backtesting (HKUDS/Vibe-Trading, 35k stars) and Volatility Percentile Strategy (HKUDS/Vibe-Trading, 35k stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.

Who maintains Options Foundations?

agentii-ai (a GitHub user) maintains it in agentii-ai/agentii-investment-intelligence, which has 207 GitHub stars. The repository holds 79 skills in this directory. The repository was last updated on September 29, 2026.

Source: agentii-ai/agentii-investment-intelligence on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.