Setting Pricing
GTM-Strategist/gtm-strategist-skills
A skill your agent uses when the user asks about pricing strategy, how to price their product, willingness-to-pay research, or business model design.
[STUB] Options pricing models including Black-Scholes, binomial trees, Monte Carlo, implied volatility surfaces, and Greeks for crypto options
Install Options Pricing
$ npx skills add agiprolabs/claude-trading-skills --skill options-pricing -a claude-codeProject install by default; add -g for ~/.claude/skills/.
$ gh skill install agiprolabs/claude-trading-skills options-pricing --agent claude-codeProject scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).
$ git clone --depth 1 https://github.com/agiprolabs/claude-trading-skills.git skills-src && mkdir -p .claude/skills && cp -r skills-src/skills/options-pricing .claude/skills/options-pricing && rm -rf skills-srcUse ~/.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/
Install the "options-pricing" agent skill from https://github.com/agiprolabs/claude-trading-skills/tree/main/skills/options-pricing into .claude/skills/options-pricing/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "options-pricing", then confirm the skill loads.Claude Code copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$skill-installer install https://github.com/agiprolabs/claude-trading-skills/tree/main/skills/options-pricingType this inside Codex. $skill-installer <name> installs a curated skill from openai/skills. The installer writes to $CODEX_HOME/skills (default ~/.codex/skills). Restart Codex if the skill does not show up.
$ npx skills add agiprolabs/claude-trading-skills --skill options-pricing -a codexProject install goes to .agents/skills/; add -g for ~/.codex/skills/.
$ gh skill install agiprolabs/claude-trading-skills options-pricing --agent codexProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/agiprolabs/claude-trading-skills.git skills-src && mkdir -p .agents/skills && cp -r skills-src/skills/options-pricing .agents/skills/options-pricing && rm -rf skills-srcUse ~/.agents/skills/ instead of .agents/skills for a personal install.
Codex skills documentation · loads skills from .agents/skills/
Install the "options-pricing" agent skill from https://github.com/agiprolabs/claude-trading-skills/tree/main/skills/options-pricing into .agents/skills/options-pricing/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "options-pricing", then confirm the skill loads.Codex copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ npx skills add agiprolabs/claude-trading-skills --skill options-pricing -a cursorProject install goes to .agents/skills/; add -g for ~/.cursor/skills/.
$ gh skill install agiprolabs/claude-trading-skills options-pricing --agent cursorProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/agiprolabs/claude-trading-skills.git skills-src && mkdir -p .cursor/skills && cp -r skills-src/skills/options-pricing .cursor/skills/options-pricing && rm -rf skills-srcUse ~/.cursor/skills/ instead of .cursor/skills for a personal install.
Cursor skills documentation · loads skills from .cursor/skills/, .agents/skills/, .claude/skills/, .codex/skills/
Install the "options-pricing" agent skill from https://github.com/agiprolabs/claude-trading-skills/tree/main/skills/options-pricing into .cursor/skills/options-pricing/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "options-pricing", then confirm the skill loads.Cursor copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ gemini skills install https://github.com/agiprolabs/claude-trading-skills.git --path skills/options-pricing--scope user (default) or --scope workspace; --path is the subfolder of the repo that holds the skill; --consent skips the security confirmation prompt.
$ npx skills add agiprolabs/claude-trading-skills --skill options-pricing -a gemini-cliProject install goes to .agents/skills/; add -g for ~/.gemini/skills/.
$ gh skill install agiprolabs/claude-trading-skills options-pricing --agent gemini-cliProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/agiprolabs/claude-trading-skills.git skills-src && mkdir -p .gemini/skills && cp -r skills-src/skills/options-pricing .gemini/skills/options-pricing && rm -rf skills-srcUse ~/.gemini/skills/ instead of .gemini/skills for a personal install, then run /skills reload.
Gemini CLI skills documentation · loads skills from .gemini/skills/, .agents/skills/
Install the "options-pricing" agent skill from https://github.com/agiprolabs/claude-trading-skills/tree/main/skills/options-pricing into .gemini/skills/options-pricing/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "options-pricing", then confirm the skill loads.Gemini CLI copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ gh skill install agiprolabs/claude-trading-skills options-pricingInstalls for Copilot at project scope by default; add --scope user for a personal install. Preview a skill first with gh skill preview. Needs GitHub CLI 2.90.0 or later (public preview).
$ npx skills add agiprolabs/claude-trading-skills --skill options-pricing -a github-copilotProject install goes to .agents/skills/; add -g for ~/.copilot/skills/.
$ git clone --depth 1 https://github.com/agiprolabs/claude-trading-skills.git skills-src && mkdir -p .github/skills && cp -r skills-src/skills/options-pricing .github/skills/options-pricing && rm -rf skills-srcUse ~/.copilot/skills/ instead of .github/skills for a personal install. Commit .github/skills so cloud agent and code review can use it.
GitHub Copilot skills documentation · loads skills from .github/skills/, .claude/skills/, .agents/skills/
Install the "options-pricing" agent skill from https://github.com/agiprolabs/claude-trading-skills/tree/main/skills/options-pricing into .github/skills/options-pricing/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "options-pricing", then confirm the skill loads.GitHub Copilot copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ npx skills add agiprolabs/claude-trading-skills --skill options-pricing -a opencodeOpenCode documents no install command of its own. Project install goes to .agents/skills/; add -g for ~/.config/opencode/skills/.
$ gh skill install agiprolabs/claude-trading-skills options-pricing --agent opencodeProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/agiprolabs/claude-trading-skills.git skills-src && mkdir -p .opencode/skills && cp -r skills-src/skills/options-pricing .opencode/skills/options-pricing && rm -rf skills-srcUse ~/.config/opencode/skills/ instead of .opencode/skills for a personal install.
OpenCode skills documentation · loads skills from .opencode/skills/, .claude/skills/, .agents/skills/
Install the "options-pricing" agent skill from https://github.com/agiprolabs/claude-trading-skills/tree/main/skills/options-pricing into .opencode/skills/options-pricing/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "options-pricing", then confirm the skill loads.OpenCode copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
Facts
- Skill name
options-pricing- GitHub stars
- 410
- Token cost
- ~1.4k tokens
- SKILL.md length
- 512 words
- Files
- 3 (incl. scripts, references)
- Skills in repo
- 68
- Repo updated
- First seen
- Licence
- MIT
At a glance
[STUB] Options pricing models including Black-Scholes, binomial trees, Monte Carlo, implied volatility surfaces, and Greeks for crypto options
- Works in 5 steps: Implement binomial tree pricing for… → Add Monte Carlo simulation for exotic… → Build IV surface construction from… → …
- Tasks that involve Pricing strategy
- SKILL.md covers Current Capabilities, Planned Capabilities, Prerequisites and Use Cases, plus 3 more sections
- Runs Python scripts from its folder; calls uv and python
What it does
Options Pricing is an agent skill from agiprolabs/claude-trading-skills. [STUB] Options pricing models including Black-Scholes, binomial trees, Monte Carlo, implied volatility surfaces, and Greeks for crypto options
Its SKILL.md is about 1.4k tokens, which your agent loads only when the skill is triggered. The skill folder holds 4 other files, including scripts and reference files (for example `references/planned_features.md` and `scripts/black_scholes.py`).
It sits in Sales & Support, covering Pricing strategy. The repository describes itself as: 68 trading, DeFi, and quantitative finance Agent Skills. Works with Claude Code, Cursor, Codex, Gemini CLI, and 30+ other tools. The licence is MIT.
When your agent uses it
- Tasks that involve Pricing strategy
Example prompts
- “/options-pricing”
Requirements
- Python 3
Workflow steps
5 steps, taken from the first numbered list in SKILL.md.
- Implement binomial tree pricing for American-style options
- Add Monte Carlo simulation for exotic payoffs
- Build IV surface construction from market quotes
- Integrate Deribit API for live options chain data
- Add portfolio Greeks aggregation
What it can do on your machine
Read from SKILL.md and the folder at commit 981e1d7. 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
Ships 1 file in scripts/ (Python), which the agent can run.
Shell commands in SKILL.md call:
uvpython
From the folder's file list and the shell code blocks in SKILL.md.
Network
No URLs in SKILL.md. Its commands use uv, which can reach the network depending on how they are called.
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 Pricing loads about 1.4k tokens when it runs, and up to ~2.6k if it reads all its reference files. Until then it costs about 40 tokens; SKILL.md has 512 words of instructions outside code blocks.
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); the scripts in this folder are not scanned.
SKILL.md
The full file from agiprolabs/claude-trading-skills at commit 981e1d7, republished under its MIT licence (© agiprolabs). 512 words, ~1,396 tokens.
Download SKILL.mdSave it as
.claude/skills/options-pricing/SKILL.md (or your agent's skills folder). This skill also uses 2 other files; get the full folder from GitHub.- name
- options-pricing
- description
- [STUB] Options pricing models including Black-Scholes, binomial trees, Monte Carlo, implied volatility surfaces, and Greeks for crypto options
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.
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.
import math
from scipy.stats import norm
def black_scholes_call(S: float, K: float, T: float, r: float, sigma: float) -> float:
"""Price a European call option using Black-Scholes.
Args:
S: Current underlying price.
K: Strike price.
T: Time to expiration in years.
r: Risk-free rate (annualized).
sigma: Volatility (annualized).
Returns:
Theoretical call option price.
"""
d1 = (math.log(S / K) + (r + 0.5 * sigma**2) * T) / (sigma * math.sqrt(T))
d2 = d1 - sigma * math.sqrt(T)
return S * norm.cdf(d1) - K * math.exp(-r * T) * norm.cdf(d2)Run the demo:
python scripts/black_scholes.py --demoPlanned Capabilities
When fully implemented, this skill will cover:
Pricing Models
| Model | Option Style | Use Case |
|---|---|---|
| Black-Scholes | European | Vanilla calls/puts, quick Greeks |
| Binomial Tree | American | Early exercise, dividend-paying assets |
| Monte Carlo | Exotic | Path-dependent, barrier, Asian options |
| Black-76 | Futures | Futures options on crypto perpetuals |
Greeks
| Greek | Measures | Formula Basis |
|---|---|---|
| Delta | Price sensitivity to underlying | dC/dS |
| Gamma | Delta sensitivity to underlying | d²C/dS² |
| Theta | Time decay per day | dC/dT |
| Vega | Sensitivity to volatility | dC/dσ |
| Rho | Sensitivity to interest rates | dC/dr |
Implied Volatility
- Newton-Raphson and bisection IV solvers
- Volatility smile and skew analysis
- IV surface construction (strike x expiry)
- IV term structure analysis
- Vol-of-vol estimation
Crypto Options Platforms
| Platform | Chain | Assets | Style |
|---|---|---|---|
| Deribit | Off-chain | BTC, ETH | European |
| Lyra | Optimism/Arbitrum | ETH, BTC | European |
| Aevo | Ethereum L2 | BTC, ETH, alts | European |
| Zeta Markets | Solana | SOL, BTC | European |
| PsyOptions | Solana | SOL, various | American |
Structured Products
- Covered calls and protective puts
- Straddles and strangles for volatility trading
- Vertical spreads for directional exposure
- Iron condors for range-bound markets
- Calendar spreads for term structure trades
Prerequisites
# Core (for full implementation)
uv pip install numpy scipy
# Optional (for visualization)
uv pip install matplotlibThe included scripts/black_scholes.py uses only the Python standard library (math module) and runs without any dependencies.
Use Cases
Show full SKILL.md (209 more words)Show less
Hedging
Compute delta-neutral hedge ratios for crypto spot positions using options. Calculate the number of put contracts needed to protect a portfolio against downside moves.
Volatility Trading
Compare implied volatility to realized volatility to identify over/underpriced options. When IV significantly exceeds realized vol, selling premium may be favorable (and vice versa).
Structured Products
Price structured products that combine options at different strikes and expirations. Analyze payoff profiles and breakeven points before execution.
Risk Assessment
Use Greeks to understand portfolio-level exposure to price moves (delta), acceleration (gamma), time decay (theta), and volatility changes (vega).
Quick Reference: Black-Scholes Formulas
Call price:
C = S * N(d1) - K * e^(-rT) * N(d2)Put price:
P = K * e^(-rT) * N(-d2) - S * N(-d1)Where:
d1 = [ln(S/K) + (r + σ²/2) * T] / (σ * √T)
d2 = d1 - σ * √TPut-call parity:
C - P = S - K * e^(-rT)Files
| File | Description |
|---|---|
references/planned_features.md | Planned features, formulas, data sources, and implementation priorities |
scripts/black_scholes.py | Black-Scholes calculator with Greeks and implied vol solver |
Contributing
This skill is a stub awaiting full implementation. To contribute:
- Implement binomial tree pricing for American-style options
- Add Monte Carlo simulation for exotic payoffs
- Build IV surface construction from market quotes
- Integrate Deribit API for live options chain data
- Add portfolio Greeks aggregation
See references/planned_features.md for the full feature list and implementation priorities.
This skill provides analytical tools and mathematical models for informational purposes only. It does not constitute financial advice. Options trading involves substantial risk of loss.
© agiprolabs, MIT. 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 (scripts, references) in skills/options-pricing of agiprolabs/claude-trading-skills.
- SKILL.md
- references/planned_features.md
- scripts/black_scholes.py
Open the folder on GitHubat commit 981e1d7
Compare with similar skills
Options Pricing 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.
| Skill | Stars | Used in | Tokens | Auto-check | Licence | Repo updated |
|---|---|---|---|---|---|---|
| Options Pricing this skillagiprolabs/claude-trading-skills | 410 | — | ~1.4k | Automated safety check: Pass | MIT | |
| Setting PricingGTM-Strategist/gtm-strategist-skills | 264 | — | ~5.4k | Automated safety check: Pass | MIT | |
| AI Product Pricingtech-leads-club/agent-skills | 7k | — | ~3.6k | Automated safety check: Pass | Custom licence | |
| Monetization Strategyphuryn/pm-skills | 27k | — | ~1.7k | Automated safety check: Pass | MIT | |
| NegotiationTheCraigHewitt/skills | 159 | — | ~6.1k | Automated safety check: Pass | MIT | |
| Algo Price Bundleasgard-ai-platform/skills | 242 | — | ~1.1k | Automated safety check: Pass | MIT |
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Related
Categories
Questions about Options Pricing
What does Options Pricing do?
[STUB] Options pricing models including Black-Scholes, binomial trees, Monte Carlo, implied volatility surfaces, and Greeks for crypto options. Options Pricing is an agent skill from agiprolabs/claude-trading-skills.
When should I use Options Pricing?
Options Pricing fits situations like: tasks that involve Pricing strategy.
How do I install Options Pricing in Claude Code?
Run `npx skills add agiprolabs/claude-trading-skills --skill options-pricing -a claude-code`. Or copy the skill folder (skills/options-pricing in agiprolabs/claude-trading-skills) into .claude/skills/options-pricing in your project. Claude Code loads it when a task matches its description.
How do I install Options Pricing in Codex?
Run `npx skills add agiprolabs/claude-trading-skills --skill options-pricing -a codex`. Or copy the skill folder (skills/options-pricing in agiprolabs/claude-trading-skills) into .agents/skills/options-pricing in your project. Codex loads it when a task matches its description.
Can I use Options Pricing 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 agiprolabs/claude-trading-skills --skill options-pricing -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-pricing, .gemini/skills/options-pricing, .github/skills/options-pricing and .opencode/skills/options-pricing in your project.
What does Options Pricing need to run?
Going by SKILL.md and its folder, Options Pricing needs Python for the scripts in its folder and the command-line tools its instructions call (uv and python). Our summary lists: Python 3.
Does Options Pricing access the network?
SKILL.md contains no URLs. Its commands use uv, which can reach the network depending on how they are called. This is read from the text; nothing was executed.
Is Options Pricing 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. The check reads SKILL.md only: the scripts in the folder are not scanned, so read them before running anything.
What licence does Options Pricing use?
Options Pricing is published under the MIT licence (the repository's licence). It allows redistribution, so the full SKILL.md is shown on this page.
How many tokens does Options Pricing use?
About 1.4k tokens (SKILL.md is roughly 5.6k 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 1.2k tokens, read only when the agent opens those files.
What are the alternatives to Options Pricing?
Skills that share tags, products or a category with Options Pricing: Setting Pricing (GTM-Strategist/gtm-strategist-skills, 264 stars), AI Product Pricing (tech-leads-club/agent-skills, 7k stars), Monetization Strategy (phuryn/pm-skills, 27k stars) and Negotiation (TheCraigHewitt/skills, 159 stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.
Who maintains Options Pricing?
agiprolabs (a GitHub user) maintains it in agiprolabs/claude-trading-skills, which has 410 GitHub stars. The repository holds 68 skills in this directory. The repository was last updated on September 3, 2026.
Source: agiprolabs/claude-trading-skills on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.