Agent skill

Options Analytics Agent Guide

by wentorai in wentorai/research-plugins

AI agent for options pricing, Greeks, and strategy analysis. An agent skill from wentorai/research-plugins.

MITAuto-check passed

Install Options Analytics Agent Guide

skills CLI
$ npx skills add wentorai/research-plugins --skill options-analytics-agent-guide -a claude-code

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

GitHub CLI
$ gh skill install wentorai/research-plugins options-analytics-agent-guide --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/wentorai/research-plugins.git skills-src && mkdir -p .claude/skills && cp -r skills-src/skills/domains/finance/options-analytics-agent-guide .claude/skills/options-analytics-agent-guide && 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-analytics-agent-guide
GitHub stars
298
Used in
1 other repo
Token cost
~782 tokens
SKILL.md length
108 words
Files
1
Skills in repo
405
Repo updated
First seen
Licence
MIT

At a glance

AI agent for options pricing, Greeks, and strategy analysis. An agent skill from wentorai/research-plugins.

  • Works in 5 steps: Options pricing: Black-Scholes and… → Risk management: Greeks and portfolio… → Strategy analysis: P&L profiles and… → …
  • SKILL.md covers Overview, Core Capabilities, Greeks Analysis and Strategy Evaluation, plus 3 more sections
  • Instructions only: no scripts, shell commands, URLs or credentials in SKILL.md

What it does

Options Analytics Agent Guide is an agent skill from wentorai/research-plugins. AI agent for options pricing, Greeks, and strategy analysis

Its SKILL.md is about 780 tokens, which your agent loads only when the skill is triggered. It is a single SKILL.md file with no bundled scripts.

The repository describes itself as: 350+ academic research skills, MCP configs, and plugins for Research-Claw and AI agents. The licence is MIT.

Example prompts

  • “/options-analytics-agent-guide”

Requirements

  • Python 3

Workflow steps

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

  1. Options pricing: Black-Scholes and numerical methods
  2. Risk management: Greeks and portfolio risk metrics
  3. Strategy analysis: P&L profiles and breakeven analysis
  4. Volatility analysis: IV surfaces and skew analysis
  5. Education: Interactive derivatives teaching tool

What it can do on your machine

Read from SKILL.md and the folder at commit bf44b3c. 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 (its code samples are python).

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

  • Network

    Links to these hosts (documentation or services it may open):

    • github.com
    • quantlib.org

    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 Analytics Agent Guide loads about 782 tokens when it runs. Until then it costs about 22 tokens; SKILL.md has 108 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it
~22
When it runs · the whole SKILL.md, loaded when a task matches
~782

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 wentorai/research-plugins at commit bf44b3c, republished under its MIT licence (© wentorai). 108 words, ~782 tokens.

Download SKILL.mdSave it as .claude/skills/options-analytics-agent-guide/SKILL.md (or your agent's skills folder).
name
options-analytics-agent-guide
description
AI agent for options pricing, Greeks, and strategy analysis

Options Analytics Agent Guide

Overview

An AI agent for options pricing, risk analysis, and strategy evaluation. It combines Black-Scholes and binomial models, Greeks calculations, implied volatility surfaces, and portfolio risk analytics into a conversational interface. Researchers and quantitative analysts can query options data, price exotic derivatives, and evaluate trading strategies through natural language.

Core Capabilities

python
from options_agent import OptionsAgent

agent = OptionsAgent(llm_provider="anthropic")

# Price an option
result = agent.price(
    option_type="call",
    strike=100,
    spot=105,
    expiry_days=30,
    risk_free_rate=0.05,
    volatility=0.20,
    model="black_scholes",
)

print(f"Price: ${result.price:.2f}")
print(f"Delta: {result.delta:.4f}")
print(f"Gamma: {result.gamma:.4f}")
print(f"Theta: {result.theta:.4f}")
print(f"Vega: {result.vega:.4f}")
print(f"Rho: {result.rho:.4f}")

Greeks Analysis

python
# Full Greeks surface
surface = agent.greeks_surface(
    strike=100,
    spot_range=(80, 120),
    expiry_range=(7, 90),  # days
    volatility=0.25,
)

surface.plot_delta_surface("delta_surface.png")
surface.plot_gamma_surface("gamma_surface.png")
surface.plot_theta_decay("theta_decay.png")

Strategy Evaluation

python
# Evaluate an options strategy
strategy = agent.evaluate_strategy(
    legs=[
        {"type": "call", "strike": 100, "action": "buy", "qty": 1},
        {"type": "call", "strike": 110, "action": "sell", "qty": 1},
    ],
    spot=105,
    expiry_days=30,
    volatility=0.20,
)

print(f"Strategy: {strategy.name}")  # Bull Call Spread
print(f"Max profit: ${strategy.max_profit:.2f}")
print(f"Max loss: ${strategy.max_loss:.2f}")
print(f"Breakeven: ${strategy.breakeven:.2f}")

strategy.plot_payoff("payoff.png")
strategy.plot_pnl_scenarios("scenarios.png")

Implied Volatility

python
# Calculate implied volatility
iv = agent.implied_volatility(
    market_price=5.50,
    option_type="call",
    strike=100,
    spot=105,
    expiry_days=30,
    risk_free_rate=0.05,
)
print(f"Implied volatility: {iv:.2%}")

# Volatility smile/surface
vol_surface = agent.volatility_surface(
    ticker="SPY",
    date="2025-03-10",
)
vol_surface.plot("vol_surface.png")

Use Cases

  1. Options pricing: Black-Scholes and numerical methods
  2. Risk management: Greeks and portfolio risk metrics
  3. Strategy analysis: P&L profiles and breakeven analysis
  4. Volatility analysis: IV surfaces and skew analysis
  5. Education: Interactive derivatives teaching tool

References

© wentorai, MIT. Rendered from Markdown: HTML in the file is shown as text, images as links, and headings moved down two levels. Raw file

Files

Just SKILL.md in skills/domains/finance/options-analytics-agent-guide of wentorai/research-plugins.

Open the folder on GitHubat commit bf44b3c

Used in 1 other repository

We found 1 copy of this SKILL.md (exact, near-identical or edited) in other folders, from 1 other GitHub owner. This page covers the copy in wentorai/research-plugins, which our catalogue first saw on October 7, 2026.

Compare with similar skills

Options Analytics Agent Guide 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.

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Questions about Options Analytics Agent Guide

What does Options Analytics Agent Guide do?

AI agent for options pricing, Greeks, and strategy analysis. An agent skill from wentorai/research-plugins. Options Analytics Agent Guide is an agent skill from wentorai/research-plugins.

How do I install Options Analytics Agent Guide in Claude Code?

Run `npx skills add wentorai/research-plugins --skill options-analytics-agent-guide -a claude-code`. Or copy the skill folder (skills/domains/finance/options-analytics-agent-guide in wentorai/research-plugins) into .claude/skills/options-analytics-agent-guide in your project. Claude Code loads it when a task matches its description.

How do I install Options Analytics Agent Guide in Codex?

Run `npx skills add wentorai/research-plugins --skill options-analytics-agent-guide -a codex`. Or copy the skill folder (skills/domains/finance/options-analytics-agent-guide in wentorai/research-plugins) into .agents/skills/options-analytics-agent-guide in your project. Codex loads it when a task matches its description.

Can I use Options Analytics Agent Guide 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 wentorai/research-plugins --skill options-analytics-agent-guide -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-analytics-agent-guide, .gemini/skills/options-analytics-agent-guide, .github/skills/options-analytics-agent-guide and .opencode/skills/options-analytics-agent-guide in your project.

What does Options Analytics Agent Guide need to run?

SKILL.md names no scripts, command-line tools or credentials: Options Analytics Agent Guide is instructions for the agent only. Our summary lists: Python 3.

Does Options Analytics Agent Guide access the network?

SKILL.md names 2 domains. As links in the text: github.com and quantlib.org. This is read from the text; nothing was executed.

Is Options Analytics Agent Guide 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 Analytics Agent Guide use?

Options Analytics Agent Guide 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 Analytics Agent Guide use?

About 782 tokens (SKILL.md is roughly 3.1k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full.

What are the alternatives to Options Analytics Agent Guide?

Skills that share tags, products or a category with Options Analytics Agent Guide: Pricing (sickn33/agentic-awesome-skills, 47k stars), Options Pricing (agiprolabs/claude-trading-skills, 410 stars), Options (asgeirtj/system_prompts_leaks, 69k stars) and Pricing Strategy (phuryn/pm-skills, 27k stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.

Who maintains Options Analytics Agent Guide?

wentorai (a GitHub user) maintains it in wentorai/research-plugins, which has 298 GitHub stars. The repository holds 405 skills in this directory. The repository was last updated on June 19, 2026.

Source: wentorai/research-plugins on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.