Relative Valuation
Yijia-Xiao/FinanceHarness
Value an equity against its peers — peer-median trading multiples applied to the company's metrics for an implied range, cross-read against its own valuation ratios.
Covers volatility-surface modeling (SABR, local volatility), dynamic Greeks management, calendar spreads, skew and volatility arbitrage, and market-making basics for options.
Install Advanced Options Strategies
$ npx skills add HKUDS/Vibe-Trading --skill options-advanced -a claude-codeProject install by default; add -g for ~/.claude/skills/.
$ gh skill install HKUDS/Vibe-Trading options-advanced --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/HKUDS/Vibe-Trading.git skills-src && mkdir -p .claude/skills && cp -r skills-src/agent/src/skills/options-advanced .claude/skills/options-advanced && 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-advanced" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/options-advanced into .claude/skills/options-advanced/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "options-advanced", 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/HKUDS/Vibe-Trading/tree/main/agent/src/skills/options-advancedType 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 HKUDS/Vibe-Trading --skill options-advanced -a codexProject install goes to .agents/skills/; add -g for ~/.codex/skills/.
$ gh skill install HKUDS/Vibe-Trading options-advanced --agent codexProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .agents/skills && cp -r skills-src/agent/src/skills/options-advanced .agents/skills/options-advanced && 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-advanced" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/options-advanced into .agents/skills/options-advanced/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "options-advanced", 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 HKUDS/Vibe-Trading --skill options-advanced -a cursorProject install goes to .agents/skills/; add -g for ~/.cursor/skills/.
$ gh skill install HKUDS/Vibe-Trading options-advanced --agent cursorProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .cursor/skills && cp -r skills-src/agent/src/skills/options-advanced .cursor/skills/options-advanced && 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-advanced" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/options-advanced into .cursor/skills/options-advanced/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "options-advanced", 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/HKUDS/Vibe-Trading.git --path agent/src/skills/options-advanced--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 HKUDS/Vibe-Trading --skill options-advanced -a gemini-cliProject install goes to .agents/skills/; add -g for ~/.gemini/skills/.
$ gh skill install HKUDS/Vibe-Trading options-advanced --agent gemini-cliProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .gemini/skills && cp -r skills-src/agent/src/skills/options-advanced .gemini/skills/options-advanced && 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-advanced" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/options-advanced into .gemini/skills/options-advanced/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "options-advanced", 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 HKUDS/Vibe-Trading options-advancedInstalls 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 HKUDS/Vibe-Trading --skill options-advanced -a github-copilotProject install goes to .agents/skills/; add -g for ~/.copilot/skills/.
$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .github/skills && cp -r skills-src/agent/src/skills/options-advanced .github/skills/options-advanced && 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-advanced" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/options-advanced into .github/skills/options-advanced/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "options-advanced", 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 HKUDS/Vibe-Trading --skill options-advanced -a opencodeOpenCode documents no install command of its own. Project install goes to .agents/skills/; add -g for ~/.config/opencode/skills/.
$ gh skill install HKUDS/Vibe-Trading options-advanced --agent opencodeProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .opencode/skills && cp -r skills-src/agent/src/skills/options-advanced .opencode/skills/options-advanced && 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-advanced" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/options-advanced into .opencode/skills/options-advanced/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "options-advanced", 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-advanced- GitHub stars
- 35k
- Token cost
- ~2k tokens
- SKILL.md length
- 577 words
- Files
- 1
- Skills in repo
- 89
- Repo updated
- First seen
- Licence
- MIT
At a glance
Covers volatility-surface modeling (SABR, local volatility), dynamic Greeks management, calendar spreads, skew and volatility arbitrage, and market-making basics for options.
- Works in 4 steps: Calendar Spread → Volatility Arbitrage → Skew Trade → …
- Looking for arbitrage when the volatility surface is abnormal
- SKILL.md covers Overview, Core Concepts, Analysis Framework and Output Format, plus 2 more sections
- Calls pip
What it does
The skill moves beyond covered calls and protective puts to trading the volatility expectations inside option time value. It describes the volatility surface as strike by expiry by implied volatility, with smile or skew, term structure and surface dynamics as the key dimensions, and notes the left skew typical of China A-share options.
SABR is laid out with typical ranges for its alpha, beta and rho parameters and compared with Dupire local volatility, which fits market prices exactly but extrapolates unstably. Greeks management covers delta hedging frequency, vega isolation with calendar spreads, theta and rho, and second-order Greeks such as gamma and vanna. Use cases include spotting arbitrage when the surface looks abnormal and practical trading in 50ETF, 300ETF and commodity options.
When your agent uses it
- Looking for arbitrage when the volatility surface is abnormal
- Managing portfolio Greeks beyond delta hedging
- Building calendar spreads to isolate vega exposure
- Fitting a SABR model to an implied volatility smile
Example prompts
- “Explain the typical SABR parameter ranges and what a negative rho means for skew.”
- “How often should I rebalance delta for ATM versus OTM options?”
- “Design a calendar spread that isolates vega on 50ETF options.”
- “Compare local volatility with SABR for extrapolating the surface.”
Workflow steps
4 steps, taken from the step headings in SKILL.md.
What it can do on your machine
Read from SKILL.md and the folder at commit e532650. 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
Shell commands in SKILL.md call:
pip
From the folder's file list and the shell code blocks in SKILL.md.
Network
No URLs in SKILL.md. Its commands use pip, 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
Advanced Options Strategies loads about 2k tokens when it runs. Until then it costs about 53 tokens; SKILL.md has 577 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); files beside SKILL.md are not scanned.
SKILL.md
The full file from HKUDS/Vibe-Trading at commit e532650, republished under its MIT licence (© HKUDS). 577 words, ~1,996 tokens.
Download SKILL.mdSave it as
.claude/skills/options-advanced/SKILL.md (or your agent's skills folder).- name
- options-advanced
- description
- Advanced options strategies: volatility-surface modeling (SABR / Local Vol), dynamic Greeks rebalancing, calendar spreads, volatility arbitrage and skew trading, and option market-making basics.
- category
- asset-class
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
Volatility Surface
Three-dimensional structure: strike × expiry × implied volatility.
Key dimensions:
| Dimension | Meaning | Typical Shape |
|---|---|---|
| Smile / Skew | IV across strikes for the same expiry | China A-shares: left-skewed (put IV > call IV) |
| Term Structure | IV across expiries for the same strike | Normal case: near-month IV < far-month IV |
| Surface dynamics | Parallel or nonlinear movement of the entire surface | In panic, the whole surface lifts, and near-month IV lifts faster |
SABR model parameters:
α (alpha): initial volatility level, around 0.2-0.5
β (beta): CEV exponent, equities usually use 0.5-1.0
ρ (rho): correlation between volatility and the underlying, usually -0.3 to -0.7 in China A-shares (negative = left skew)
ν (nu): volatility of volatility (vol of vol), around 0.3-0.8Local Vol vs SABR:
- Local Vol (Dupire): backed out from market prices, exact fit but unstable extrapolation
- SABR: parameterized model, 4 parameters capture surface dynamics and extrapolate more reasonably
Dynamic Greeks Management
First-order Greeks:
| Greek | Meaning | Management Approach |
|---|---|---|
| Delta (Δ) | Sensitivity to underlying price | Hedge frequency: daily for ATM, every 2-3 days for OTM |
| Vega (ν) | Sensitivity to IV | Calendar spreads can isolate Vega exposure |
| Theta (Θ) | Time decay | Short-option strategies are naturally positive Theta, but watch Gamma risk |
| Rho (ρ) | Sensitivity to rates | Relevant for long-dated options, usually ignorable for short-dated options |
Second-order Greeks:
| Greek | Meaning | Key Scenario |
|---|---|---|
| Gamma (Γ) | Rate of change of Delta | Highest near ATM and spikes before expiry |
| Vanna | Sensitivity of Delta to IV | Core Greek for skew trading |
| Volga / Vomma | Sensitivity of Vega to IV | Important when volatility moves sharply |
Delta hedge frequency decision:
Hedging cost = trading frequency × slippage per rebalance
Unhedged risk = Gamma exposure × underlying volatility²
Optimal frequency (Zakamouline criterion):
Trigger hedge when Gamma × S² × σ² × Δt > 2 × transaction_cost
Practical rule: ATM Gamma is large -> hedge daily; OTM -> hedge weekly or on threshold triggersAnalysis Framework
1. Calendar Spread
Principle: sell the near-month option and buy the far-month option at the same strike, profiting from faster near-month Theta decay.
Entry conditions:
- Normal term structure (
near-month IV ≤ far-month IV) - Expect the underlying to stay in a narrow range
- Open the position 20-30 days before near-month expiry
50ETF example:
Underlying: 50ETF current price 2.80
Sell: 50ETF near-month C2800 IV=18%, collect premium 0.045
Buy: 50ETF far-month C2800 IV=20%, pay premium 0.082
Net debit: 0.037 (max loss)
Breakeven: profit if the underlying stays in the 2.76-2.84 range at near-month expiry
Max profit: when near-month expires with the underlying right at 2.80, roughly 0.045 minus the time-decay differentialRisk-control points:
- Large breakout in the underlying → stop loss (if loss exceeds 50% of net debit)
- Near-month IV suddenly rises above far-month IV (term-structure inversion) → close position
Show full SKILL.md (205 more words)Show less
2. Volatility Arbitrage
Long Gamma strategy (buy volatility):
Scenario: realized volatility is expected to exceed implied volatility
Trade: buy ATM straddle + Delta hedge
Profit source: Gamma-scalping gains > Theta decay
Key metric:
Breakeven volatility = IV + Theta/Gamma cost
Example in 300ETF: buy straddle at IV=16%; if realized volatility >18%, the trade is profitableShort Gamma strategy (sell volatility):
Scenario: realized volatility is expected to stay below implied volatility
Trade: sell ATM straddle + Delta hedge
Profit source: Theta income > hedging loss
Risk control: set max loss = 2x premium received, close when hit3. Skew Trade
Risk Reversal:
Scenario: skew is too steep (put IV excessively high relative to call IV)
Trade: sell OTM put + buy OTM call (zero-cost or slight net credit)
Exposure: long skew (profit if skew mean-reverts)
50ETF example:
Sell P2700 IV=22% collect 0.025
Buy C2900 IV=16% pay 0.018
Net credit 0.007, profiting from skew mean reversionButterfly skew trade:
Scenario: localized skew abnormality (IV deviation at a particular strike)
Trade: build a butterfly centered on the abnormal strike
If IV is too high -> sell that strike (middle leg of the butterfly)
If IV is too low -> buy that strike4. Option Market-Making Basics
Quoting strategy:
- Bid-ask spread =
f(Gamma risk, inventory skew, market volatility) - Narrow spreads attract flow; wider spreads protect risk
- Inventory-skew management: if Delta exceeds the limit, tilt quotes to induce the other side to offset inventory
Inventory management:
Delta limit: ±500 underlying-equivalent lots
Gamma limit: daily Gamma PnL should not exceed 2% of account equity
Vega limit: PnL from a 1% IV move should not exceed 1% of account equity
When over the limit: hedge in the market first, adjust quotes secondOutput Format
Volatility analysis report:
=== Volatility Surface Analysis ===
Underlying: 50ETF Current price: 2.80
ATM IV: 18.5% Historical percentile: 35% (relatively low)
Skew (25D): -3.2% (put IV is 3.2% higher than call IV) Historical percentile: 70% (relatively steep)
Term Structure: normal (near-month 17.8% < far-month 19.2%)
=== Strategy Recommendation ===
Opportunity: steep skew + low IV
Strategy: Risk Reversal (sell put / buy call) + Calendar Spread
Expectation: skew mean reversion + mild IV rise
Risk control: keep Delta neutral, keep Gamma within ±200 lots
=== Greeks Monitoring ===
Portfolio Delta: +15 (neutral)
Portfolio Gamma: -180 (short Gamma, watch gap risk)
Portfolio Vega: +3200 (long Vega, benefits from higher IV)
Portfolio Theta: -450 / dayNotes
- China A-share option characteristics: liquidity in 50ETF / 300ETF options is concentrated in near-month ATM ± 3 strikes; deep OTM and far-month options are illiquid and have large slippage
- Margin management: short-option margin changes dynamically with the underlying; keep >30% buffer to avoid margin calls
- Expiry-week effect: Gamma rises sharply during the week before expiry, Pin Risk increases, and short-option traders should reduce size early
- Market-making barrier: real market making requires high-frequency infrastructure, low latency, and professional risk controls; retail traders should not attempt pure market making
- SABR calibration: calibrate parameters daily after the close with market data, then use prior-day parameters plus real-time adjustment at the open
- Gamma scalping PnL: actual profit =
0.5 × Gamma × (RV² - IV²) × S² × T; realized volatility must exceed IV by a meaningful margin to cover transaction costs
Dependencies
pip install pandas numpy scipy© HKUDS, 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 agent/src/skills/options-advanced of HKUDS/Vibe-Trading.
Open the folder on GitHubat commit e532650
Compare with similar skills
Advanced Options Strategies 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 |
|---|---|---|---|---|---|---|
| Advanced Options Strategies this skillHKUDS/Vibe-Trading | 35k | — | ~2k | Automated safety check: Pass | MIT | |
| Relative ValuationYijia-Xiao/FinanceHarness | 195 | — | ~446 | Automated safety check: Pass | Apache-2.0 | |
| Forecastingericrisco/rsc-harness | 174 | — | ~2.8k | Automated safety check: Pass | MIT | |
| Multi-Symbol Market Scannertradesdontlie/tradingview-mcp | 6.8k | 2 repos | ~447 | Automated safety check: Pass | Custom licence | |
| Pine Script Development Looptradesdontlie/tradingview-mcp | 6.8k | 2 repos | ~617 | Automated safety check: Pass | Custom licence | |
| Creating Financial ModelsChen-zexi/open-ptc-agent | 729 | 3 repos | ~1.3k | Automated safety check: Pass | MIT |
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Related
Categories
Questions about Advanced Options Strategies
What does Advanced Options Strategies do?
Covers volatility-surface modeling (SABR, local volatility), dynamic Greeks management, calendar spreads, skew and volatility arbitrage, and market-making basics for options. The skill moves beyond covered calls and protective puts to trading the volatility expectations inside option time value. It describes the volatility surface as strike by expiry by implied volatility, with smile or skew, term structure and surface dynamics as the key dimensions, and notes the left skew typical of China A-share options.
When should I use Advanced Options Strategies?
Advanced Options Strategies fits situations like: looking for arbitrage when the volatility surface is abnormal; managing portfolio Greeks beyond delta hedging; building calendar spreads to isolate vega exposure; fitting a SABR model to an implied volatility smile.
How do I install Advanced Options Strategies in Claude Code?
Run `npx skills add HKUDS/Vibe-Trading --skill options-advanced -a claude-code`. Or copy the skill folder (agent/src/skills/options-advanced in HKUDS/Vibe-Trading) into .claude/skills/options-advanced in your project. Claude Code loads it when a task matches its description.
How do I install Advanced Options Strategies in Codex?
Run `npx skills add HKUDS/Vibe-Trading --skill options-advanced -a codex`. Or copy the skill folder (agent/src/skills/options-advanced in HKUDS/Vibe-Trading) into .agents/skills/options-advanced in your project. Codex loads it when a task matches its description.
Can I use Advanced Options Strategies 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 HKUDS/Vibe-Trading --skill options-advanced -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-advanced, .gemini/skills/options-advanced, .github/skills/options-advanced and .opencode/skills/options-advanced in your project.
What does Advanced Options Strategies need to run?
Going by SKILL.md and its folder, Advanced Options Strategies needs the command-line tools its instructions call (pip).
Does Advanced Options Strategies access the network?
SKILL.md contains no URLs. Its commands use pip, which can reach the network depending on how they are called. This is read from the text; nothing was executed.
Is Advanced Options Strategies 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 Advanced Options Strategies use?
Advanced Options Strategies 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 Advanced Options Strategies use?
About 2k tokens (SKILL.md is roughly 8k 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 Advanced Options Strategies?
Skills that share tags, products or a category with Advanced Options Strategies: Relative Valuation (Yijia-Xiao/FinanceHarness, 195 stars), Forecasting (ericrisco/rsc-harness, 174 stars), Multi-Symbol Market Scanner (tradesdontlie/tradingview-mcp, 6.8k stars) and Pine Script Development Loop (tradesdontlie/tradingview-mcp, 6.8k stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.
Who maintains Advanced Options Strategies?
HKUDS (a GitHub organization) maintains it in HKUDS/Vibe-Trading, which has 35,043 GitHub stars. The repository holds 89 skills in this directory. The repository was last updated on October 8, 2026.
Source: HKUDS/Vibe-Trading on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.