Greeks
Calculate option Greeks (delta, gamma, theta, vega) and implied volatility for specific options. Use when user asks about Greeks, delta, gamma, theta, vega, IV, or option sensitivity analysis.
Install
$ agentstack add skill-staskh-trading-skills-greeks ✓ scanned · ✓ verified, works with Claude Code, Cursor, and more.
Security review
✓ PassedNo issues found. Passed automated security review. · v0.1.0 How review works →
- ✓ Prompt-injection patterns
- ✓ Secret / credential exfiltration
- ✓ Dangerous shell & filesystem operations
- ✓ Untrusted network calls
- ✓ Known-malicious package signatures
What it can access
- ✓ Network access No
- ✓ Filesystem access No
- ✓ Shell / process execution No
- ✓ Environment & secrets No
- ✓ Dynamic code execution No
From automated source analysis of v0.1.0. “Used” means the capability is present in the source — more access means more to trust, not that it’s unsafe.
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Links to your public security report.[](https://agentstack.voostack.com/security/report/skill-staskh-trading-skills-greeks) Reliability & compatibility
Declared compatibility
Compatibility is declared by the source manifest. End-to-end runtime verification is coming, see below.
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Option Greeks
Calculate Greeks for options using Black-Scholes model. Computes IV from market price via Newton-Raphson.
Instructions
> Note: If uv is not installed or pyproject.toml is not found, replace uv run python with python in all commands below.
uv run python scripts/greeks.py --spot SPOT --strike STRIKE --type call|put [--expiry YYYY-MM-DD | --dte DTE] [--price PRICE] [--date YYYY-MM-DD] [--vol VOL] [--rate RATE]Arguments
--spot- Underlying spot price (required)--strike- Option strike price (required)--type- Option type: call or put (required)--expiry- Expiration date YYYY-MM-DD (use this OR --dte)--dte- Days to expiration (alternative to --expiry)--date- Calculate as of this date instead of today (YYYY-MM-DD)--price- Option market price (for IV calculation)--vol- Override volatility as decimal (e.g., 0.30 for 30%)--rate- Risk-free rate (default: 0.05)
Output
Returns JSON with:
spot- Underlying spot pricestrike- Strike pricedays_to_expiry- Days until expirationiv- Implied volatility (calculated from market price)greeks- delta, gamma, theta, vega, rho
Examples
# With expiry date and market price (calculates IV)
uv run python scripts/greeks.py --spot 630 --strike 600 --expiry 2026-05-15 --type call --price 72.64
# With DTE directly
uv run python scripts/greeks.py --spot 630 --strike 600 --dte 30 --type call --price 40
# As of a future date
uv run python scripts/greeks.py --spot 630 --strike 600 --expiry 2026-05-15 --date 2026-03-01 --type call --price 50Explain what each Greek means for the position.
Dependencies
scipy
Timezone
All timestamps and time-based calculations must use the America/New_York timezone. All JSON output must include generated_at (NY time string) and data_delay fields.
Source & license
This open-source skill is cataloged on AgentStack and links to its original source — we do not rehost the code.
- Author: staskh
- Source: staskh/trading_skills
- License: MIT
Install and usage instructions live in the source repository linked above.
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Versions
- v0.1.0 Imported from the upstream source.