# 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.

- **Type:** Skill
- **Install:** `agentstack add skill-staskh-trading-skills-greeks`
- **Verified:** Yes — security-reviewed for prompt injection and unsafe behavior
- **Seller:** [staskh](https://agentstack.voostack.com/s/staskh)
- **Installs:** 0
- **Category:** [Finance & Payments](https://agentstack.voostack.com/c/finance-and-payments)
- **Latest version:** 0.1.0
- **License:** MIT
- **Upstream author:** [staskh](https://github.com/staskh)
- **Source:** https://github.com/staskh/trading_skills/tree/main/.claude/skills/greeks

## Install

```sh
agentstack add skill-staskh-trading-skills-greeks
```

Requires the [AgentStack CLI](https://agentstack.voostack.com/docs/cli). Works with Claude Code, Cursor, and any MCP-compatible agent.

## About

# 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.

```bash
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 price
- `strike` - Strike price
- `days_to_expiry` - Days until expiration
- `iv` - Implied volatility (calculated from market price)
- `greeks` - delta, gamma, theta, vega, rho

## Examples

```bash
# 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 50
```

Explain 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](https://github.com/staskh)
- **Source:** [staskh/trading_skills](https://github.com/staskh/trading_skills)
- **License:** MIT

Install and usage instructions live in the source repository linked above.

## Pricing

- **Free** — Free

## Security capabilities

Automated source analysis of v0.1.0 — what this tool can access:

- **Network access:** no
- **Filesystem access:** no
- **Shell / process execution:** no
- **Environment & secrets:** no
- **Dynamic code execution:** no

*"Yes" means the capability is present in the source — more access means more to trust, not that it is unsafe.*


## Versions

- **0.1.0** — security scan: passed — Imported from the upstream source.

## Links

- Listing page: https://agentstack.voostack.com/l/skill-staskh-trading-skills-greeks
- Seller: https://agentstack.voostack.com/s/staskh
- Browse the marketplace: https://agentstack.voostack.com/browse

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