Options Greeks Calculator
Calculate all Greeks at 419k options/sec using Black-Scholes, Binomial, Monte Carlo, and Heston models.
⚠️
Finance AI Skills are instruction files for AI agents. They do not constitute financial, legal, tax, or investment advice. Always verify AI-generated outputs with a qualified professional before acting on them. Finatune is not responsible for outcomes resulting from use of these skill files.
This skill provides a comprehensive options calculator with 15 CLI modes covering Black-Scholes, Binomial CRR, Trinomial, Monte Carlo, and Heston models. It calculates all Greeks at 419k options per second with academic-grade accuracy. Designed for options traders, quantitative analysts, and financial engineers. From the gauss314/UCEMA skills collection. For educational and productivity use only. Always verify AI-generated outputs with a qualified professional before acting on them.
Compatible Agents
Claude CodeCursorCodexGemini CLI
Use Cases
- ✓Calculate all Greeks using 15 CLI modes
- ✓Price options with Black-Scholes, Binomial, Monte Carlo
- ✓Calculate implied volatility from market prices
- ✓Model American options with Bjerksund-Stensland
Trigger Phrases
“Calculate options Greeks”“Black-Scholes option pricing”“Implied volatility calculation”“American option pricing”
How to Install
Copy the skill content, paste it into your AI agent's system prompt or project instructions, then describe your task.
Requirements
- Claude Code or Cursor
- Python 3.9+ with numpy
- Option parameters (strike, expiry, vol, rate)