Options Pricing Models
Price options using Black-Scholes, binomial, and Monte Carlo models with full Greeks and IV surface.
⚠️
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This skill prices options using Black-Scholes, binomial, and Monte Carlo models. It calculates the full Greeks suite and implied volatility surfaces, covering both traditional and crypto options pricing. Designed for options traders, risk managers, and quantitative analysts. From the AGIPro Labs claude-trading-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
- ✓Price options using Black-Scholes and binomial models
- ✓Calculate implied volatility surface
- ✓Compute Greeks for options risk management
- ✓Price crypto options with modified models
Trigger Phrases
“Price options using Black-Scholes”“Calculate implied volatility”“Options Greeks calculation”“Crypto options 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 uv
- Option parameters and market data