
Advanced Options Strategies
Guides an agent through volatility-surface, Greeks, and options trading strategy analysis
- Repository
- HKUDS/Vibe-Trading
- Stars
- 37,433
- Licence
- MIT
- Files
- 1 file
What it does
When installed, this skill makes the agent reason about options beyond basic covered calls and protective puts. It explains volatility surfaces (how implied volatility varies by strike and expiry), suggests strategies such as calendar spreads, risk reversals, straddles and skew trades, and outlines how to manage Greek risk and basic market-making limits. It is written around China A-share and 50ETF/300ETF options, with worked examples and a sample volatility report format.
Great for
- Options traders or students who want structured explanations of volatility-based strategies
- Analysts who want a template for a volatility surface and Greeks report
- Developers building a quantitative options tool who need a reference for the concepts
Skip it if
- People who need personalised financial advice: the content is generic, and the example prices, percentiles and limits are illustrative, not live market data
- Inexperienced traders risking real money: options strategies with short Gamma or short volatility can lose more than the premium collected, and the skill does not verify live data
- Anyone expecting the skill to fetch current prices: the file contains no data-fetching code
Try asking
- “Explain how a calendar spread on 50ETF options works and when it makes sense to enter”
- “Build a volatility surface analysis report for 300ETF options using this framework”
- “Compare a risk reversal with a butterfly skew trade for a steep put skew”
- “Outline Delta hedging frequency rules for an at-the-money straddle”
Install in 3 steps
- 1
Download the skill
The ZIP contains the 1 original files, the MIT licence and an attribution note.
options-advanced.zip - 2
Add it to your agent
Claude Code (all projects)
mkdir -p ~/.claude/skills && unzip options-advanced.zip -d ~/.claude/skills/Claude Code / Agent SDK (this project only)
mkdir -p .claude/skills && unzip options-advanced.zip -d .claude/skills/Claude apps (web/desktop): Settings → Capabilities → Skills → Upload skill, and choose the ZIP.
- 3
Ask for the task
No special command needed — the agent reads the skill's description and loads it when your request matches. Try one of the prompts above.
Get better results
- Supply your own current market data (IV, prices, skew percentiles) in the prompt, since the skill's numbers are examples
- Ask the agent to state assumptions and risks explicitly, and verify any trade with a licensed professional or your broker's tools before acting
- Treat the market-making limits and Greek thresholds as starting points to adapt to your own account size
What's inside
- SKILL.md
Redistributed unmodified from HKUDS/Vibe-Trading under the MIT licence. The assessment was drafted with AI from the skill's files on 2026-10-29. Skills can instruct your agent to run code — read SKILL.md and any scripts before installing.