options-strategy-advisorlisted
Install: claude install-skill JadeGate/jadegate
# Options Strategy Advisor
## Overview
This skill provides comprehensive options strategy analysis and education using theoretical pricing models. It helps traders understand, analyze, and simulate options strategies without requiring real-time market data subscriptions.
**Core Capabilities:**
- **Black-Scholes Pricing**: Theoretical option prices and Greeks calculation
- **Strategy Simulation**: P/L analysis for major options strategies
- **Earnings Strategies**: Pre-earnings volatility plays integrated with Earnings Calendar
- **Risk Management**: Position sizing, Greeks exposure, max loss/profit analysis
- **Educational Focus**: Detailed explanations of strategies and risk metrics
**Data Sources:**
- FMP API: Stock prices, historical volatility, dividends, earnings dates
- User Input: Implied volatility (IV), risk-free rate
- Theoretical Models: Black-Scholes for pricing and Greeks
## Prerequisites
**Required:**
- Python 3.8+ with `numpy`, `scipy`, `requests`
**Optional:**
- FMP API key (for real-time stock prices and historical volatility)
- Set via `FMP_API_KEY` environment variable or `--api-key` argument
- Without API key: Use manual inputs for stock price and volatility
**Installation:**
```bash
pip install numpy scipy requests
```
**Quick Start Examples:**
```bash
# Basic call option pricing (no API key needed)
python3 scripts/black_scholes.py
# With FMP API key for real-time data
python3 scripts/black_scholes.py -