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Option Greeks Calculator

A skill that computes option delta, gamma, theta, vega and implied volatility via a Black-Scholes command-line script.

Data & AnalyticsIntermediate★ 374⑂ 85AI score 8/10Last updated: Sep 28, 2026

What it does

  • Takes spot, strike, expiry (or DTE) and call/put and returns delta, gamma, theta, vega and rho.
  • If you pass the option's market price (--price), it back-solves implied volatility with Newton-Raphson.
  • Outputs structured JSON and anchors all time calculations to the America/New_York timezone.
  • Claude then explains what each Greek means for your specific position.

Who it's for

  • Retail options traders who want a fast read on position sensitivities.
  • Traders extracting IV from market quotes to judge whether an option is rich or cheap.
  • Students and analysts automating Black-Scholes math for coursework or research.

Usage examples

  1. "Get IV and Greeks for a 600 call, spot 630, expiring 2026-05-15, trading at 72.64."
  2. "How much does theta decay per day on a 30-DTE 600 call with spot 630 priced at 40?"
  3. "Show how the Greeks of that same contract look as of 2026-03-01."

· · · Install guide · · ·

Try it now, no install

Paste this into Claude to use the skill without installing anything.

Read the instructions in this file and follow them to help me:
https://raw.githubusercontent.com/staskh/trading_skills/HEAD/.claude/skills/greeks/SKILL.md

What I want: (describe your task here)

If Claude can't open the link, open it yourself and paste the contents instead.

↓ If it works for you, download the ZIP below and install it. Then it runs on its own — no pasting each time.

Install in the Claude app (no terminal)
  1. Download the ZIP with the button below.
  2. In Claude, open Settings → Capabilities and turn on 'Code execution and file creation'. (one time)
  3. Go to Customize → Skills → + → 'Upload a skill' and upload the ZIP.
↓ Download ZIP
Install in Claude Code

Let Claude do it — paste this into Claude Code

Install the skill I found on Claude Skill Mart.
Copy the .claude/skills/greeks folder from the GitHub repo staskh/trading_skills into my ~/.claude/skills/greeks/.
When it's done, tell me in one line what this skill can do.

Install with a command instead

git clone https://github.com/staskh/trading_skills.git && mkdir -p ~/.claude/skills && cp -r trading_skills/.claude/skills/greeks ~/.claude/skills/

⚠ This is a third-party skill. Check the source repository before installing.

  1. Open a terminal and cd into a working directory.
  2. Clone the repo: git clone https://github.com/staskh/trading_skills.git
  3. Create the skills directory: mkdir -p ~/.claude/skills
  4. Copy this skill: cp -r trading_skills/.claude/skills/greeks ~/.claude/skills/
  5. Also copy its declared dependency if present: cp -r trading_skills/.claude/skills/trading-skills ~/.claude/skills/
  6. Install the Python requirement: pip install scipy (or uv add scipy).
  7. Restart Claude Code and ask something like "calculate delta and IV for this option" to trigger the skill.
View source on GitHub ↗License: MIT