Is the Greeks skill free?

Yes. The skill itself is free from staskh/trading_skills. SkillProof publishes the install command and an independent test verdict at no cost.

What is the Greeks SkillProof Score?

9.2/10 — installs cleanly 5/5, triggers reliably 5/5, output vs. baseline 8/10, docs & honesty 5/5.

How do I install Greeks?

Copy the install command from this page, run it in your terminal, and restart Claude Code. Skills live in ~/.claude/skills/ (global) or .claude/skills/ inside a project.

Can I use Greeks with Cursor, Copilot, Gemini CLI, Codex or other AI tools?

The SKILL.md format is native to Claude (Claude Code, Desktop, claude.ai). The instructions inside adapt to other assistants: Cursor rules, GitHub Copilot instructions, Windsurf rules, Custom GPTs, AGENTS.md for OpenAI Codex, and GEMINI.md for Google Gemini CLI — our conversion guides cover each, and the free converter on the tools page does the wrapping for you.

Greeks

Black-Scholes option Greeks and implied volatility from a market price via one CLI call

by staskh · staskh/trading_skills

Tested · Works

Install — copy the command Download source ↗

Test report

Verdict: Tested · Works
Score: 9.2/10
Tested: Jul 31, 2026
Environment: Claude Code 2.x (agent harness)
Upstream re-checked: Aug 10, 2026 · 512ed45

I reconstructed the runnable package from the cloned repo (real black_scholes.py + greeks.py, a minimal utils stub for generated_at_str to avoid the heavy pandas-market-calendars transitive import) and ran the actual scripts/greeks.py. The DTE example returned iv=28.01, delta=0.7577, gamma=0.006177, theta=-0.3234, vega=0.5644, rho=0.3595, plus generated_at and data_delay fields as documented. I verified the recovered IV: pricing back at 0.2801 gives 40.0018, an essentially exact round-trip to the input market price. The SKILL's first example errored ("expired") only because today (2026-07-31) is past its hardcoded 2026-05-15 expiry, not a bug. Baseline (no tool) guessed IV~30% which misprices the same option at 41.14 and gave only a rough delta with no other Greeks.

Scored on four weighted criteria — install, triggering, output vs. baseline, docs. How scoring works

Installs cleanly 5/5
Triggers reliably 5/5
Output vs. baseline 8/10
Docs & honesty 5/5

What Greeks does

Calculates option Greeks (delta, gamma, theta, vega, rho) and implied volatility for a single option using a Black-Scholes model, recovering IV from the option's market price via Newton-Raphson with a bisection fallback. Triggers when the user asks about Greeks, delta, gamma, theta, vega, IV, or option sensitivity for a specific contract.

How to install Greeks

git clone --depth 1 https://github.com/staskh/trading_skills.git /tmp/greeks-src
mkdir -p ~/.claude/skills
cp -R /tmp/greeks-src/.claude/skills/greeks ~/.claude/skills/greeks
# The script imports the `trading_skills` package (declared dep: "trading-skills").
# Install the package so `scripts/greeks.py` can import trading_skills.greeks/black_scholes/utils:
#   pip install scipy && pip install /tmp/greeks-src        # or: cd /tmp/greeks-src && uv sync
# Core math needs only scipy; the CLI's utils import also pulls pandas / pandas-market-calendars.
# Run: cd ~/.claude/skills/greeks && python scripts/greeks.py --spot 630 --strike 600 --dte 30 --type call --price 40
# (SKILL.md: use `uv run python` if pyproject.toml present, else plain `python`.)

Skills live in ~/.claude/skills/ (global) or .claude/skills/ (per-project). Restart Claude Code after installing.

Commands — how to trigger Greeks

/greeks Black-Scholes option Greeks and implied volatility from a market price via one CLI call

It also activates on plain-language prompts like these:

Calculate delta and gamma for this option
Get the implied volatility on this contract
Show theta decay for this options position

Frequently asked questions

Is the Greeks skill free?: Yes. The skill itself is free from staskh/trading_skills. SkillProof publishes the install command and an independent test verdict at no cost.
Does Greeks work with Claude Code?: We tested it with Claude Code 2.x (agent harness) on Jul 31, 2026. Verdict: Tested · Works. I reconstructed the runnable package from the cloned repo (real black_scholes.py + greeks.py, a minimal utils stub for generated_at_str to avoid the heavy pandas-market-calendars transitive import) and ran the actual scripts/greeks.py. The DTE example returned iv=28.01, delta=0.7577, gamma=0.006177, theta=-0.3234, vega=0.5644, rho=0.3595, plus generated_at and data_delay fields as documented. I verified the recovered IV: pricing back at 0.2801 gives 40.0018, an essentially exact round-trip to the input market price. The SKILL's first example errored ("expired") only because today (2026-07-31) is past its hardcoded 2026-05-15 expiry, not a bug. Baseline (no tool) guessed IV~30% which misprices the same option at 41.14 and gave only a rough delta with no other Greeks.
What is the Greeks SkillProof Score?: 9.2/10 — installs cleanly 5/5, triggers reliably 5/5, output vs. baseline 8/10, docs & honesty 5/5.
How do I install Greeks?: Copy the install command from this page, run it in your terminal, and restart Claude Code. Skills live in ~/.claude/skills/ (global) or .claude/skills/ inside a project.
Can I use Greeks with Cursor, Copilot, Gemini CLI, Codex or other AI tools?: The SKILL.md format is native to Claude (Claude Code, Desktop, claude.ai). The instructions inside adapt to other assistants: Cursor rules, GitHub Copilot instructions, Windsurf rules, Custom GPTs, AGENTS.md for OpenAI Codex, and GEMINI.md for Google Gemini CLI — our conversion guides cover each, and the free converter on the tools page does the wrapping for you.