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Calculate option Greeks (delta, gamma, theta, vega) and implied volatility for specific options.
Passed 3 of 8 test cases with the skill, and 3 of 8 without it.
and 1 more in the full report
4 fixed4 passed either way11 still failing3 broke
Tokens, turns and time describe resource use, not a dollar price.
One of 4 test cases the skill fixed. Same model, same prompt, with and without the skill.
Execute the options script for a CALL contract with spot 100, strike 105, DTE 45, market price 2.00. Specify the full CLI command.
| Checked | Without skill | With skill |
|---|---|---|
| The --type argument value is provided in lowercase as call. | Missed | Passed |
The instructions your model reads when the skill loads.
Calculate Greeks for options using Black-Scholes model. Computes IV from market price via Newton-Raphson.
Note: If
uvis not installed orpyproject.tomlis not found, replaceuv run pythonwithpythonin all commands below.
uv run python scripts/greeks.py --spot SPOT --strike STRIKE --type call|put [--expiry YYYY-MM-DD | --dte DTE] [--price PRICE] [--date YYYY-MM-DD] [--vol VOL] [--rate RATE]
--spot - Underlying spot price (required)--strike - Option strike price (required)--type - Option type: call or put (required)--expiry - Expiration date YYYY-MM-DD (use this OR --dte)--dte - Days to expiration (alternative to --expiry)--date - Calculate as of this date instead of today (YYYY-MM-DD)--price - Option market price (for IV calculation)--vol - Override volatility as decimal (e.g., 0.30 for 30%)--rate - Risk-free rate (default: 0.05)Returns JSON with:
spot - Underlying spot pricestrike - Strike pricedays_to_expiry - Days until expirationiv - Implied volatility (calculated from market price)greeks - delta, gamma, theta, vega, rho# With expiry date and market price (calculates IV)
uv run python scripts/greeks.py --spot 630 --strike 600 --expiry 2026-05-15 --type call --price 72.64
# With DTE directly
test cases passed, vs 3 / 8 without
More skills from the same source and nearby in the registry, with their headline benchmark lift.