How do I install the Options Analysis skill?

Run npx skillmds@latest add joemccann/options-analysis in your terminal (requires Node.js), paste this page's agent-chat prompt into Claude, Cursor, or any MCP-connected agent, or download the SKILL.md file and copy it into your agent's skills directory.

What does the Options Analysis skill do?

On-demand options pricing and structure analysis for the Radon trading agent It is listed under AI & ML on SkillMD.

Is Options Analysis safe to use?

This skill has not completed SkillMD's automated safety review yet. SkillMD never runs a skill's scripts for you; review the SKILL.md before installing.

Which AI agents work with Options Analysis?

This skill is tagged as working with Claude Code, Claude.ai, OpenAI Codex. SKILL.md is an open format, so most agents that read a skills directory can load it too.

Is Options Analysis free to use?

Yes. Installing skills from SkillMD is free, and the skill stays under its author's original license.

Who published Options Analysis?

joemccann (@joemccann) published this skill. Their other Agent Skills are listed on their SkillMD profile.

Options Analysis by joemccann — Agent Skill

Name: Options Analysis
Author: joemccann

File contents

Options Analysis Skill

Description

On-demand options pricing and structure analysis for the Radon trading agent.

Capabilities

Fetch and parse options chains for a given ticker
Calculate implied volatility rank and percentile
Evaluate convexity profile of candidate structures (calls, puts, vertical spreads)
Estimate P(ITM), conditional settlement value, and expected value for each strike
Compare structures: naked options vs. spreads for optimal convexity

Usage

Invoke when evaluating a specific ticker's options chain as part of the /evaluate workflow.

Data Source Priority

When fetching live options pricing, use sources in this order:

Priority	Source	Command/Method
1	Interactive Brokers	`python3.13 scripts/ib_sync.py` (requires TWS/Gateway)
2	Unusual Whales	See API reference below
3	Exa (web search)	Company research, fallback for data not in IB/UW
4	agent-browser	Interactive pages, JS-rendered content
5 ⚠️	Yahoo Finance	ABSOLUTE LAST RESORT — only if ALL above sources fail

⚠️ Yahoo Finance is the ABSOLUTE LAST RESORT. It is rate limited, unreliable, and delayed. Never use it if IB, UW, Exa, or agent-browser can provide the data.

Unusual Whales API for Options

API Reference: docs/unusual_whales_api.md Full Spec: docs/unusual_whales_api_spec.yaml

Key Options Endpoints

Endpoint	Purpose
`GET /api/stock/{ticker}/option-contracts`	All option contracts with greeks, IV, OI
`GET /api/stock/{ticker}/expiry-breakdown`	Available expirations with volume/OI summary
`GET /api/stock/{ticker}/greeks?expiry=YYYY-MM-DD`	Greeks for each strike at an expiry
`GET /api/stock/{ticker}/flow-per-strike`	Flow aggregated by strike
`GET /api/stock/{ticker}/flow-per-expiry`	Flow aggregated by expiration
`GET /api/stock/{ticker}/greek-exposure`	GEX data for gamma analysis
`GET /api/stock/{ticker}/volatility/realized`	IV vs realized volatility
`GET /api/stock/{ticker}/iv-rank`	IV rank percentile
`GET /api/option-contract/{symbol}/historic`	Historical data for specific contract

Example: Fetch Option Chain

curl -H "Authorization: Bearer $UW_TOKEN" \
  "https://api.unusualwhales.com/api/stock/AAPL/option-contracts?expiry=2026-04-17&option_type=call&maybe_otm_only=true"

Response includes:

strike, expiry, option_type
bid, ask, mid_price
volume, open_interest, volume_oi_ratio
implied_volatility, delta, gamma, theta, vega
underlying_price

Dependencies

scripts/fetch_options.py — data retrieval
scripts/kelly.py — position sizing
data/portfolio.json — current exposure context

---name: options-analysisdescription: On-demand options pricing and structure analysis for the Radon trading agent---# Options Analysis Skill## DescriptionOn-demand options pricing and structure analysis for the Radon trading agent.## Capabilities- Fetch and parse options chains for a given ticker- Calculate implied volatility rank and percentile- Evaluate convexity profile of candidate structures (calls, puts, vertical spreads)- Estimate P(ITM), conditional settlement value, and expected value for each strike- Compare structures: naked options vs. spreads for optimal convexity## UsageInvoke when evaluating a specific ticker's options chain as part of the /evaluate workflow.## Data Source PriorityWhen fetching live options pricing, use sources in this order:| Priority | Source | Command/Method ||----------|--------|----------------|| **1** | Interactive Brokers | `python3.13 scripts/ib_sync.py` (requires TWS/Gateway) || **2** | Unusual Whales | See API reference below || **3** | Exa (web search) | Company research, fallback for data not in IB/UW || **4** | agent-browser | Interactive pages, JS-rendered content || **5 ⚠️** | Yahoo Finance | **ABSOLUTE LAST RESORT** — only if ALL above sources fail |**⚠️ Yahoo Finance is the ABSOLUTE LAST RESORT.** It is rate limited, unreliable, and delayed. Never use it if IB, UW, Exa, or agent-browser can provide the data.## Unusual Whales API for Options**API Reference:** `docs/unusual_whales_api.md`**Full Spec:** `docs/unusual_whales_api_spec.yaml`### Key Options Endpoints| Endpoint | Purpose ||----------|---------|| `GET /api/stock/{ticker}/option-contracts` | All option contracts with greeks, IV, OI || `GET /api/stock/{ticker}/expiry-breakdown` | Available expirations with volume/OI summary || `GET /api/stock/{ticker}/greeks?expiry=YYYY-MM-DD` | Greeks for each strike at an expiry || `GET /api/stock/{ticker}/flow-per-strike` | Flow aggregated by strike || `GET /api/stock/{ticker}/flow-per-expiry` | Flow aggregated by expiration || `GET /api/stock/{ticker}/greek-exposure` | GEX data for gamma analysis || `GET /api/stock/{ticker}/volatility/realized` | IV vs realized volatility || `GET /api/stock/{ticker}/iv-rank` | IV rank percentile || `GET /api/option-contract/{symbol}/historic` | Historical data for specific contract |### Example: Fetch Option Chain```bashcurl -H "Authorization: Bearer $UW_TOKEN" \ "https://api.unusualwhales.com/api/stock/AAPL/option-contracts?expiry=2026-04-17&option_type=call&maybe_otm_only=true"```### Response includes:- `strike`, `expiry`, `option_type`- `bid`, `ask`, `mid_price`- `volume`, `open_interest`, `volume_oi_ratio`- `implied_volatility`, `delta`, `gamma`, `theta`, `vega`- `underlying_price`## Dependencies- scripts/fetch_options.py — data retrieval- scripts/kelly.py — position sizing- data/portfolio.json — current exposure context

Frequently asked questions

Options Analysis