How do I install the Greeks skill?

Run npx skillmds@latest add staskh/greeks 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.

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Is Greeks free to use?

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Who published Greeks?

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

Greeks by staskh — Agent Skill

Name: Greeks
Rating: 4.5 (4 reviews)
Author: staskh

File contents

Option Greeks

Calculate Greeks for options using Black-Scholes model. Computes IV from market price via Newton-Raphson.

Instructions

Note: If uv is not installed or pyproject.toml is not found, replace uv run python with python in 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]

Arguments

--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)

Output

Returns JSON with:

spot - Underlying spot price
strike - Strike price
days_to_expiry - Days until expiration
iv - Implied volatility (calculated from market price)
greeks - delta, gamma, theta, vega, rho

Examples

# 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
uv run python scripts/greeks.py --spot 630 --strike 600 --dte 30 --type call --price 40

# As of a future date
uv run python scripts/greeks.py --spot 630 --strike 600 --expiry 2026-05-15 --date 2026-03-01 --type call --price 50

Explain what each Greek means for the position.

Dependencies

scipy

Timezone

All timestamps and time-based calculations must use the America/New_York timezone. All JSON output must include generated_at (NY time string) and data_delay fields.

---name: greeksdescription: Calculate option Greeks (delta, gamma, theta, vega) and implied volatility for specific options. Use when user asks about Greeks, delta, gamma, theta, vega, IV, or option sensitivity analysis.---# Option GreeksCalculate Greeks for options using Black-Scholes model. Computes IV from market price via Newton-Raphson.## Instructions> **Note:** If `uv` is not installed or `pyproject.toml` is not found, replace `uv run python` with `python` in all commands below.```bashuv 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]```## Arguments- `--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)## OutputReturns JSON with:- `spot` - Underlying spot price- `strike` - Strike price- `days_to_expiry` - Days until expiration- `iv` - Implied volatility (calculated from market price)- `greeks` - delta, gamma, theta, vega, rho## Examples```bash# 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 directlyuv run python scripts/greeks.py --spot 630 --strike 600 --dte 30 --type call --price 40# As of a future dateuv run python scripts/greeks.py --spot 630 --strike 600 --expiry 2026-05-15 --date 2026-03-01 --type call --price 50```Explain what each Greek means for the position.## Dependencies- `scipy`## TimezoneAll timestamps and time-based calculations must use the `America/New_York` timezone. All JSON output must include `generated_at` (NY time string) and `data_delay` fields.

Frequently asked questions

Greeks