Options Strategy Analyzer

Overview

This skill provides comprehensive analysis, simulation, and risk management for options trading strategies. It combines theoretical pricing with practical P/L simulation to help users understand the risk/reward profile of various options positions.

Core Features:

• Black-Scholes Pricing: Theoretical option value calculation
• Greeks Calculation: Delta, Gamma, Theta, Vega, Rho
• Strategy Simulation: P/L charts for common strategies (covered calls, spreads, etc.)
• Volatility Analysis: Implied vs. historical volatility, IV Rank/Percentile
• Risk Management: Position sizing, max loss calculation, earnings event awareness
• Educational Focus: Provides clear explanations of concepts and trade-offs

When to Use This Skill