options-analyzer

What This Skill Does

The options-analyzer skill is a comprehensive toolkit for equity derivatives analysis, specifically engineered for the OpenClaw AI ecosystem. It bridges the gap between raw market data and actionable trading insights. By leveraging the yfinance library for real-time market feeds and the mibian package for precise mathematical modeling, it allows users to perform complex calculations such as Black-Scholes Greeks (Delta, Gamma, Theta, Vega, Rho) and IV Rank/Percentile analysis without leaving the chat interface. It automates the generation of risk-reward profiles for over 15 distinct options strategies, including Iron Condors, Butterflies, and spreads, ensuring traders can visualize their breakeven points and maximum risk exposure instantly.

Installation

To install this skill, use the OpenClaw CLI package manager in your terminal: clawhub install openclaw/skills/skills/benzema216/options-analyzer

Ensure you have Python 3.8+ installed, and the prerequisite dependencies are met. The skill manages its own interaction with yfinance, but it is recommended to run the configuration command once to ensure your environment has the necessary numeric processing libraries (pandas, numpy) initialized.

Use Cases

This skill is ideal for retail traders, quantitative analysts, and anyone looking to automate their options research. Use cases include:

1. Earnings Volatility Assessment: Use IV analysis to compare current implied volatility against historical levels to identify if options are overpriced ahead of earnings.
2. Strategy Simulation: Quickly calculate the payoff diagram for a multi-leg strategy like a 'Short Iron Condor' before deploying capital.
3. Greek Sensitivity Checks: Determine how your portfolio will react to a 1% move in the underlying price or a change in time decay as expiration approaches.
4. Automated Recommendation: Use the strategy_recommend script to filter viable trades based on your market outlook (bullish, bearish, neutral) and risk tolerance settings.

Example Prompts

• "Analyze the current options chain for AAPL and calculate the Greeks for the 180 call expiring in 30 days."
• "Recommend a moderate risk options strategy for SPY assuming a neutral outlook for the next month."
• "Construct an Iron Condor for TSLA with a spot price of 250, using legs 240p, 245p, 255c, and 260c. What is my max loss?"

Tips & Limitations

• Market Data: This tool relies on yfinance, which may experience delays or rate limits during high-volatility market events.
• Pricing Models: The Black-Scholes model assumes efficient markets and may provide less accurate results for deep in-the-money or extremely short-term options. Always verify results with your brokerage platform.
• Precision: For complex backtesting, consider using the local script files provided in the source repository for better control over time-series data.