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Options pricing and Greeks calculation v1.0.0

Use this resource to price derivatives and compute their sensitivities

New

  • 463 downloads
  • 219 likes
  • 180 saves

Free

Install with the CLI

In a terminal, from the folder you want:

npx --yes palatekit@latest install options-pricing-greeks

With no option, the skill goes to ~/.agents/skills/; add --agent claude-code (or codex, cursor…) to target an agent.

First time: connect the CLI with

npx --yes palatekit@latest login

The agent helps you implement option pricing (Black-Scholes, binomial trees, Monte Carlo) and Greeks calculation, with optional QuantLib integration. You get calculation patterns and numerical checkpoints.

Mostly picked by

Updated November 2, 2026

Card for the “Options pricing and Greeks calculation” skill

Details

Works in
Install guides
Generates with
Your agent's model
Licence
Apache-2.0

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What you get

  • SKILL.md: role and pricing methods
  • references/patterns.md: reference formulas and implementations
  • references/sharp_edges.md: frequent numerical errors

Good fit for

  • You are building an options pricing engine
  • You need to verify the sensitivities of a derivatives portfolio

Not for

    Tags

    • options
    • black-scholes
    • greeks
    • pricing

    About

    You say

    “Implement a Black-Scholes pricer with delta and gamma calculation.”

    Card for the “Options pricing and Greeks calculation” skill

    Skill published by omer-metin under the Apache-2.0 license, delivered in its original version.

    Show more

    How to use it

    1. Install the skill in your agent's skills folder
    2. Ask your agent to price derivatives and compute their sensitivities
    3. Review and adjust the result

    Content preview

    Files

    • LICENSE10.1 KB
    • NOTICE-PALATEKIT.md0.5 KB
    • references/patterns.md2.6 KB
    • references/sharp_edges.md5.3 KB
    • references/validations.md2.4 KB
    • SKILL.md1.1 KB

    Origin and licence

    Listed unmodified

    Author
    omer-metin
    Source
    github.com/omer-metin/skills-for-antigravity/tree/e8dcf4e8737921a10088bd5c9eb65e81f74c051f/skills/derivatives-pricing
    Licence
    Apache-2.0

    Notice

    « derivatives-pricing » (omer-metin, Apache-2.0) livré dans sa version d'origine : fiche en français et en anglais par PalateKit.

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