Claude Skills by Iman

Validate, normalize, import, or delete an option-chain snapshot that the user is permitted to send. Use when a user attaches CSV or JSON data, asks how to format it, wants errors repaired, wants a private dashboard, or asks to delete that dashboard.

Calculate and plot option Greeks from the SYNTH sample or a permitted user-supplied option-chain snapshot. Use for delta, gamma, vega, theta, vanna, charm, Greek ladders, or Greek plots.

Analyze dealer-gamma assumptions, gamma walls, gamma flip, max pain, open interest, volume, and volatility geometry from SYNTH or a permitted user option-chain snapshot.

Build and plot an option structure from SYNTH or a permitted user-supplied option-chain snapshot. Use for iron condors, butterflies, spreads, breakevens, maximum gain or loss, quoted-spread friction, or payoff plots.

Validate, normalize, import, or delete an option-chain snapshot that the user is permitted to send. Use when a user attaches CSV or JSON data, asks how to format it, wants errors repaired, wants a private dashboard, or asks to delete that dashboard.

Calculate and plot option Greeks from the SYNTH sample or a permitted user-supplied option-chain snapshot. Use for delta, gamma, vega, theta, vanna, charm, Greek ladders, or Greek plots.

Analyze dealer-gamma assumptions, gamma walls, gamma flip, max pain, open interest, volume, and volatility geometry from SYNTH or a permitted user option-chain snapshot.

Build and plot an option structure from SYNTH or a permitted user-supplied option-chain snapshot. Use for iron condors, butterflies, spreads, breakevens, maximum gain or loss, quoted-spread friction, or payoff plots.

Install and verify the option desk command line tools so the option_* MCP tools and the optiondesk commands actually work. Use when a desk skill reports that no fresh figures can be produced, when optiondesk is not found, when the MCP tools are missing or failing, when the plugin was installed but nothing runs, or when the user asks how to set this up. Not for analysing options; it only gets the tools working.

Test an option structure against real price history with modelled premiums, and run a paper forward test that records positions before their outcome is known and marks them against later chains. Reports win rate, mean return on capital at risk, drawdown, a permutation test, a bootstrap interval and a buy-and-hold benchmark. Use when the user asks whether a strategy has worked historically, to backtest or forward test something, whether an edge is real or chance, how a structure performed, or ...

Retrieve an approved or user-provided option chain and compute the full first to third order Greek ladder (delta, gamma, vega, theta, rho, lambda, vanna, vomma, charm, veta, speed, zomma, color, ultima, dual delta, dual gamma) for any US listed underlying. Use when the user asks about option Greeks for individual contracts, an option chain, a Greek by strike or expiry, theta decay, vega risk, or how one strike compares with another. For dealer gamma exposure, the walls, the gamma flip or the ...

Dealer gamma exposure by strike, call and put walls, the gamma flip level, max pain, put-call ratios, and volatility smile geometry including at-the-money implied volatility, 25-delta risk reversal, butterfly, skew slope and the implied expected move. Use when the user asks where the walls are, whether dealers are long or short gamma, what the gamma flip level is, where max pain sits, what the put-call ratio is, how steep the skew is, what the market implies for a move, or asks about position...

Simulate an underlying forward from its own realised behaviour using a Bayesian GARCH(1,1) model with Student-t innovations sampled by MCMC, then report the posterior predictive fan, value at risk, expected shortfall, and the profit distribution of any structures already built. Use when the user asks what the underlying might do, what the downside is, what value at risk or expected shortfall looks like, how likely a structure is to profit given how the stock actually moves, or asks for a Mont...

Build and compare multi-leg option structures from a chain: iron condors, iron butterflies, call butterflies, vertical spreads both debit and credit including bull put and bear call spreads, straddles, strangles, covered calls, cash-secured puts, protective puts, and the two-expiry family of calendars, diagonals and ratio diagonals. Produces legs, breakevens, maximum gain and loss, reward to risk, model probability of profit, net position Greeks and an estimate of what the round trip costs at...

Install and verify the option desk command line tools so the option_* MCP tools and the optiondesk commands actually work. Use when a desk skill reports that no fresh figures can be produced, when optiondesk is not found, when the MCP tools are missing or failing, when the plugin was installed but nothing runs, or when the user asks how to set this up. Not for analysing options; it only gets the tools working.

Test an option structure against real price history with modelled premiums, and run a paper forward test that records positions before their outcome is known and marks them against later chains. Reports win rate, mean return on capital at risk, drawdown, a permutation test, a bootstrap interval and a buy-and-hold benchmark. Use when the user asks whether a strategy has worked historically, to backtest or forward test something, whether an edge is real or chance, how a structure performed, or ...

Retrieve an approved or user-provided option chain and compute the full first to third order Greek ladder (delta, gamma, vega, theta, rho, lambda, vanna, vomma, charm, veta, speed, zomma, color, ultima, dual delta, dual gamma) for any US listed underlying. Use when the user asks about option Greeks for individual contracts, an option chain, a Greek by strike or expiry, theta decay, vega risk, or how one strike compares with another. For dealer gamma exposure, the walls, the gamma flip or the ...

Dealer gamma exposure by strike, call and put walls, the gamma flip level, max pain, put-call ratios, and volatility smile geometry including at-the-money implied volatility, 25-delta risk reversal, butterfly, skew slope and the implied expected move. Use when the user asks where the walls are, whether dealers are long or short gamma, what the gamma flip level is, where max pain sits, what the put-call ratio is, how steep the skew is, what the market implies for a move, or asks about position...

Simulate an underlying forward from its own realised behaviour using a Bayesian GARCH(1,1) model with Student-t innovations sampled by MCMC, then report the posterior predictive fan, value at risk, expected shortfall, and the profit distribution of any structures already built. Use when the user asks what the underlying might do, what the downside is, what value at risk or expected shortfall looks like, how likely a structure is to profit given how the stock actually moves, or asks for a Mont...

Build and compare multi-leg option structures from a chain: iron condors, iron butterflies, call butterflies, vertical spreads both debit and credit including bull put and bear call spreads, straddles, strangles, covered calls, cash-secured puts, protective puts, and the two-expiry family of calendars, diagonals and ratio diagonals. Produces legs, breakevens, maximum gain and loss, reward to risk, model probability of profit, net position Greeks and an estimate of what the round trip costs at...