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options-advanced

Advanced options strategies: volatility-surface modeling (SABR / Local Vol), dynamic Greeks rebalancing, calendar spreads, volatility arbitrage and skew trading, and option market-making basics.

59

Quality

74%

Does it follow best practices?

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SecuritybySnyk

Passed

No findings from the security scan

Fix and improve this skill with Tessl

tessl review fix ./agent/src/skills/options-advanced/SKILL.md
SKILL.md
Quality
Evals
Security

Quality

Content

67%Weight 40%Scale 1-5

Reviews the quality of instructions and guidance provided to agents. Good implementation is clear, handles edge cases, and produces reliable results.

A dense, well-structured reference with genuinely concrete trade examples and risk-control checkpoints. Its weaknesses are the re-explanation of basic options concepts Claude already knows and the lack of executable calibration/analysis code despite declared Python dependencies.

Suggestions

Cut or compress explanations Claude already knows, e.g. the 'option price = intrinsic value + time value' framing and the first-order Greeks meaning table, keeping only the management-approach column.

Provide executable code for at least one workflow (e.g. SABR calibration or a Greeks-monitoring script) matching the declared pandas/numpy/scipy dependency, rather than prose-only description.

Move deep-dive material (SABR calibration procedure, market-making operations, per-strategy details) into one-level-deep reference files and keep SKILL.md as a lean overview with clearly signaled links.

DimensionReasoningScore

Conciseness

Valuable domain-specific content (SABR parameter ranges, China skew direction, Zakamouline hedge trigger) is diluted by explanations Claude already knows, e.g. 'option price = intrinsic value + time value' and the first-order Greeks definitions table, so it could be tightened.

3 / 5

Actionability

Concrete numbered trade examples (50ETF premiums, IVs, breakeven ranges), formulas like 'Breakeven volatility = IV + Theta/Gamma cost', and explicit numeric risk thresholds make guidance mostly executable; only minor gaps remain, e.g. SABR calibration is described but no code is given despite the pandas/numpy/scipy dependency.

4 / 5

Workflow Clarity

Each strategy follows a clear entry-conditions → trade → risk-control sequence with explicit checkpoints ('stop loss if loss exceeds 50% of net debit', 'term-structure inversion → close position'), though no end-to-end surface-analysis-to-recommendation sequence or error-recovery loop is provided.

4 / 5

Progressive Disclosure

The single file is well organized with clear section headers, tables, and code blocks; however, at ~185 lines, deep-dive material (SABR calibration details, market-making operations, per-strategy playbooks) could be split into one-level-deep reference files.

4 / 5

Total

15

/

20

Passed

Description

71%Weight 40%Scale 1-5

Based on the skill's description, can an agent find and select it at the right time? Clear, specific descriptions lead to better discovery.

A specific, well-scoped description with strong capability enumeration and natural domain keywords. Its main weakness is the absence of any explicit 'when to use' trigger guidance, which caps completeness.

Suggestions

Add a 'Use when...' clause, e.g. 'Use when analyzing implied volatility surfaces, managing portfolio Greeks, or constructing multi-leg option strategies on 50ETF/300ETF/commodity options.'

Include a few more natural trigger synonyms such as 'options trading', 'implied volatility', and 'delta hedging' to broaden keyword coverage.

Mention the target markets (China A-share ETF options) in the description to sharpen distinctiveness against generic options skills.

DimensionReasoningScore

Specificity

The description enumerates concrete capabilities — 'volatility-surface modeling (SABR / Local Vol), dynamic Greeks rebalancing, calendar spreads, volatility arbitrage and skew trading, and option market-making basics' — giving comprehensive, specific coverage rather than generic claims.

5 / 5

Completeness

The 'what' is clearly stated, but there is no 'Use when...' clause or equivalent explicit trigger guidance; usage context is only weakly implied, so completeness is capped at 3.

3 / 5

Trigger Term Quality

Natural keywords like 'options', 'calendar spreads', 'Greeks', 'skew trading', and 'volatility arbitrage' match what users would say, but a few common variations (e.g. 'options trading', 'implied volatility', 'delta hedging') are absent.

4 / 5

Distinctiveness Conflict Risk

'Advanced options' combined with SABR and skew trading carves a clear niche distinct from basic options skills, though minor overlap risk with a general options-trading skill remains.

4 / 5

Total

16

/

20

Passed

Validation

93%

Checks the skill against the spec for correct structure and formatting. All validation checks must pass before discovery and implementation can be scored.

Validation — 15 / 16 Passed

Validation for skill structure

CriteriaDescriptionResult

frontmatter_unknown_keys

Unknown frontmatter key(s) found; consider removing or moving to metadata

Warning

Total

15

/

16

Passed

Repository
HKUDS/Vibe-Trading
Reviewed

Table of Contents

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