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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.

62

Quality

73%

Does it follow best practices?

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SecuritybySnyk

Passed

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

Quality

Content

65%

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

A concrete, example-rich quant skill with strong actionability and clear section structure, held back by re-explanation of basic concepts, absence of validation feedback loops, and a monolithic layout with no reference files. Tightening basic-concept exposition and splitting deep-dive material into references would raise the weaker dimensions.

Suggestions

Remove or compress basic-Greek definitions and the 'option price = intrinsic + time value' primer, which Claude already knows, to improve conciseness.

Add explicit validation checkpoints for risky actions (e.g. 'Before opening a calendar spread, confirm near-month IV ≤ far-month IV; if inverted, do not enter') to strengthen workflow clarity.

Move detailed worked examples, market-making basics, and SABR calibration into one-level-deep reference files (e.g. EXAMPLES.md, MARKET_MAKING.md) linked from the overview to improve progressive disclosure.

DimensionReasoningScore

Conciseness

The body is mostly dense and value-adding (SABR parameter ranges, Zakamouline hedge triggers, China A-share specifics), but it re-explains basic Greeks Claude already knows (Delta/Vega/Theta/Gamma meanings, 'option price = intrinsic + time value') and could be tightened, matching the 'mostly efficient with some unnecessary explanation' anchor.

2 / 3

Actionability

Provides concrete, specific guidance: numeric thresholds (stop loss at 50% of net debit, max loss = 2x premium, Delta limit ±500), decision formulas (Gamma × S² × σ² × Δt > 2 × transaction_cost), and fully worked 50ETF/300ETF examples with prices and IVs — concrete and copy-paste-ready for an instruction skill.

3 / 3

Workflow Clarity

Each strategy follows a clear Principle → Entry conditions → Example → Risk-control sequence and the Output Format gives a structured deliverable, but there are no explicit validation/feedback-loop checkpoints; risk-control items are reactive stop-losses rather than validate-then-proceed steps, matching the 'sequence present but checkpoints missing or implicit' anchor.

2 / 3

Progressive Disclosure

Sections are well organized (Overview, Core Concepts, Analysis Framework, Output Format, Notes), but the skill is a single ~188-line monolithic file with no bundle references, exceeding the 50-line simple-skill threshold, so content that could be split (worked examples, market-making, SABR calibration) is inline.

2 / 3

Total

9

/

12

Passed

Description

82%

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-targeted description with strong natural trigger terms and a clear niche, weakened only by the absence of an explicit 'Use when...' guidance clause. Adding a usage trigger would lift completeness to full marks.

Suggestions

Append an explicit 'Use when...' clause, e.g. 'Use when the user asks about advanced/volatility options strategies, Greeks rebalancing, calendar spreads, skew or volatility arbitrage, or option market-making.'

Mirror common user phrasings (e.g. 'IV', 'implied volatility', 'vega/delta hedging') to broaden natural trigger coverage.

DimensionReasoningScore

Specificity

Lists multiple specific concrete capabilities — 'volatility-surface modeling (SABR / Local Vol), dynamic Greeks rebalancing, calendar spreads, volatility arbitrage and skew trading, and option market-making basics' — matching the multi-action anchor rather than the vague or partial anchors.

3 / 3

Completeness

Clearly states what the skill covers, but there is no 'Use when...' clause or equivalent explicit trigger guidance; per the judging guidelines a missing trigger clause caps completeness at 2 rather than 3.

2 / 3

Trigger Term Quality

Uses natural specialist terms an advanced options user would actually say ('options strategies', 'calendar spreads', 'volatility arbitrage', 'skew trading', 'Greeks'), giving good coverage rather than only jargon or a single generic keyword.

3 / 3

Distinctiveness Conflict Risk

Occupies a clear specialized niche (advanced volatility/SABR/skew trading) with distinct triggers unlikely to fire for unrelated skills; it does not read like the generic, conflicting anchors.

3 / 3

Total

11

/

12

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.

Validation15 / 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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