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.

Quality

69%

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

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.

The content is a dense, actionable reference with concrete examples, formulas, and a structured per-strategy framework. Its main gaps are some redundant explanation of basic concepts and a monolithic single-file structure that could offload detail to reference files.

Suggestions

Trim or remove the Greek-meaning tables and the 'intrinsic + time value' preamble, which restate concepts Claude already knows.

Move SABR calibration detail and market-making infrastructure into separate reference files (e.g. references/SABR.md, references/market-making.md) and link to them from the overview.

Add an explicit end-to-end workflow with validation checkpoints (e.g. surface check → strategy selection → position sizing → risk-limit verification) to strengthen workflow clarity.

Dimension	Reasoning	Score
Conciseness	The body is mostly efficient with domain-specific detail, but re-explains concepts Claude already knows (e.g. 'option price = intrinsic value + time value', Greek-meaning tables for Delta/Vega/Theta, and what a volatility surface is) that could be tightened.	3 / 5
Actionability	It provides concrete worked trades with numbers (50ETF C2800 IV=18%), formulas (Zakamouline hedge trigger, Gamma-scalp PnL), SABR parameter ranges, and an output template, but the 'code blocks' are parameter specs and examples rather than copy-paste runnable scripts.	4 / 5
Workflow Clarity	Each strategy follows a clear principle → entry conditions → example → risk-control sequence with checkpoints like stop-loss thresholds and position limits, though there are no explicit validate→fix→retry feedback loops.	4 / 5
Progressive Disclosure	The file is well-organized with clear section headers and tables, but all content is inlined in a single ~180-line document with no bundle/reference files for material (SABR calibration detail, market-making infrastructure) that could be split out.	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.

The description is specific and well-targeted to advanced options practitioners, naming concrete strategies and models. Its main weakness is the absence of an explicit 'Use when...' trigger clause, which limits completeness and leaves the activation context only implied.

Suggestions

Append an explicit trigger clause, e.g. 'Use when the user asks about advanced options, volatility trading, Greeks management, or skew/term-structure analysis'.

Add natural trigger synonyms users might say, such as 'vol surface', 'delta hedging', 'vanna/volga', and reference 50ETF/300ETF options to broaden keyword coverage.

Clarify the boundary from a basic options skill by framing it as the advanced counterpart (e.g. 'beyond covered calls / protective puts').

Dimension	Reasoning	Score
Specificity	The description comprehensively lists multiple concrete capabilities — 'volatility-surface modeling (SABR / Local Vol), dynamic Greeks rebalancing, calendar spreads, volatility arbitrage and skew trading, and option market-making basics' — covering the advanced-options space broadly.	5 / 5
Completeness	It gives a clear 'what' via the enumerated strategies but has no 'Use when...' clause or equivalent explicit trigger guidance, which per the rubric caps completeness at 3.	3 / 5
Trigger Term Quality	It uses natural trader-facing terms like 'calendar spreads', 'volatility arbitrage', 'Greeks', 'skew trading', and 'market-making', but misses common synonyms such as 'vol surface', 'delta hedging', or instrument references (e.g. 50ETF/300ETF) that a user might say.	4 / 5
Distinctiveness Conflict Risk	Naming SABR, Greeks rebalancing, and skew trading carves a clear advanced-options niche with minimal conflict risk, though it could overlap with a hypothetical general options-trading skill and lacks explicit trigger phrases that would push it to 5.	4 / 5
	Total	16 / 20 Passed

Validation

93%

Warnings & errors only

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

Criteria	Description	Result
frontmatter_unknown_keys	Unknown frontmatter key(s) found; consider removing or moving to metadata	Warning

	Total	15 / 16 Passed

Repository: HKUDS/Vibe-Trading
Path: agent/src/skills/options-advanced/SKILL.md
Commit: e90b6c6

Reviewed: 3 days ago

Table of Contents

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