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options-payoff

Render an interactive options payoff chart — expiry P&L plus Black-Scholes theoretical value — with sliders for strikes, premium, IV, DTE, and spot. Use this skill whenever the user describes or shares an options position or strategy and wants to see how it makes or loses money: vertical, calendar, diagonal, or ratio spreads, butterflies, condors and iron condors, straddles, strangles, covered calls, protective or naked puts, or any multi-leg structure. This includes pasted strikes, premiums, and expiries, requests like "show me the payoff" or "draw the P&L curve", and broker screenshots (IBKR, TastyTrade, Robinhood). Use it even when details are partial — defaults fill the gaps.

72

Quality

87%

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SKILL.md
Quality
Evals
Security

Quality

Content

75%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 well-constructed skill body: a clear five-step workflow with explicit defaults and fallbacks, concrete rendering specs, and properly signaled one-level-deep references that exist in the bundle. The main improvements are removing the duplication between Step 3's inline payoff formulas and strategies.md, and making the Step 4 JS template fully executable rather than skeleton stubs.

Suggestions

Deduplicate Step 3: keep only one inline worked example (e.g., butterfly) and point the rest to 'references/strategies.md', which already contains the identical formulas.

Make the Step 4 code template reference concrete implementations — e.g., 'include normCDF/bsPut/bsCall verbatim from references/bs_code.md' instead of stub bodies — so the widget script is copy-paste ready.

Add a lightweight verification step after Step 4 (e.g., confirm the widget rendered and sliders update the stats cards) to close the workflow's only checkpoint gap.

DimensionReasoningScore

Conciseness

The body is dense and efficient — field-extraction tables, terse formulas, explicit slider ranges and chart specs — with no tutoring on concepts Claude already knows. However, payoff formulas for butterfly, vertical, and iron condor are inlined in Step 3 while 'references/strategies.md' holds the same detail, a minor duplication that could be trimmed.

4 / 5

Actionability

Mostly executable: exact SPX probe command, precise slider ranges (IV 5–80% step 0.5, DTE 0–90), chart color/line specs, and a full defaults table. The JS code template in Step 4 is skeleton pseudocode ('function normCDF(x) { /* Horner approximation */ }', 'function update() { ... }'), which is partially justified ('adapting ... per strategy') and backed by the copy-paste 'references/bs_code.md', so only a minor gap remains.

4 / 5

Workflow Clarity

A clear 5-step sequence (extract → identify → compute → render → respond) with decision guidance for the riskiest step — spot price fallback ('Fall back to the middle strike only when no quote is available, and tell the user you did') and error handling in the probe. Missing only an explicit check that the rendered widget loaded correctly, so it falls just short of the validation-checkpoint anchor.

4 / 5

Progressive Disclosure

Good structure: an overview body with a strategy-identification table pointing to 'references/strategies.md', a clearly labeled 'Reference Files' section listing both existing files with one-line descriptions, and references exactly one level deep (verified: both referenced files exist and contain the promised content). The inlining of several strategy payoff formulas that duplicate strategies.md keeps it below the cleanly-split top anchor.

4 / 5

Total

16

/

20

Passed

Description

100%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.

An exemplary description: it names the concrete deliverable (interactive chart with expiry P&L and Black-Scholes theoretical value plus sliders), enumerates natural trigger terms across the full options-strategy vocabulary, includes quoted user phrasings and broker names, and handles the partial-input edge case. Both 'what' and 'when' are answered explicitly in third-person/trigger-clause voice.

DimensionReasoningScore

Specificity

Multiple concrete actions are explicitly stated: 'Render an interactive options payoff chart', 'expiry P&L plus Black-Scholes theoretical value', 'sliders for strikes, premium, IV, DTE, and spot'. This matches the anchor of comprehensive, specific concrete actions.

5 / 5

Completeness

The 'what' is stated concretely (interactive payoff chart with two curves and sliders) and the 'when' is explicit with concrete trigger phrases ('Use this skill whenever the user describes or shares an options position or strategy and wants to see how it makes or loses money'). This matches the top anchor exactly.

5 / 5

Trigger Term Quality

Natural user vocabulary is comprehensively covered: 'vertical, calendar, diagonal, or ratio spreads, butterflies, condors and iron condors, straddles, strangles, covered calls, protective or naked puts', plus quoted request phrases ("show me the payoff", "draw the P&L curve") and broker names (IBKR, TastyTrade, Robinhood). Few options-related synonyms are missing.

5 / 5

Distinctiveness Conflict Risk

Clear niche (options payoff visualization) with distinct, domain-specific triggers; the strategy-name and broker-screenshot triggers are unlikely to fire for any other skill. Only trivial overlap risk with a generic charting skill, which the options-specific language already disambiguates.

5 / 5

Total

20

/

20

Passed

Validation

100%

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

Validation — 16 / 16 Passed

Validation for skill structure

No warnings or errors.

Repository
himself65/finance-skills
Reviewed

Table of Contents

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