Conciseness

The extraction-defaults table, slider/chart specs, and host-probe command earn their tokens, but Step 3 re-derives standard knowledge Claude already has — the Black-Scholes put formula, put-call parity, and expiry payoff identities — which is duplicated again in references/strategies.md. This is 'mostly efficient but includes some unnecessary explanation that could be tightened' rather than the noticeably-verbose score-2 anchor, since the padding is confined to one section and the rest is dense and skill-specific.

Actionability

Mostly executable guidance: a runnable yfinance probe with exception handling, exact slider ranges and defaults, precise chart color/axis specs, and a JS code skeleton. The inline template is stubbed pseudocode ('function normCDF(x) { /* Horner approximation */ }') rather than copy-paste ready, though the flexibility is justified and the executable implementation lives in references/bs_code.md — matching the minor-gaps anchor instead of the fully-executable score-5 anchor.

Workflow Clarity

A clear five-step sequence (extract → identify → compute → render → respond) with real fallback branches: spot resolution cascades (shown price → live quote → middle strike, 'and tell the user you did'), the probe handles failure, and the standalone-HTML path says to 'verify it in a browser when available'. It falls short of the score-5 anchor because checkpoints are hedged and there is no validation of extracted data itself (e.g., strike ordering or multiplier sanity against the screenshot), which is the main real-world failure mode.

Progressive Disclosure

Good structure with well-signaled one-level-deep references — both references/strategies.md and references/bs_code.md exist and deliver exactly what their descriptions promise, with clear guidance on when to read them ('if you're unsure about payoff formula edge cases'). Not a 5 because Step 3's inline formula blocks overlap with strategies.md's per-strategy formulas, so the overview/detail split isn't clean — some content sits in both places.

Specificity

The description lists multiple concrete capabilities: 'Render an interactive options payoff chart — expiry P&L plus Black-Scholes theoretical value — with sliders for strikes, premium, IV, DTE, and spot.' These are specific, verifiable actions covering the skill's full capability surface (both curves, interactive controls, underlying domain). It matches the anchor for comprehensive concrete actions and exceeds the score-4 anchor, which expects minor coverage gaps — none are evident.

Completeness

Both questions are answered explicitly: 'what' via the opening capability sentence, and 'when' via 'Use this skill whenever the user describes or shares an options position or strategy and wants to see how it makes or loses money' plus concrete trigger phrases. It even covers the partial-input case ('Use it even when details are partial — defaults fill the gaps'), which goes beyond the score-4 anchor's 'when could be more explicit'.

Trigger Term Quality

Natural user phrasing is covered exhaustively: 'show me the payoff', 'draw the P&L curve', 'pasted strikes, premiums, and expiries', 'broker screenshots (IBKR, TastyTrade, Robinhood)', plus the full vocabulary of strategy names (vertical, calendar, diagonal, ratio spreads, butterflies, condors, straddles, strangles, covered calls, protective or naked puts). Synonyms (payoff / P&L / profit) and real product names are included, matching the comprehensive-coverage anchor rather than the score-4 anchor that expects missing natural terms.

Distinctiveness Conflict Risk

The options-payoff niche is distinct with dedicated triggers (strategy names, broker screenshots, payoff phrases) that no general charting or document skill would claim. The score-4 anchor (minor overlap with closely related skills) is not a better fit: the trigger set is anchored specifically to options positions, keeping conflict risk minimal.