options-strategy-advisor

Options trading strategy analysis and simulation tool. Provides theoretical pricing using Black-Scholes model, Greeks calculation, strategy P/L simulation, and risk management guidance. Use when user requests options strategy analysis, covered calls, protective puts, spreads, iron condors, earnings plays, or options risk management. Includes volatility analysis, position sizing, and earnings-based strategy recommendations. Educational focus with practical trade simulation.

Quality

75%

Does it follow best practices?

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Securityby

Passed

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tessl review fix ./skills/options-strategy-advisor/SKILL.md

Quality

Content

50%

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

The body is highly actionable with real executable code, but it is far too verbose — explaining foundational options concepts Claude already knows and inlining methodology that already exists as a reference file — and its workflow lacks validation checkpoints. Several bundled references it cites are absent future stubs, weakening navigation.

Suggestions

Move the inline Black-Scholes formulas, Greeks derivations, and Greeks-interpretation table into references/black_scholes_methodology.md and keep only a concise pointer plus a minimal code example in the body, eliminating the duplication and cutting hundreds of lines of concept explanation Claude already knows.

Add explicit validation checkpoints to the Analysis Workflow (e.g., verify inputs/strikes are sensible before pricing, sanity-check Greeks signs against the strategy type, re-run P/L if IV is overridden) so fragile steps have verify-then-proceed gates.

Remove or clearly mark as not-yet-available the references/scripts that do not exist (strategies_guide.md, greeks_explained.md, volatility_guide.md, strategy_analyzer.py, earnings_strategy.py) so navigation does not lead to dead paths.

Dimension	Reasoning	Score
Conciseness	The ~990-line body explains concepts Claude already knows (Black-Scholes assumptions, a Greeks interpretation table, HV-vs-IV basics, what a covered call is) and includes a 120-line report template, padding that competes with context rather than earning its place.	1 / 3
Actionability	Provides fully executable Python for pricing, all Greeks, P/L simulation, an ASCII diagram generator, and IV percentile, plus copy-paste CLI commands consistent with the bundled black_scholes.py script.	3 / 3
Workflow Clarity	A clearly sequenced 9-step Analysis Workflow is present, but it lacks explicit validation checkpoints or feedback loops; the separate Troubleshooting section is not wired in as verify-then-proceed gates.	2 / 3
Progressive Disclosure	Sections and a references list exist, but the body is largely monolithic — full Black-Scholes methodology is duplicated inline alongside the real references/black_scholes_methodology.md, and several referenced files (strategies_guide.md, greeks_explained.md, strategy_analyzer.py) are marked "future" and do not exist.	2 / 3
	Total	8 / 12 Passed

Description

100%

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 strong, third-person description that states concrete capabilities and provides an explicit, naturally-worded trigger clause covering the main options-strategy use cases. Minor trailing padding ("Educational focus with practical trade simulation") does not undermine its clarity or distinctiveness.

Dimension	Reasoning	Score
Specificity	Lists multiple concrete actions: "theoretical pricing using Black-Scholes model, Greeks calculation, strategy P/L simulation, and risk management guidance" plus "volatility analysis, position sizing, and earnings-based strategy recommendations" — comprehensive rather than partial.	3 / 3
Completeness	Explicitly answers both what (pricing, Greeks, P/L sim, risk management) and when via a clear "Use when..." trigger clause, matching the top anchor.	3 / 3
Trigger Term Quality	The "Use when user requests options strategy analysis, covered calls, protective puts, spreads, iron condors, earnings plays, or options risk management" clause covers natural terms traders actually say.	3 / 3
Distinctiveness Conflict Risk	A clear options-strategy niche with distinct triggers (iron condors, covered calls, earnings plays) that would not conflict with adjacent finance skills.	3 / 3
	Total	12 / 12 Passed

Validation

87%

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 — 14 / 16 Passed

Validation for skill structure

Criteria	Description	Result
skill_md_line_count	SKILL.md is long (991 lines); consider splitting into references/ and linking	Warning
referenced_paths_exist	Referenced path issues: 6 missing	Warning

	Total	14 / 16 Passed

Repository: tradermonty/claude-trading-skills
Path: skills/options-strategy-advisor/SKILL.md
Commit: 62a1635

Reviewed: 5 days ago

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