finance-investmentbusiness
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.
maintainer
HKUDS
Updated 4/9/2026
Stars
888
Forks
177
quick start
Installation and usage
Advanced options strategies: volatility-surface modeling (SABR / Local Vol), dynamic Greeks rebalancing, calendar spreads, volatility arbitrage and skew trading, and option market-making basics.
Installation
$ install --globalskills.sh
Usage
Once installed, you can use this skill by running the following command in your terminal:
skills use options-advanced