pricing-equity-options
Structures equity option pricing with Black-Scholes, binomial models, and implied volatility analysis. Use when pricing options, calculating Greeks, or analyzing implied volatility.
npx skills add majiayu000/claude-skill-registry --skill pricing-equity-options --agent claude-code
Same command for any agent — swap --agent for codex, cursor, copilot.
Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.
# Pricing Equity Options ## When To Use - Pricing European or American equity options (calls and puts) for valuation reports, trade analysis, or structured product design - Calculating option Greeks (delta, gamma, theta, vega, rho) for hedging or risk management - Extracting implied volatility from market prices to assess relative value or calibrate models - Valuing employee stock options (ESOs) or warrant grants under ASC 718 / IFRS 2 - Building or auditing option pricing models for derivatives desks, fund managers, or corporate treasury ## Inputs To Gather - **Underlying price (S):** Current spot price of the equity or index - **Strike price (K):** Contract strike; confirm currency and adjustment for splits/dividends - **Time to expiration (T):** In years; clarify calendar vs. trading days convention used - **Risk-free rate (r):** Matching-tenor rate; typically Treasury yield or OIS rate [VERIFY jurisdiction and curve source] - **Volatility (σ):** Historical realized vol, implied vol from market quotes, or model-calibrated vol — specify which - **Dividend yield or schedule (q):** Continuous yield for indices; discrete dividend dates and amounts for single stocks - **Option style:
- When To Use
- Inputs To Gather
- Workflow
- Output
- Quality Checks
What does the pricing-equity-options skill do?
Structures equity option pricing with Black-Scholes, binomial models, and implied volatility analysis. Use when pricing options, calculating Greeks, or analyzing implied volatility.
How do I install it?
Run `npx skills add majiayu000/claude-skill-registry --skill pricing-equity-options --agent claude-code` — it drops the skill into your project so the agent can pick it up. Swap the --agent value for codex, cursor or copilot if you use one of those.
Where does this skill come from?
From majiayu000/claude-skill-registry, a repository with 534 stars. We read it straight from the repository tree rather than a submitted listing, so what you see here is what is actually published.
Is a popular skill a good skill?
Not necessarily. Stars measure attention, not adoption — a repository can trend for a week and be abandoned. That is why we show the weekly change from our own snapshots next to the total, instead of a single flattering number.