claudecodex

option-desk

Option analytics an agent can drive: chains, the full Greek ladder, dealer positioning, twenty-three structures with ranking, a GARCH-t simulation, backtests with modelled premiums, and a paper forward test. Research software, not investment advice.

10 on GitHubby Iman Samizadehv0.3.1PolyForm-Noncommercial-1.0.0updated 3 days agofinance
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Plugin option-desk from marketplace option-desk in Iman/agent-driven-options-desk-and-skills. Commands read from the repo's manifest — 2 days ago.

This plugin runs code on your machine — it starts local MCP servers. The exact commands are listed below; read them before installing.

What it installs

Skills (8)

  • desk-setup

    Install and verify the option desk command line tools so the option_* MCP tools and the optiondesk commands actually work. Use when a desk skill reports that no fresh figures can be produced, when optiondesk is not found, when the MCP tools are missing or failing, when the plugin was installed but n

  • options-backtest

    Test an option structure against real price history with modelled premiums, and run a paper forward test that records positions before their outcome is known and marks them against later chains. Reports win rate, mean return on capital at risk, drawdown, a permutation test, a bootstrap interval and

  • options-greeks

    Retrieve an approved or user-provided option chain and compute the full first to third order Greek ladder (delta, gamma, vega, theta, rho, lambda, vanna, vomma, charm, veta, speed, zomma, color, ultima, dual delta, dual gamma) for any US listed underlying. Use when the user asks about option Greeks

  • options-lean

    Export fixed option legs to a local LEAN backtest bundle or import completed tagged results. Use when handing a plan to a historical engine, not modeled-premium strategy backtests.

  • options-positioning

    Dealer gamma exposure by strike, call and put walls, the gamma flip level, max pain, put-call ratios, and volatility smile geometry including at-the-money implied volatility, 25-delta risk reversal, butterfly, skew slope and the implied expected move. Use when the user asks where the walls are, whet

  • options-pricing

    Price a vanilla American or European option with the optional QuantLib backend. Use when comparing exercise-style prices, not the full chain Greek ladder.

  • options-simulation

    Simulate an underlying forward from its own realised behaviour using a Bayesian GARCH(1,1) model with Student-t innovations sampled by MCMC, then report the posterior predictive fan, value at risk, expected shortfall, and the profit distribution of any structures already built. Use when the user ask

  • options-strategy

    Build and compare multi-leg option structures from a chain: iron condors, iron butterflies, call butterflies, vertical spreads both debit and credit including bull put and bear call spreads, straddles, strangles, covered calls, cash-secured puts, protective puts, and the two-expiry family of calenda

Slash commands (6)

  • /option-desk:desk-complete

    Bring one underlying to a complete artifact set against checkable criteria. Built for goal-based loops.

  • /option-desk:desk-mark

    Mark every open paper position against the newest chain and report the running result

  • /option-desk:desk-open

    Pull a chain, grade it, read positioning, and rank every structure for one underlying

  • /option-desk:desk-risk

    Simulate an underlying forward and compare realised volatility against implied for every structure on file

  • /option-desk:desk-test

    Backtest a structure with modelled premiums and judge honestly whether the result means anything

  • /option-desk:desk-watch

    Refresh one underlying and report only what materially changed since the last run. Built for scheduled loops.

Subagents (2)

  • desk-data-auditor

    Check the freshness, completeness and internal consistency of the artifacts on disk before anyone reports from them. Use before publishing or acting on desk output, after a scheduled run, when numbers look surprising, or when the user asks whether the data is any good.

  • options-risk-reviewer

    Adversarially review a proposed option structure before any capital is committed. Re-derives the risk independently from the artifacts, attacks the assumptions, and states what would have to be true for the structure to lose. Use when a structure has been chosen and the next step would be acting on

MCP servers (1)

  • optiondesk

    runs: optiondesk-mcp

View source on GitHub optiondesk.avidquant.com

More from Iman/agent-driven-options-desk-and-skills

All 3 plugins →

Option analytics over the hosted MCP at optiondesk.avidquant.com: validate a permitted option-chain snapshot, then Greeks, dealer positioning and structure payoffs as charts in the conversation, or the SYNTH sample with no upload. No market data is fetched, no local install is needed. Research software, not investment advice. Model and data errors are possible. Verify material results independently.

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Option analytics over the hosted MCP at optiondesk.avidquant.com: validate a permitted option-chain snapshot, then Greeks, dealer positioning and structure payoffs as charts in the conversation, or the SYNTH sample with no upload. No market data is fetched, no local install is needed. Research software, not investment advice. Model and data errors are possible. Verify material results independently.

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