Finance tasks
Options analysis
Indexedhimself65/finance-skills
Options Payoff CurveFinance Skill
A four-file recipe for leg extraction, payoff curves and interactive parameter controls. Static review found an inconsistent normal-CDF approximation, missing calendar short-leg intrinsic value, and rules that can hide liabilities or double-count premiums. These defects affect theoretical prices and risk cards. Use confirmed contract terms and benchmark corrected calculations before relying on results; no widget or third-party code was executed.
- Assessment score
- 72/100
- Snapshot risk
- High
- Audit conclusion
- Needs review
How the assessment score works
Pineify weights evidence recorded from the captured files: Skill structure 15%, Instruction clarity 20%, Dependency transparency 20%, Permission transparency 20%, Safety guardrails 15%, Finance task fit 10%. Each signal receives full credit for Yes, one-quarter credit for unknown, and none for No.
The score is not an output accuracy test or user rating. Read the findings and financial assumptions even when the score is high. Risk labels summarize recorded permissions and findings; they do not measure investment risk or certify that installation is safe.
Discovery
What this Skill helps an agent do.
Use the tasks and topics below to judge whether the captured workflow fits your question. Read its findings, dependencies and data requirements before relying on an output.
Domains and assets
Technical analysisPublic equities
Topics
options-payoffoptions-strategiesblack-scholespayoff-curvebutterflyiron-condorvertical-spreadstraddlestranglecovered-callinteractive-widget
Trust
Evidence from the captured directory.
This content snapshot assessment does not certify the repository, current files, or installation environment. "Not verified" means the captured files did not support a Yes or No conclusion.
License
MITYes
GitHub reports the repository license as MIT License.
Review state
- Automated review
- Automated review
- Install tested
- No
- Human reviewed
- Not verified
Snapshot
- Files reviewed
- 4
- Captured
- 2026-07-29 07:31 UTC
- Snapshot ID
- fsh-options-payoff-2026-07-29-001
Permissions
FilesystemRead
YesThe workflow reads the included strategy and pricing reference files, and may consume user-supplied screenshots. External renderer file access is not established.
FilesystemWrite
YesREADME npx setup installs files. A renderer may also create HTML artifacts; its implementation is outside this snapshot.
NetworkAccess
Yesyfinance fetches the current SPX reference price from Yahoo Finance. This is optional — the skill works with user-supplied spot price.
ShellExecution
YesThe skill executes a Python one-liner to fetch SPX price via yfinance. The core payoff computation is done in JavaScript within the widget.
CodeExecution
YesThe skill generates and executes JavaScript code within the HTML widget for Black-Scholes pricing, payoff computation, and Chart.js rendering.
ExternalCredentials
NoNo external credentials are required — yfinance uses public Yahoo Finance APIs for the optional SPX price lookup.
Dependencies
yfinance
python3 -m pip install yfinance (used only for SPX reference price)
Python library for fetching SPX reference price. Optional — not required for core payoff computation.
visualize:show_widget or generative-ui skill
Claude.ai built-in show_widget tool, or generative-ui skill on Claude Code
Widget rendering capability required for interactive chart output.
Data sources named by the Skill
Yahoo Finance (yfinance) — optional SPX reference
Optional data source for SPX reference price lookup.
Snapshot assessment
72/100
Pineify Finance Skill snapshot assessment, version 1.0.0. Generated 2026-10-20 00:00 UTC.
High risk · Needs review
Skill structure
100/100Instruction clarity
100/100Dependency transparency
50/100Permission transparency
56/100Safety guardrails
50/100Finance task fit
80/100Audit findings
High
Calendar near-expiry value omits the short liability
atNearExpiry returns only the far option value, while the main guide says the near leg expires worthless. An in-the-money near leg has intrinsic value that must be subtracted; the far leg must use its remaining time at that same valuation date. Thus the displayed calendar P&L and claimed maximum cannot be trusted as written. Settlement style and early assignment also matter.
High
Pricing helpers contain mathematical errors
The normal-CDF helper uses error-function approximation coefficients but does not apply the required argument scaling by square root of two consistently; the claimed seven-decimal accuracy is unsupported. With positive time and zero volatility, returning undiscounted intrinsic also ignores the discounted strike. Delta and theta helpers lack the corresponding zero-volatility guard. Correct and benchmark these helpers before using theoretical prices or Greeks.
High
Leg signs and premium accounting must remain intact
Clipping negative strategy value to zero erases genuine short-option liabilities; signed portfolio value differs from the nonnegative value of a single long option. Auto-sorting strikes must not detach prices from each leg side, type, quantity and expiry. Covered-call and short-put examples already include premium despite the common template calling expiryValue a pre-premium amount, creating a double-counting risk. Ratio spreads are listed but have no dedicated formula section.
Medium
Dependency manifest is absent from the snapshot
No requirements.txt or pyproject.toml is included. Dependencies are documented in README and SKILL.md.
Medium
Default inputs describe scenarios, not confirmed positions
The table defaults spot to a strike while the next instruction forbids that. Missing premiums, underlying, multiplier, IV and expiry must be marked assumptions and confirmed before describing actual position risk. Vega alone does not determine IV. A finite plotted price range cannot establish bounded maximum profit or loss, especially for uncovered calls. The shown model omits dividends, early exercise, fees and execution slippage; rendering support is environment-dependent and was not tested.
Low
Requires widget rendering capability (show_widget or generative-ui)
The skill depends on visualize:show_widget (Claude.ai) or the generative-ui skill (Claude Code) to render the interactive HTML widget. Without this capability, the payoff chart cannot be rendered.
Sources and relations
Context around this Skill.
Repository
himself65/finance-skills
topic
Options payoff visualization
topic
Options strategies & structures
topic
Black-Scholes pricing
agent
Claude Code
collection
Market analysis
guide
Reviewing finance skills before install
Registry
Read this record as data.
The public record includes the page-safe snapshot, evidence, assessment, taxonomy, and relations. Internal revision fields stay outside the public projection.
- Record ID
- github:himself65/finance-skills:plugins/market-analysis/skills/options-payoff
- Snapshot ID
- fsh-options-payoff-2026-07-29-001
This page is an informational registry entry, not investment advice or a security guarantee. A high content quality score does not make the Skill safe for every environment. Review current files, permissions, data sources, and financial assumptions before use.