Pricing Equity Options
Price equity options using Black-Scholes and binomial models with Greeks and implied volatility.
This skill guides AI agents through equity option pricing using Black-Scholes and binomial tree models, with full Greeks calculation including delta, gamma, theta, and vega. It also covers implied volatility surface analysis and exotic option pricing. Designed for derivatives traders, risk managers, and quantitative analysts. From the CaseMark platform hosting 400+ finance AI skills. For educational and productivity use only. Always verify AI-generated outputs with a qualified professional before acting on them.
Use Cases
- ✓Price options using Black-Scholes model
- ✓Calculate Greeks (delta, gamma, theta, vega)
- ✓Analyze implied volatility surface
- ✓Price exotic options using binomial models
Trigger Phrases
How to Install
Copy the skill content, paste it into your AI agent's system prompt or project instructions, then describe your task.
Paste the skill link or content into your AI agent's system prompt or project instructions.
Requirements
- Claude or equivalent
- Underlying price, strike, expiry, volatility
- Risk-free rate