Option Pricing
Pricing completo de opciones europeas y americanas. 9 metodos: Black-Scholes, Binomial CRR, Trinomial, Monte Carlo (antithetic) + Longstaff-Schwartz, Bjerksund-Stensland 2002 / BAW (American closed-form), Heston 1993 (vol estocastica, sonrisa via Fourier), Bates 1996 (Heston + Merton jumps, crash risk), greeks (BS), implied vol, P(ITM) y P(Profit). Disenado para backtesting: cada funcion es flat Python vectorizado con numpy (sin abstracciones), usa math.erfc (no scipy). BS 2.4 us/op, BS2 3.6 us, Heston 400 us, Binomial N=500 5.6 ms. CLI con 15 modos mas validate y bench. Time complexity O(1) para todos los closed-form.
Security AStatic scan found no risk patternsHow grading works ›
From the source SKILL.md
Pricing de opciones para backtesting y analisis. 5 metodos implementados, todos en flat Python + numpy (sin dependencias externas pesadas, sin abstracciones, sin clases). Cada funcion es ~100 lineas o menos y acepta escalares.
What this skill does
Option Pricing is a community-contributed Claude Code skill in the testing sub-category. It ships as a SKILL.md file that Claude Code auto-discovers under ~/.claude/skills/option-pricing/ and loads when your prompt matches the skill's trigger.
Who uses this skill
The Option Pricing Claude Code skill is built for software engineers, backend developers, full-stack teams, and technical leads building and maintaining production systems. It's part of ClaudSkills (also referred to as Claude Skills or Claude Code Skills) — the open community-curated registry of 158,000+ SKILL.md files for Anthropic's Claude Code agent and the wider Claude ecosystem (Claude API, Claude Agent SDK).
How to install
Free
Manual install (2 steps)
mkdir -p ~/.claude/skills/option-pricing
curl -L https://claudskills.com/skills/option-pricing/SKILL.md \
-o ~/.claude/skills/option-pricing/SKILL.md
Or just download SKILL.md directly and drop it into ~/.claude/skills/option-pricing/. Claude Code auto-discovers it on next session.
Skills live at ~/.claude/skills/option-pricing/SKILL.md on macOS/Linux, or %USERPROFILE%\.claude\skills\option-pricing\SKILL.md on Windows. See the full install guide for step-by-step instructions.
Telegram
📱 Install from your phone or desktop Telegram
Open @claudskills_bot on Telegram, tap Open Desktop App, and the desktop app installs this skill for you. Or share the bot link with a colleague — they get the same one-tap install. Learn more →
Pro
One-click install via the desktop app
The ClaudSkills desktop app installs any skill directly into ~/.claude/skills/ with one click — no terminal required. Pro starts at $9/mo or $149 lifetime.
Pro
For the full experience including quality scoring and one-click install features for each skill — upgrade to Pro.
Frequently asked questions
How do I install the Option Pricing Claude Code skill?
Install via the ClaudSkills desktop app (one click) or copy
SKILL.md from the source repository to
~/.claude/skills/option-pricing/SKILL.md and restart Claude Code. Both flows are detailed at
claudskills.com/install/.
What does the Option Pricing skill do?
Pricing completo de opciones europeas y americanas. 9 metodos: Black-Scholes, Binomial CRR, Trinomial, Monte Carlo (antithetic) + Longstaff-Schwartz, Bjerksund-Stensland 2002 / BAW (American closed-form), Heston 1993 (vol estocastica, sonrisa via Fourier), Bates 1996 (Heston + Merton jumps, crash risk), greeks (BS), implied vol, P(ITM) y P(Profit). Disenado para backtesting: cada funcion es flat Python vectorizado con numpy (sin abstracciones), usa math.erfc (no scipy). BS 2.4 us/op, BS2 3.6 us, Heston 400 us, Binomial N=500 5.6 ms. CLI con 15 modos mas validate y bench. Time complexity O(1) para todos los closed-form.
Is this skill free to install?
Yes. ClaudSkills is an open registry — every skill keeps its source repository's license, and manual install via copy is free. ClaudSkills Pro ($9/mo, $79/yr, or $149 one-time) adds one-click install via the desktop app and a multi-signal Quality Score.
When should I use the Option Pricing skill?
Use Option Pricing when your Claude Code task falls under the Engineering category — specifically in the testing area. Claude Code auto-discovers installed skills and invokes the right one based on the task description, so you can also ask Claude directly (e.g. "use Option Pricing" or describe the task and let Claude pick). Browse related skills at
/category/engineering/.
What is a Claude Code skill and how does the Option Pricing skill fit in?
A Claude Code skill is a
SKILL.md file that lives under
~/.claude/skills/<name>/ and tells the Claude Code CLI agent how to perform a specific task (instructions, prompts, allowed tools). Skills are auto-discovered at session start. Option Pricing is one of 67,000+ skills indexed in the open ClaudSkills catalog, classified under the Engineering category. Learn more at
/learn/what-is-a-claude-skill/.
Attribution & license
Cite this skill
If you reference this skill in a blog post, paper, or documentation, you can cite it as:
APA
gauss314. (2026). Option Pricing [Claude Code skill]. ClaudSkills. https://claudskills.com/skills/option-pricing/
BibTeX
@misc{option-pricing-2026,
author = {gauss314},
title = {Option Pricing [Claude Code skill]},
year = {2026},
publisher = {ClaudSkills},
url = {https://claudskills.com/skills/option-pricing/}
}Embed this skill
Promote, attribute, or link this skill from your own README, blog post, or documentation. All three snippets are free to use — no sign-up, no API key. More distribution surfaces →
Badge
[](https://claudskills.com/skills/option-pricing/?utm_source=badge&utm_medium=readme&utm_campaign=skill_badge)
<script>
<script src="https://claudskills.com/embed/option-pricing.js" async></script>
<iframe>
<iframe src="https://claudskills.com/embed/option-pricing.html" width="100%" height="160" frameborder="0" loading="lazy" title="ClaudSkills: Option Pricing"></iframe>
Security scan
Grade A · scanned 2026-07-23 — free static scan against the OWASP Agentic Skills Top 10.
No risk patterns were found in any of the ten OWASP-aligned categories. How grading works ›
- ✓ Prompt injection
- ✓ Data exfiltration
- ✓ Supply chain
- ✓ Reverse shell
- ✓ Credentials
- ✓ Execution
- ✓ Filesystem
- ✓ Persistence
- ✓ Obfuscation
- ✓ Network
Show this grade on your repo (click to copy):
[](https://claudskills.com/skills/option-pricing/#security)
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