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Install in OpenClaw
/install options-strategy-advisor
Description
Options trading strategy analysis and simulation tool. Provides theoretical pricing using Black-Scholes model, Greeks calculation, strategy P/L simulation, and risk management guidance. Use when user requests options strategy analysis, covered calls, protective puts, spreads, iron condors, earnings plays, or options risk management. Includes volatility analysis, position sizing, and earnings-based strategy recommendations. Educational focus with practical trade simulation.
Usage Guidance
What to check before installing: 1) Confirm the skill's expected external API usage — SKILL.md/README mention FinancialModelingPrep and instruct setting FMP_API_KEY, but the registry lists no required env vars; ask the publisher to either declare FMP_API_KEY or remove the dependency. 2) Inspect the code paths that call external endpoints (search the fetch_*/requests calls) to confirm they only contact known FMP endpoints (no shorteners, personal servers, or IP addresses). 3) Do not provide brokerage credentials or other unrelated secrets; only provide an FMP API key with minimal permissions. 4) Prefer obtaining the skill from a verifiable source or publisher and request a homepage/repo link to review the full code. 5) If you decide to run it, run locally in a sandbox and monitor outbound network traffic to confirm calls go to the expected FMP API endpoints. Additional info that would increase confidence: explicit requires.env listing FMP_API_KEY in the registry metadata and a verifiable source/homepage for the skill.
Capability Analysis
Type: OpenClaw Skill
Name: options-strategy-advisor
Version: 0.1.0
The OpenClaw AgentSkills bundle 'options-strategy-advisor' is classified as benign. The `SKILL.md` provides clear, educational instructions for an AI agent to perform options strategy analysis, without any prompt injection attempts to subvert its behavior. The `scripts/black_scholes.py` code performs theoretical option pricing and fetches public financial data (stock prices, historical volatility, dividends) from `financialmodelingprep.com`, which aligns with the stated purpose. API keys are handled securely via environment variables as instructed in `README.md`. There is no evidence of malicious execution, data exfiltration, persistence, or obfuscation.
Capability Assessment
Purpose & Capability
Name, description, SKILL.md, README, and the included black_scholes.py are consistent: a Black‑Scholes pricer, Greeks, HV calculator, and strategy simulation. Network calls (requests) to fetch market data are expected for the stated functionality.
Instruction Scope
Runtime instructions focus on pricing, HV, strategy simulation and optionally calling an Earnings Calendar skill. They do not instruct reading unrelated local files or exfiltrating secrets. The instructions do rely on external market data (FMP API) as documented.
Install Mechanism
No install spec is present (instruction-only plus a small Python script). That reduces supply-chain risk — nothing is downloaded from an untrusted URL by the package itself.
Credentials
The README and SKILL.md describe using FinancialModelingPrep (FMP) and instruct the user to set an FMP_API_KEY; the Python code contains HTTP requests and a fetch_historical_prices_for_hv(api_key, ...) function. However, the registry metadata declares no required env vars or primary credential. This mismatch (undeclared but required API key and network access) is an incoherence that should be fixed or explained. Also provenance is missing (source/homepage unknown), reducing ability to verify the external calls.
Persistence & Privilege
The skill is not configured as always-on and does not request system-wide changes or elevated privileges. It appears to run as an on-demand instruction skill plus a Python helper module.
How to Use
- Make sure OpenClaw is installed (local or Docker)
- Run the install command in chat:
/install options-strategy-advisor - After installation, invoke the skill by name or use
/options-strategy-advisor - Provide required inputs per the skill's parameter spec and get structured output
Version History
v0.1.0
Initial release – advanced options strategy analysis and simulation tool.
- Provides theoretical option pricing and Greeks using Black-Scholes model.
- Simulates P/L for a wide range of options strategies including spreads, straddles, iron condors, and more.
- Includes volatility analysis (implied/historical), earnings-based strategy recommendations, and position sizing guidance.
- Integrates with FMP API to fetch stock data, earnings dates, and dividend yields.
- Delivers educational explanations alongside practical trade analysis.
Metadata
Frequently Asked Questions
What is Options Strategy Advisor?
Options trading strategy analysis and simulation tool. Provides theoretical pricing using Black-Scholes model, Greeks calculation, strategy P/L simulation, and risk management guidance. Use when user requests options strategy analysis, covered calls, protective puts, spreads, iron condors, earnings plays, or options risk management. Includes volatility analysis, position sizing, and earnings-based strategy recommendations. Educational focus with practical trade simulation. It is an AI Agent Skill for Claude Code / OpenClaw, with 2292 downloads so far.
How do I install Options Strategy Advisor?
Run "/install options-strategy-advisor" in the OpenClaw or Claude Code chat to install it in one step — no extra setup required.
Is Options Strategy Advisor free?
Yes, Options Strategy Advisor is completely free (open-source). You can download, install and use it at no cost.
Which platforms does Options Strategy Advisor support?
Options Strategy Advisor is cross-platform and runs anywhere OpenClaw / Claude Code is available (cross-platform).
Who created Options Strategy Advisor?
It is built and maintained by Veera (@veeramanikandanr48); the current version is v0.1.0.
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