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在 OpenClaw 中安装
/install options-strategy-advisor
功能描述
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.
安全使用建议
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.
功能分析
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.
能力评估
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.
如何使用
- 确保已安装 OpenClaw（本地或 Docker 部署）
- 在对话框中输入安装命令：
/install options-strategy-advisor - 安装完成后，直接呼叫该 Skill 的名称或使用
/options-strategy-advisor触发 - 根据 Skill 的参数说明提供必要输入，即可获得结构化输出
版本历史
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.
元数据
常见问题
Options Strategy Advisor 是什么？
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. 它是一个面向 Claude Code / OpenClaw 的 AI Agent Skill 插件，目前累计下载 2292 次。
如何安装 Options Strategy Advisor？
在 OpenClaw 或 Claude Code 对话框中运行命令「/install options-strategy-advisor」即可一键安装，无需额外配置。
Options Strategy Advisor 是免费的吗？
是的，Options Strategy Advisor 完全免费（开源免费），可自由下载、安装和使用。
Options Strategy Advisor 支持哪些平台？
Options Strategy Advisor 跨平台运行，可在任意部署了 OpenClaw / Claude Code 的环境中使用（cross-platform）。
谁开发了 Options Strategy Advisor？
由 Veera（@veeramanikandanr48）开发并维护，当前版本 v0.1.0。
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