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Greeks

Calculate or interpret option delta, gamma, theta, vega, implied volatility, and basic European Black-Scholes values from explicit contract inputs. The additional upstream options-pricing source is partial; planned American/exotic pricing, volatility surfaces, and exchange integrations are not available features.

Works with the context you provideVersion 1.0.0

Greeks

First read and apply `references/chiefos-runtime.md`. Choose the source method below that matches the requested outcome and available evidence; do not execute every alternate provider path.

staskh: greeks

Load `references/staskh/greeks/SKILL.md` for the complete method, required inputs, ordered decisions, and output contract. Resolve its local resources beneath the same directory.

agiprolabs: options-pricing

Load `references/agiprolabs/options-pricing/SKILL.md` for the complete method, required inputs, ordered decisions, and output contract. Resolve its local resources beneath the same directory.

Alternate source routing

Additional methods: options-pricing. Use the applicable source for its provider and output, retaining the same canonical ChiefOS identity. For a source-specific request, load that source method before answering.

For upstream sibling names, resolve the canonical skill and source entrypoint with `references/source-routing.json`. Load sibling resources from that canonical skill; do not assume the original directory name is independently installed.