An interactive tool for AI agents to visualize options trading strategies, calculate P&L curves, and model Black-Scholes theoretical values.
Install & Download
1. ClawHub CLI
The fastest way to install a skill directly from the registry.
npx clawhub@latest install options-payoff
2. Manual Installation
Copy the skill folder to one of these locations
~/.openclaw/skills/ <project>/skills/ Priority: Workspace > Local > Bundled
3. Prompt Installation
Copy this prompt to OpenClaw to install it automatically.
Help me install options-payoff using Clawhub. If Clawhub is not installed, install it first (npm i -g clawhub).
Prefer to download?
Get the raw skill files in a ZIP archive.
What is Options Payoff Curve Generator?
The Options Payoff Curve skill transforms raw trading data—from screenshots or text—into dynamic, interactive HTML widgets. It allows users to visualize how options trades like butterflies, iron condors, and vertical spreads perform under various market conditions. By leveraging Openclaw Skills, traders can see both expiry payoffs and theoretical Black-Scholes values in real-time.
This tool is essential for understanding risk profiles, breakeven points, and the impact of implied volatility or time decay on a position. It bridges the gap between complex derivatives math and intuitive visual analysis within an AI-driven workflow, providing professional-grade charting capabilities directly within the chat interface.
Options Payoff Curve Generator Use Cases
- Visualizing complex multi-leg options strategies from a broker screenshot or text description.
- Calculating maximum profit, maximum loss, and breakeven points for iron condors or butterfly spreads.
- Modeling the impact of changes in Implied Volatility (IV) and Days to Expiration (DTE) on theoretical P&L.
- Rapidly prototyping hypothetical trades to understand risk-reward profiles before execution.
- Extracting strategy parameters from partial information provided in natural language.
How Options Payoff Curve Generator Works
- The AI agent extracts strategy details such as strikes, premiums, underlying ticker, and expiry from user input or screenshots using Openclaw Skills.
- The skill identifies the specific strategy type (e.g., vertical spread, straddle) using a predefined reference library.
- Core financial computations are performed using Black-Scholes pricing models for theoretical values and intrinsic value formulas for expiry payoffs.
- An interactive HTML widget is generated featuring dynamic sliders for key parameters like spot price, volatility, and time.
- The final visualization renders a dual-line chart showing both the expiry curve and the current theoretical value curve for immediate analysis.
Options Payoff Curve Generator Setup
To integrate this skill into your environment, ensure you have the necessary visualization modules enabled. Openclaw Skills require the visualization toolkit to render the interactive components.
# Install the skill via the Openclaw CLI
openclaw install options-payoff
The skill requires access to visualize:show_widget and visualize:read_me for rendering the interactive frontend. Ensure your agent configuration includes the chart and interactive module permissions to allow the JS-based sliders to function correctly.
Options Payoff Curve Generator Data Schema & Taxonomy
The skill organizes data by extracting strategy components into a structured mapping used for calculation and visualization. It relies on the following data taxonomy:
| Field | Description | Mapping |
|---|---|---|
| Strategy | The identified structure (e.g., vertical_spread, butterfly) | Key identifier |
| Legs | Data for each option contract in the trade | Array of Strike/Premium |
| Environment | Current market conditions (IV, Spot, Risk-free rate) | Calculation Inputs |
| Outputs | Generated P&L arrays for charting | X/Y Coordinates |
This structured data is then passed to a Chart.js instance within the Openclaw Skills widget framework.
Options Payoff Curve Generator Advanced Features
- Support for custom multi-leg structures via decomposition into individual P&L legs.
- Real-time Black-Scholes theoretical pricing engine using optimized Horner approximations.
- Dynamic spot price range calculation based on underlying index/stock market data.
- Automated screenshot-to-strategy extraction for major brokers like IBKR, TastyTrade, and Robinhood.
- Live-updating stats cards for instant risk assessment during parameter adjustment.
SKILL.md
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