Delta, Gamma, Vega, Zero.

An options position carries three risks at once: Delta (moves with the stock), Gamma (how fast Delta changes) and Vega (moves with volatility). I turned a contributor's idea into a full hedge menu inside OpenBB Terminal's options module.

Hedging is a linear algebra problem: invert the 2×2 matrix of the hedging options' Gamma and Vega to get their weights, then offset what's left of Delta with shares. If the matrix is singular, the model falls back to a least-squares solution instead of failing. I built the controller and model inside the existing MVC codebase, wired six commands into the menu, and checked every output by hand against the matrix maths.

Two pull requests merged into the main OpenBB repository after review with the maintainers. Code review changed how I write code: named keys over index positions, docstrings where the maths gets dense, and linting through pre-commit hooks.