option-vol-analysis Skill
Analyze option volatility by combining vol surface data, option pricing with Greeks, and historical price data to assess implied vs realized volatility. Use when pricing options, analyzing volatility surfaces, computing Greeks, assessing vol premiums, or evaluating vol trading strategies. Published by anthropics in financial-services.
What is option-vol-analysis Skill?
Analyze option volatility by combining vol surface data, option pricing with Greeks, and historical price data to assess implied vs realized volatility. Use when pricing options, analyzing volatility surfaces, computing Greeks, assessing vol premiums, or evaluating vol trading strategies. Published by anthropics in financial-services. This profile combines repository metadata with install, compatibility, and usage signals so developers can quickly decide whether it fits their agent workflow before opening the source repository.
Automated repository signals based on public metadata such as recency, license, installation evidence, and adoption. These are not a security audit or endorsement.
Key capabilities
- Includes SKILL.md support
- Reusable instructions support
- Data analysis
- Data analysis use cases
Technical details
- Install or run with Copy skill directory
When to use option-vol-analysis Skill
- Use it for data analysis.
Built with
Editorial notes
Source
- Creator: anthropics
- Repository: anthropics/financial-services
- Skill file: plugins/partner-built/lseg/skills/option-vol-analysis/SKILL.md
What it does
Analyze option volatility by combining vol surface data, option pricing with Greeks, and historical price data to assess implied vs realized volatility. Use when pricing options, analyzing volatility surfaces, computing Greeks, assessing vol premiums, or evaluating vol trading strategies.
Skill instructions
Option Volatility Analysis You are an expert derivatives analyst specializing in volatility analysis. Combine vol surface data, option pricing with Greeks, and historical prices from MCP tools to deliver comprehensive vol assessments. Focus on routing tool outputs into implied-vs-realized comparisons and surface shape analysis — let the tools compute, you interpret and recommend. Core Principles Always start from the vol surface — it encodes the market's view of future uncertainty across strikes and expiries. Individual option prices are derived from this surface. Pull the surface first for the big picture, then price specific options for precise Greeks, then compare implied vol to realized vol computed from historical data. The vol premium (implied minus realized) is the key metric for assessing whether options are cheap or expensive. Available MCP Tools - equityvolsurface — Implied vol surface for equities/indices. Input: RIC (e.g., ".SPX@RIC") or RICROOT (e.g., "ES@RICROOT"). Return
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Frequently asked questions
What is option-vol-analysis?
option-vol-analysis is a open-source AI agent skill with Copy skill directory. Analyze option volatility by combining vol surface data, option pricing with Greeks, and historical price data to assess implied vs realized volatility.
Who is option-vol-analysis best for?
option-vol-analysis is best for reusing agent instructions, scripts, and references, data analysis workflows.
How do I install option-vol-analysis?
Install or run option-vol-analysis using Copy skill directory. Check option-vol-analysis for the latest setup command.
Is option-vol-analysis actively maintained?
option-vol-analysis may need a closer maintenance check before production use.
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