option-vol-analysis
OfficialAnalyze option volatility.
Authoranthropics
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill helps users analyze option volatility by integrating vol surface data, option pricing with Greeks, and historical price data to assess implied versus realized volatility.
Core Features & Use Cases
- Volatility Surface Analysis: Understand market expectations of future volatility across different strikes and expiries.
- Option Pricing & Greeks: Calculate precise option prices and their associated Greeks (delta, gamma, vega, theta, rho).
- Implied vs. Realized Volatility: Compare the market's implied volatility with historical realized volatility to identify vol premiums.
- Strategy Recommendation: Provide insights into the volatility regime and suggest trading strategies based on vol premiums and surface shape.
Quick Start
Use the option-vol-analysis skill to analyze the volatility surface for AAPL options.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: option-vol-analysis Download link: https://github.com/anthropics/financial-services-plugins/archive/main.zip#option-vol-analysis Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
Agent Skills Search Helper
Install a tiny helper to your Agent, search and equip skill from 223,000+ vetted skills library on demand.