alphagbm-vol-smile
Perform 2D volatility smile and skew analysis on option chains for risk assessment.
Install
mkdir -p .claude/skills/alphagbm-vol-smile && curl -L -o skill.zip "https://agentskills.codes/api/skills/download/17092" && unzip -o skill.zip -d .claude/skills/alphagbm-vol-smile && rm skill.zipInstalls to .claude/skills/alphagbm-vol-smile
Activation
This is the description your AI agent reads to decide when to run this skill — the better it matches your request, the more reliably it fires.
2D volatility smile and skew analysis for a single expiration date. Maps IV across strikes to reveal put skew, call skew, and smile shape. Returns smile curve data, skew metrics (25-delta skew, risk reversal), and shape classification. Use when: analyzing put/call skew, checking if puts are expensive, understanding directional fear in options pricing, finding skew trades. Triggers on: "vol smile AAPL", "skew analysis NVDA", "put skew for TSLA", "is the smile steep for SPY", "volatility skew META", "smile shape for GOOGL".Key capabilities
- →Analyze volatility smile for a single expiration
- →Map implied volatility across strike prices
- →Calculate 25-delta skew
- →Determine risk reversal
- →Classify smile shape
- →Provide skew percentile against historical data
How it works
The skill queries an API with a ticker and expiration to retrieve and process options data, then calculates and categorizes volatility smile characteristics.
Inputs & outputs
When to use alphagbm-vol-smile
- →Analyze volatility skew
- →Check for expensive puts
- →Evaluate directional market risk
About this skill
AlphaGBM Volatility Smile
Prerequisites
- API Key: Set env
ALPHAGBM_API_KEY(formatagbm_xxxx...). - Base URL: Default
https://alphagbm.zeabur.app. Override with envALPHAGBM_BASE_URL.
What This Skill Does
Analyzes the volatility smile (or skew) for a single expiration -- the curve of implied volatility plotted against strike prices. Reveals how the market prices tail risk, directional fear, and supply/demand imbalances across the options chain.
Key Outputs
| Output | What It Shows |
|---|---|
| Smile Curve | IV at each strike for the selected expiry -- the raw smile data |
| 25-Delta Skew | IV(25d put) - IV(25d call) -- the standard measure of directional skew |
| Risk Reversal | Price of 25d call minus 25d put -- a tradeable expression of skew |
| Smile Shape | Classification: normal, flat, reverse, winged, or smirk |
| Skew Percentile | Current skew vs. 252-day history -- is skew unusually steep or flat? |
What Smile Shape Means for Trading
| Shape | Description | Market Implication | Trade Ideas |
|---|---|---|---|
| Normal | OTM puts have higher IV than OTM calls | Standard hedging demand -- puts are expensive | Sell put spreads, buy call spreads |
| Flat | IV roughly equal across strikes | Low fear, balanced positioning | Neutral strategies (iron condors) |
| Reverse | OTM calls have higher IV than OTM puts | Upside speculation or short squeeze risk | Sell call spreads if overpriced |
| Winged | Both OTM puts and calls elevated | Expecting a large move, direction unknown | Sell straddles/strangles if IV is high |
| Smirk | Asymmetric -- one side significantly steeper | Directional fear concentrated on one side | Trade the steep side if skew is extreme |
API Endpoint
Volatility Smile
GET /api/options/tools/vol-smile/<SYMBOL>?expiry=2026-04-17
Query parameters:
- expiry (optional): Expiration date in
YYYY-MM-DDformat. Defaults to nearest monthly expiry if omitted.
Returns the smile curve (strikes, IVs, deltas), skew metrics, shape classification, and skew percentile for the specified expiration.
How to Use
Input
- Required: Ticker symbol
- Optional: Expiration date (defaults to nearest monthly), moneyness range
Output Structure
{
"ticker": "AAPL",
"price": 218.45,
"expiry": "2026-04-18",
"dte": 20,
"smile": {
"strikes": [190, 195, 200, 205, 210, 215, 220, 225, 230, 235, 240],
"ivs": [42.1, 39.5, 36.8, 34.0, 31.5, 29.2, 27.5, 28.8, 30.5, 32.8, 35.2],
"deltas": [-0.10, -0.15, -0.22, -0.30, -0.40, -0.48, 0.52, 0.42, 0.32, 0.22, 0.14]
},
"skew_metrics": {
"skew_25d": -8.3,
"risk_reversal_25d": -2.45,
"skew_10d": -14.6,
"atm_iv": 28.3
},
"shape": "normal",
"skew_percentile": 72,
"interpretation": "Put skew is moderately steep (72nd percentile). OTM puts are pricing ~8 vol points above equidistant calls -- standard hedging demand with slight elevation."
}
Example Queries
| User Says | What Happens |
|---|---|
| "Vol smile AAPL" | Smile curve for nearest monthly expiry with skew metrics |
| "Skew analysis NVDA" | Full smile + skew percentile vs. history |
| "Put skew for TSLA" | Focuses on put-side IV, 25d skew, skew percentile |
| "Is the smile steep for SPY?" | Compares current 25d skew to 252-day range |
| "Smile shape GOOGL April expiry" | Shape classification for specified expiration |
Mock Data
Demo tickers available without API key: AAPL, NVDA, SPY, TSLA, META. Smile data uses realistic IV snapshots from mock-data/.
Related Skills
- alphagbm-vol-surface -- See the full 3D surface across all expirations
- alphagbm-iv-rank -- Is overall IV high or low vs. history?
- alphagbm-options-strategy -- Steep skew suggests certain spread strategies
- alphagbm-options-score -- Use skew insights to find better-scored contracts
Powered by AlphaGBM -- Real-data options & research intelligence for traders and AI agents. 10K+ users.
When not to use it
- →When analyzing volatility across multiple expiration dates
- →When overall implied volatility rank is needed
Prerequisites
Limitations
- →The analysis is for a single expiration date.
- →The skill requires an API key for full functionality.
- →The skill provides classifications but does not execute trades.
How it compares
This skill automates the calculation and interpretation of volatility smile metrics, providing structured insights that would otherwise require manual data processing and financial expertise.
Compared to similar skills
alphagbm-vol-smile side by side with the closest alternatives in the catalog.
| Skill | Installs | Updated | Safety | Difficulty |
|---|---|---|---|---|
| alphagbm-vol-smile (this skill) | 0 | 4mo | No flags | Intermediate |
| backtesting-frameworks | 17 | 2mo | No flags | Advanced |
| backtesting-frameworks | 0 | 6mo | No flags | Advanced |
| miniqmt-skill | 0 | 6mo | Review | Intermediate |
Try saying
Example prompts that trigger this skill in your AI assistant.
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