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 alphagbm-vol-smile
It calculates and visualizes volatility smile data, 25-delta skew, and risk reversals to identify tail risk and directional fear in market pricing.
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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 | 5mo | No flags | Intermediate |
| backtesting-frameworks | 17 | 4mo | No flags | Advanced |
| backtesting-frameworks | 0 | 7mo | No flags | Advanced |
| miniqmt-skill | 0 | 7mo | Review | Intermediate |
Try saying
Example prompts that trigger this skill in your AI assistant.
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