Calculate IV Rank and IV Percentile from 252-day ATM IV history.
npx skills add https://github.com/AlphaGBM/skills --skill alphagbm-iv-rank
Please help me install this Agent Skill. Skill: alphagbm-iv-rank Source: https://github.com/AlphaGBM/skills/tree/main/skills/alphagbm-iv-rank Command: npx skills add https://github.com/AlphaGBM/skills --skill alphagbm-iv-rank
Current IV levels are noisy and difficult to interpret in isolation. This skill computes IV Rank and IV Percentile to place current IV in the context of its 252-day history, helping users decide when IV is high or low and how to time volatility trades.
Ask your AI to compute the current IV rank and percentile for a ticker and generate the IV history and zone-based trading signals.
High-intent search queries and answers about installing and using this skill.
IV rank and percentile are calculated by comparing a ticker's current ATM implied volatility to its 252 trading-day history. This contextualizes current IV levels, helping you assess whether volatility is high or low for timing premium trades.
IV rank and percentile both measure current IV against its 252-day historical range. IV rank shows where current IV sits relative to highs and lows, while IV percentile indicates the frequency of historical IV occurrences below the current level.
Historical implied volatility data is needed to evaluate whether to buy or sell premium by identifying IV extremes. Comparing current ATM IV to its 252-day history generates zone classifications and trading signals for volatility timing.
Yes, you can generate zone-based trading signals for US equities by classifying current IV levels against the 252-day window. This guides premium decisions by indicating if implied volatility is elevated or depressed relative to recent history.
The IV rank calculation uses mock data for demo tickers to compute the 252-day historical comparison. It evaluates current ATM IV against this history to deliver IV rank, percentile, and zone classifications for options analysis.
The 252-day window limits volatility analysis to roughly one trading year of history, which may miss longer-term IV cycles. It focuses strictly on ATM IV relationships and excludes other option Greeks or deep historical data for screening IV extremes.
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