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alphagbm-vol-smile

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Analyze option volatility smiles and skew.

Finance & Accounting#options#volatility#iv#skew#risk-reversal#smile
AuthorAlphaGBM
Version1.0.0
Installs0

System Documentation

What problem does it solve?

Analyze the volatility smile and skew for a single expiration to reveal how IV varies with strike, helping traders understand tail risk, directional fear, and skew pricing.

Core Features & Use Cases

  • Smile Curve: Returns IVs across strikes for the selected expiry to visualize the smile shape.
  • Skew Metrics: Includes 25-delta skew and risk reversal to quantify directional skew.
  • Shape Classification: Classifies smile shape as normal, flat, reverse, winged, or smirk.
  • Quick Insights: Provides percentile and interpretation of current skew versus history for actionable ideas.

Quick Start

Ask your AI to analyze the volatility smile for a chosen expiration and view the smile curve, skew metrics, and shape classification.

Dependency Matrix

Required Modules

None required

Components

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: alphagbm-vol-smile
Download link: https://github.com/AlphaGBM/skills/archive/main.zip#alphagbm-vol-smile

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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