Analyze volatility smile and skew metrics for a single expiration.
npx skills add https://github.com/AlphaGBM/skills --skill alphagbm-vol-smile
Please help me install this Agent Skill. Skill: alphagbm-vol-smile Source: https://github.com/AlphaGBM/skills/tree/main/skills/alphagbm-vol-smile Command: npx skills add https://github.com/AlphaGBM/skills --skill alphagbm-vol-smile
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.
Ask your AI to analyze the volatility smile for a chosen expiration and view the smile curve, skew metrics, and shape classification.
High-intent search queries and answers about installing and using this skill.
Option volatility skew measures how implied volatility (IV) varies across strike prices, revealing directional fear and tail risk. Traders analyze the smile shape to understand market sentiment and whether puts or calls carry higher premium demand.
To analyze the volatility smile, provide a ticker symbol and an optional expiry date. The tool returns the smile curve plotting IVs across strikes, skew metrics, and a shape classification for trading insights.
A 25-delta risk reversal quantifies directional skew by measuring the IV difference between out-of-the-money puts and calls. It indicates whether traders are pricing in more downside or upside tail risk for that expiration.
Volatility smile shape is classified as normal, flat, reverse, winged, or smirk based on the IV distribution curve across strikes. This classification helps identify skew pricing patterns and tail risk dynamics.
Yes, the analysis provides percentile rankings of current skew against historical data. This offers actionable insights by showing whether existing directional fear and skew pricing are elevated or depressed relative to recent trends.
Yes, you can analyze the volatility smile by providing just a ticker symbol, as the expiry date is optional. The tool will return the smile curve, skew metrics, and shape classification for a single expiration.
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