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alphagbm-vol-surface

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Map IV surfaces to spot mispricings

Data & Analytics#options#trading#volatility#anomalies#surface#skew#implied-volatility
AuthorAlphaGBM
Version1.0.0
Installs0

System Documentation

What problem does it solve?

Analyzing volatility surfaces across strikes and expirations to reveal mispricings, term-structure shifts, and anomalies that drive smarter trading decisions.

Core Features & Use Cases

  • Build a 3D volatility surface (IV vs strike and expiration) for any optionable ticker.
  • Output surface grid, ATM term structure, skew by expiry, and detected anomalies for actionable insights.
  • Use cases include identifying contango vs backwardation, VRP signals, and spotting mispriced contracts.

Quick Start

Ask your AI to generate the vol surface for AAPL and inspect anomalies.

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

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