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alphagbm-vol-surface

Map IV across strikes and expirations to detect volatility surface anomalies.

1.7k|225|Updated Apr 6, 2026
Search Tags:#options#trading#volatility#anomalies#surface#skew#implied-volatility
One-click install
npx skills add https://github.com/AlphaGBM/skills --skill alphagbm-vol-surface
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: alphagbm-vol-surface
Source: https://github.com/AlphaGBM/skills/tree/main/skills/alphagbm-vol-surface
Command: npx skills add https://github.com/AlphaGBM/skills --skill alphagbm-vol-surface

SYSTEM DOCUMENTATION & REQUIREMENTS

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.

Frequently Asked Questions about alphagbm-vol-surface

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I map implied volatility surfaces to spot mispriced options?▼

You can build a 3D volatility surface to visualize ATM term structure, skew by expiry, and detected anomalies, helping identify contango, backwardation, and VRP signals.

How do I detect volatility surface anomalies and skew by expiry?▼

This process highlights term-structure shifts and reveals mispriced contracts, allowing you to spot contango versus backwardation and potential VRP opportunities.

Do I need API access to build a volatility surface for an optionable ticker?▼

Both data sources support the provided surface-building, skew, and anomaly-detection logic to generate actionable term-structure and mispricing insights.

What is the best way to analyze ATM term structure and VRP signals?▼

By extracting the ATM term structure from the volatility surface, you can pinpoint term-structure dynamics and anomalies that drive smarter options trading decisions.

Can I use mock data to test implied volatility skew and anomaly detection?▼

Mock data supports generating the full surface grid, skew by expiry, and anomaly outputs just like live data for any optionable ticker.

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