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option-vol-analysis

Compare implied versus realized volatility for options across maturities.

Updated Aug 23, 2026
Search Tags:#options#volatility#greeks#vol-surface#implied-vol#realized-vol
One-click install
npx skills add https://github.com/brianping7/volc-financial-services-skill-sets --skill option-vol-analysis-brianping7
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: option-vol-analysis
Source: https://github.com/brianping7/volc-financial-services-skill-sets/tree/main/partner-built/lseg/option-vol-analysis
Command: npx skills add https://github.com/brianping7/volc-financial-services-skill-sets --skill option-vol-analysis-brianping7

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill helps derivatives and volatility analysts rapidly diagnose whether option markets are pricing more or less risk than has been realized, clarify the shape and term structure of the volatility surface, and produce actionable signals for pricing, trading, or hedging decisions.

Core Features & Use Cases

  • Volatility surface snapshots: Retrieve equity or FX vol surfaces and summarize ATM term structure, 25‑delta risk reversals, and butterfly curvature across expiries.
  • Option pricing and Greeks: Discover available templates, price specific strikes, and extract full Greeks to inform hedging and exposure analysis.
  • Realized volatility computation: Fetch historical price series and compute 20/60/90-day realized volatility windows for direct comparison to matching implied vol maturities.
  • Premium assessment & strategy guidance: Produce IV − RV premia tables, assess skew and term structure signals, and recommend strategies (e.g., buy/short volatility, calendar spreads, skew-dependent trades).

Quick Start

Run an option volatility analysis for the RIC .SPX@RIC to compare 1M/3M/6M ATM implied vols against 20/60/90-day realized vol and receive a tabular signal summary with trade recommendations.

Frequently Asked Questions about option-vol-analysis

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

FAQPage Schema
How do I compare implied volatility versus realized volatility for an underlying asset?▼

Comparing implied and realized volatility involves fetching IV surfaces and historical prices to calculate 20, 60, and 90-day realized vol windows. This produces IV-RV premia tables and direct comparative metrics across matching maturities.

Can I extract option Greeks and price specific strikes for equities and FX options?▼

Yes, you can extract option Greeks and price specific strikes for equities, indices, and FX options. The process discovers available option templates, prices the strikes, and extracts full Greeks to inform hedging and exposure analysis.

What is an implied-realized volatility premium and how is it used for trading signals?▼

An implied-realized volatility premium measures whether options price more or less risk than actually realized. It is used to generate trading signals, assess skew and term structure, and recommend strategies like buying or shorting volatility and calendar spreads.

How do I analyze an equity or FX volatility surface and summarize ATM term structure?▼

Analyzing a volatility surface retrieves equity or FX snapshots to summarize ATM term structure. It also evaluates 25-delta risk reversals and butterfly curvature across expiries to clarify the surface shape for trading decisions.

Does this volatility analysis support both index and FX options for maturity matching?▼

Yes, this volatility analysis supports equities, indices, and FX options for maturity matching. It retrieves implied vol surfaces and computes realized vol windows to produce comparative metrics and signals across these specified underlying asset classes.

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