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option-vol-analysis

Compare implied versus realized volatility using vol surface and historical pricing data.

1|Updated Mar 9, 2026
Search Tags:#greeks#risk-analysis#options-pricing#vol-surface#implied-vol#realized-vol#option-volatility
One-click install
npx skills add https://github.com/kiryteo/opencode-setup --skill option-vol-analysis-kiryteo
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: option-vol-analysis
Source: https://github.com/kiryteo/opencode-setup/tree/main/skills/option-vol-analysis
Command: npx skills add https://github.com/kiryteo/opencode-setup --skill option-vol-analysis-kiryteo

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Analyze volatility by integrating vol surface data, option pricing with Greeks, and historical prices to compare implied vs realized volatility.

Core Features & Use Cases

  • Vol surface-driven pricing and risk assessment
  • Greek-informed option pricing with historical comparison
  • Implied-vs-realized volatility diagnostics across tenors and strategies

Quick Start

Provide the underlying symbol and timeframe to generate an implied-vs-realized volatility comparison using the available vol surfaces and historical data.

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 vs realized volatility for options pricing?▼

To compare implied vs realized volatility, integrate vol surface data and historical prices with option pricing using Greeks. This diagnostic approach evaluates risk and strategies across multiple maturities for equities, indices, and FX.

What is the difference between implied and realized volatility in risk assessment?▼

Implied volatility reflects market expectations from option prices, whereas realized volatility measures actual historical price movements. Comparing them across maturities highlights pricing discrepancies for risk assessment.

Can I use equity vol surfaces and historical prices to evaluate options strategies?▼

Yes, integrating equity vol surfaces with historical prices evaluates options strategies. Applying Greek-informed option pricing alongside historical comparison generates risk assessments and strategy evaluations across tenors.

Does this implied volatility analysis work with FX vol surfaces and indices?▼

Yes, implied volatility analysis applies to equities, indices, and FX vol surfaces. Comparing implied and realized volatility across these asset classes generates risk assessments and strategy evaluations for multiple maturities.

How do I start an implied vs realized volatility comparison using option Greeks?▼

Provide the underlying symbol and timeframe to start an implied vs realized volatility comparison. The analysis applies option Greeks, vol surface data, and historical pricing summaries to generate diagnostic outputs and recommendations.

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