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option-vol-analysis

Analyze option volatility using equity and FX vol surfaces, pricing, and historical summaries.

1|Updated Feb 1, 2026
Search Tags:#financial analysis#Greeks#option pricing#volatility surface#option volatility
One-click install
npx skills add https://github.com/mouseqiao85/AI-Plat --skill option-vol-analysis-mouseqiao85
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: option-vol-analysis
Source: https://github.com/mouseqiao85/AI-Plat/tree/main/agent/skills/.github_imports/financial-services/plugins/partner-built/lseg/skills/option-vol-analysis
Command: npx skills add https://github.com/mouseqiao85/AI-Plat --skill option-vol-analysis-mouseqiao85

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires equity_vol_surface, fx_vol_surface, option_value, tscc_historical_pricing_summaries, qa_historical_equity_price, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill addresses the challenge of accurately analyzing option volatility by integrating multiple data sources and tools to provide comprehensive insights and actionable recommendations.

Core Features & Use Cases

  • Volatility Analysis: Combines vol surface data, option pricing, and historical price data to assess implied vs realized volatility.
  • Data Integration: Utilizes a range of tools like equity_vol_surface, fx_vol_surface, option_value, and historical pricing summaries.
  • Use Case: For traders and risk managers looking to price options, analyze volatility surfaces, compute Greeks, and evaluate trading strategies.

Quick Start

Analyze option volatility for the underlying asset 'AAPL' by running the option-vol-analysis skill.

Frequently Asked Questions about option-vol-analysis

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

FAQPage Schema
How do I analyze option volatility surfaces using historical pricing data?▼

Option volatility analysis compares implied volatility from pricing tools against realized volatility using historical equity price data. This skill integrates equity vol surfaces and historical pricing summaries to evaluate discrepancies and generate actionable trading strategy recommendations.

Can I compute Greeks and price options for equity and foreign exchange assets?▼

You can compute Greeks and price options by integrating the option_value tool with equity_vol_surface and fx_vol_surface data. This skill supports financial analysis across both equity and foreign exchange underlying assets for comprehensive risk evaluation.

What is the best way to assess implied vs realized volatility for trading strategies?▼

Assessing implied versus realized volatility requires combining option pricing data with historical price retrieval. This skill utilizes historical pricing summaries and equity vol surfaces to identify pricing discrepancies and support strategic trading decisions.

Does option volatility analysis work with both equity and FX vol surfaces?▼

Option volatility analysis supports both equity_vol_surface and fx_vol_surface data sources. This skill integrates these tools to provide comprehensive cross-asset volatility insights, enabling users to evaluate options pricing and trading strategies across different financial markets.

Do I need historical equity price data to evaluate option volatility?▼

Historical equity price data is required to evaluate option volatility accurately. This skill retrieves historical pricing summaries and historical equity prices to compare against current implied volatility surfaces, ensuring comprehensive financial analysis and trading strategy evaluation.

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