option-vol-analysis

You compare implied vs realized volatility by loading the current vol surface, pricing target options with full Greeks, computing realized volatility from historical prices, and evaluating the IV-RV premium to generate strategy risk signals.

An IV-RV premium assessment works by extracting implied volatility from vol surface data and comparing it against realized volatility computed from historical pricing data to evaluate vol trading strategies and generate risk signals.

Yes, you can analyze equity and FX option volatility surfaces. The process supports vol surface extraction, option pricing with full Greeks, and historical price analysis to compute realized volatility for both equities and FX markets.

Yes, you need historical pricing data to compute realized volatility. The analysis requires historical prices alongside vol surface calls, template discovery, and option pricing to accurately compare realized volatility against implied volatility.

The best way to price options with full Greeks using vol surface data is to load the current vol surface for the asset, select target strikes and maturities, and extract pricing with full Greeks to assess implied vs realized volatility.