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option-vol-analysis

Compare implied and realized volatility using vol surface and historical price data.

17|4|Updated Mar 11, 2026
Search Tags:#historical-data#greeks#option-pricing#vol-surface#implied-vol#realized-vol#volatility-analysis
One-click install
npx skills add https://github.com/yuping322/financial-services-plugins-new --skill option-vol-analysis-yuping322
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: option-vol-analysis
Source: https://github.com/yuping322/financial-services-plugins-new/tree/main/partner-built/lseg/skills/option-vol-analysis
Command: npx skills add https://github.com/yuping322/financial-services-plugins-new --skill option-vol-analysis-yuping322

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Analyze option volatility by combining vol surface data, option pricing with Greeks, and historical prices to assess implied vs realized volatility. Use when pricing options, evaluating vol surfaces, or assessing vol premiums to inform trading decisions.

Core Features & Use Cases

  • Vol surface-driven pricing and diagnostics for equities and FX
  • Full Greeks-enabled option pricing with implied vol comparisons
  • Historical-data-backed realized volatility analysis and strategy signals
  • Vol premium assessment and vol-trading strategy evaluation across tenors

Quick Start

Query the vol surface for an underlying, price selected options with full Greeks, then compare implied vs realized volatility using 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 volatility vs realized volatility for option pricing?▼

To compare implied volatility vs realized volatility, you synthesize vol surface data, option pricing with Greeks, and historical prices to assess vol premiums and inform trading decisions across multiple tenors and strikes.

What is the best way to analyze an equity vol surface for trading strategy evaluation?▼

Analyzing an equity vol surface involves querying vol surface data, pricing selected options with full Greeks, and comparing implied vs realized volatility using historical pricing data to evaluate vol-trading strategies.

Can I use this approach for both equity and FX options analytics?▼

Yes, this vol surface analysis approach applies to both equity and FX options analytics, supporting pricing, surface analysis, vol-trading strategy evaluation, and risk assessment across multiple tenors.

Do I need historical pricing data APIs to assess option volatility premiums?▼

Yes, assessing option volatility premiums requires historical pricing data APIs alongside vol surface data sources like equity_vol_surface, option_template_list, and option_value to execute end-to-end analysis.

How does vol surface-driven pricing work with full Greeks diagnostics?▼

Vol surface-driven pricing works by querying the vol surface for an underlying, pricing selected options with full Greeks, and comparing implied vs realized volatility using historical data to generate strategy signals.

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