Options Analysis Skill

Fetch and parse options chains to calculate implied volatility metrics and evaluate convexity.

12|2|Updated Feb 28, 2026

Search Tags:#analysis #risk management #options #trading #volatility #greeks

Ready to run

npx skills add https://github.com/joemccann/radon --skill options-analysis-skill

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: Options Analysis Skill
Source: https://github.com/joemccann/radon/tree/main/.pi/skills/options-analysis
Command: npx skills add https://github.com/joemccann/radon --skill options-analysis-skill

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill automates the complex process of analyzing options chains, calculating key metrics, and evaluating potential trade structures, providing data-driven insights for trading decisions.

Core Features & Use Cases

Options Chain Analysis: Fetch and parse real-time options data, including implied volatility, Greeks, and open interest.
Convexity Evaluation: Assess the risk-reward profile of various options structures like naked options and vertical spreads.
Use Case: When considering a trade on a specific stock, use this Skill to analyze its options chain, identify mispricings, and determine the most convex options structure to express a view.

Quick Start

Use the options analysis skill to fetch and evaluate the options chain for AAPL.

Frequently Asked Questions about Options Analysis Skill

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

FAQPage Schema

How do I analyze options chains to calculate implied volatility rank and percentile?▼

To analyze options chains and calculate implied volatility rank and percentile, you can automate the process by fetching real-time options data to parse Greeks, open interest, and evaluate potential trade structures for data-driven trading decisions.

What is convexity evaluation in options trading and when do I need it?▼

Convexity evaluation in options trading assesses the risk-reward profile of various options structures like naked options and vertical spreads. You need it to determine the most convex structure to express a directional market view.

Does this options analysis tool work with Interactive Brokers and Unusual Whales API?▼

Yes, the options analysis tool works with Interactive Brokers and the Unusual Whales API. It utilizes these platforms alongside Exa and agent-browser for data retrieval, prioritizing reliable sources for market structure reconstruction.

How do I find mispricings in an options chain for a specific stock?▼

To find mispricings in an options chain for a specific stock, fetch and parse real-time options data including implied volatility and open interest to identify discrepancies and estimate key financial metrics for options and spreads.

What is the best way to reconstruct market structure from institutional options signals?▼

The best way to reconstruct market structure from institutional options signals is to automate options chain analysis, parsing real-time data to calculate implied volatility rank and evaluate the convexity profiles of candidate structures.