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HKUST-QUANT-SOCIETY
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options-vol-surface

Fits implied volatility surfaces from options chain CSV data into validated VolSurfaceResult outputs.

Updated Jun 27, 2026
Search Tags:#pydantic#quantitative finance#options#greeks#implied volatility#options chain#vol surface
One-click install
npx skills add https://github.com/HKUST-QUANT-SOCIETY/quantcode --skill options-vol-surface-hkust-quant-society
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: options-vol-surface
Source: https://github.com/HKUST-QUANT-SOCIETY/quantcode/tree/main/.opencode/groups/options/skills/options-vol-surface
Command: npx skills add https://github.com/HKUST-QUANT-SOCIETY/quantcode --skill options-vol-surface-hkust-quant-society

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve? Quantitative researchers need a consistent way to turn raw options chain data into a validated implied volatility surface before running Greeks or strategy analysis, without hand-writing fitting logic each time. ## Core Features & Use Cases - Vol Surface Construction: Calls the published build_vol_surface tool to read options chain CSV data and generate surface point sets with expiry, strike, side, and implied volatility. - Schema-Validated Output: Produces a Pydantic-validated VolSurfaceResult including underlying, forward price, points, interpolation method, and data quality flags. - Pipeline Integration: Triggers downstream Greeks calculation (calc_greeks / options-greeks) and optionally persists results to artifacts/options/{strategy_name}/vol_surface.json. - Use Case: After an options brainstorm produces an OptionsSpec for a GC vol carry strategy, run this Skill to fit the surface from the sample options CSV, validate that implied vols fall within [0, 5], and hand off to the Greeks step. ## Quick Start Fit an implied volatility surface from the sample GC options CSV for my OptionsSpec and pass the validated VolSurfaceResult to the Greeks calculation step.

Frequently Asked Questions about options-vol-surface

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

FAQPage Schema
How do I build an implied volatility surface from options chain data?▼

Provide a validated OptionsSpec and options chain CSV with underlying, expiration, strike_price, mid_px, and instrument_class columns. The build_vol_surface tool reads the CSV and returns surface points with expiry, strike, side, and implied_vol.

What input format does options vol surface fitting require?▼

It requires an OptionsSpec (or equivalent fields) plus a CSV with columns underlying, expiration, strike_price, mid_px, and instrument_class. The sample fixture is data/sample_options/gc_options_merged_sample.csv.

How is the volatility surface output validated?▼

The output is validated as a Pydantic VolSurfaceResult. Acceptance requires at least one surface point and every implied_vol value within the range [0, 5], plus fields like underlying, as_of_date, and forward_price.

Can I use the sample CSV stub results for production research?▼

No. The sample CSV and sample_csv_stub interpolation results are only for explicit development fixture verification. They are marked data_quality as sample and must not be used as default research data or production surface evidence.

What happens if the vol surface components are unavailable?▼

The Skill keeps the component status as UNAVAILABLE rather than writing its own surface-fitting algorithm. It only calls actually published surface components through the ToolRegistry.

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