volatility-surface-analyzer
CommunityAnalyze volatility surfaces and IV risk signals.
Data & Analytics#volatility#vrp#implied-volatility#term-structure#iv-rank#realized-volatility#vol-cone
Authormahmoud20138
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Helps traders analyze volatility dynamics by comparing realized and implied volatility to uncover mispricing and risk in options markets.
Core Features & Use Cases
- Realized volatility engine: compute multi-window realized vol to benchmark options pricing.
- Volatility cone & IV metrics: assess current IV against historical distributions, including IV rank/percentile.
- IV term structure analysis: evaluate contango/backwardation to inform risk management and strategy selection.
- VRP and regime signals: derive variance risk premium and volatility regime insights for tactical decisions.
Quick Start
Provide historical return data and option IVs to generate a volatility surface and IV signals for your assets.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: volatility-surface-analyzer Download link: https://github.com/mahmoud20138/Tradecraft/archive/main.zip#volatility-surface-analyzer Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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