yf-options

Name: yf-options
Availability: InStock
Author: PhaniJ

Analyze yfinance options chains to compute put-call ratios, max-pain, and implied volatility metrics.

1|Updated Jan 14, 2026

Search Tags:#options #volatility #yfinance #iv-structure #oi-ratio #max-pain

Ready to run

npx skills add https://github.com/phanijapps/zbot --skill yf-options

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: yf-options
Source: https://github.com/phanijapps/zbot/tree/main/gateway/templates/skills/yf-options
Command: npx skills add https://github.com/phanijapps/zbot --skill yf-options

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) components.

What problem does it solve?

Automates the analysis of options chains to quantify volatility structure, liquidity signals, and sentiment, saving time and reducing guesswork for options traders and researchers.

Core Features & Use Cases

Compute put-call open-interest and volume ratios, max-pain estimates, ATM IV by expiry, and term-structure slopes.
Assess implied-volatility skew using moneyness buckets and expiry-based comparisons.
Produce a concise narrative report with actionable signals and optional visuals for expiry comparisons.

Quick Start

Run yf-options on a target symbol to generate implied-volatility curves, OI-based signals, and a summary report.

Frequently Asked Questions about yf-options

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

FAQPage Schema

How do I analyze options chains to measure implied volatility structure?▼

Analyzing options chains from yfinance measures implied volatility structure by computing put-call ratios, ATM IV by expiry, and term-structure slopes. This quantifies open-interest positioning and directional sentiment across multiple symbols.

How does max-pain estimation work for options expiry diagnostics?▼

Max-pain estimation works by analyzing open-interest distribution across strike prices for a given expiry. It calculates the strike where option writers face the least financial loss, providing a focal point for expiry-by-expiry diagnostics and price magnetism.

Can I calculate put-call volume ratios using yfinance options data?▼

Yes, you can calculate put-call volume ratios using yfinance options data by applying numeric cleaning to the downloaded chains. This computes derived metrics that assess liquidity signals and directional sentiment.

What is the best way to assess implied-volatility skew using moneyness buckets?▼

Assessing implied-volatility skew using moneyness buckets involves grouping options by strike distance from the underlying price. This expiry-based comparison reveals volatility regime shifts and skew slopes across multiple symbols.

Do I need Python to generate options volatility curves and OI-based signals?▼

Yes, you need Python with yfinance installed to generate options volatility curves and OI-based signals. The environment processes raw options chains, performs numeric cleaning, and computes derived metrics with optional visual outputs.