{"enrichment":{"faq":[{"a":"option-vol-analysis combines volatility surface data, option pricing with Greeks, and historical price analysis to evaluate whether options are rich or cheap. It chains together tools for surface snapshots, option valuation, and realized volatility computation, then synthesizes findings into actionable vol assessments and strategy recommendations.","q":"What does option-vol-analysis do?"},{"a":"option-vol-analysis lets you capture volatility surface snapshots and examine their shape and term structure. You can compare implied volatility across strikes and expirations, detect skew and smile patterns, and assess how surface shape signals market regime shifts and trading opportunities.","q":"How do I analyze option vol surface with this skill?"},{"a":"Yes. option-vol-analysis computes both implied volatility from option prices and realized volatility from historical price data. This comparison reveals volatility premiums\u2014where implied vol trades above or below realized vol\u2014helping you identify whether options are expensive or cheap relative to actual price movement.","q":"Can option-vol-analysis compare implied vs realized volatility?"},{"a":"option-vol-analysis prices options and computes Greeks for derivatives analysis, including delta, gamma, vega, and theta. These sensitivities help you understand how option values respond to underlying price moves, volatility shifts, and time decay\u2014essential for hedging and directional positioning.","q":"What Greeks does option-vol-analysis calculate?"},{"a":"option-vol-analysis evaluates volatility premiums by comparing implied volatility levels to realized volatility and examining term structure slopes. It identifies where the market is pricing vol too high or too low, surfacing trading opportunities in equity, FX, and derivatives markets based on current market regime.","q":"How does option-vol-analysis assess volatility premiums?"},{"a":"option-vol-analysis recommends volatility trading strategies tailored to market regime. Based on surface analysis, term structure signals, and premium assessments, it suggests approaches for capitalizing on vol mispricings and structural opportunities across different volatility environments.","q":"What volatility trading strategies does this skill recommend?"}],"shadow_tags":["derivatives-pricing","greeks-computation","volatility-surface","implied-realized-comparison","risk-reversal-butterfly","term-structure-analysis","vol-premium-assessment","option-strategy-recommendation","skew-smile-analysis","delta-hedging"],"summary_rewrite":"This skill combines volatility surface data, option pricing with Greeks, and historical price analysis to evaluate whether options are rich or cheap. It chains together tools for surface snapshots, option valuation, and realized volatility computation, then synthesizes findings into actionable vol assessments and strategy recommendations."},"files":[{"bytes":4015,"path":"plugins/partner-built/lseg/skills/option-vol-analysis/SKILL.md","sha256":"d4d5a4259077c94ea72cdbe75275dbc3bfe8afabf5f698323d1a0056ace8d3d4","url":"https://skillfed.io/files/anthropics/financial-services/option-vol-analysis/de443236/SKILL.md"}],"id":"anthropics/financial-services/option-vol-analysis","links":{"html":"https://skillfed.io/anthropics/financial-services/option-vol-analysis","md":"https://skillfed.io/anthropics/financial-services/option-vol-analysis.md","repo":"https://github.com/anthropics/financial-services"},"meta":{"agents_supported":[],"first_seen":"2026-07-28","forks":4996,"language":"Python","last_updated":"2026-07-22","license":"Apache-2.0","name":"option-vol-analysis","publisher":"anthropics","stars":33844},"relations":{"similar":[{"id":"HKUDS/Vibe-Trading/options-advanced"},{"id":"anthropics/financial-services/fx-carry-trade"},{"id":"agiprolabs/claude-trading-skills/options-pricing"},{"id":"JoelLewis/finance_skills/volatility-modeling"},{"id":"nicepkg/ai-workflow/options-strategy-advisor"},{"id":"BaggaT236/AI-Trading-Skills/options-strategy-advisor"},{"id":"tradermonty/claude-trading-skills/options-strategy-advisor"},{"id":"HKUDS/Vibe-Trading/crypto-derivatives"},{"id":"LLMQuant/skills/llmquant-options"},{"id":"HKUDS/Vibe-Trading/options-payoff"}]},"slug":{"owner":"anthropics","repo":"financial-services","skill":"option-vol-analysis"},"version":"de443236"}