Summary
This chains together volatility surface data, option pricing with Greeks, and historical price feeds to compare implied versus realized volatility across timeframes. You pull the vol surface first for market structure (ATM term structure, skew, smile), price specific options for Greeks, then compute realized vol from historical data to assess whether options are rich or cheap. The workflow is prescriptive: surface snapshot, then template discovery, then pricing, then historical comparison, ending with a structured output that includes vol surface tables, Greeks, and implied vs realized spreads with trade signals. Best for volatility trading setups where you need to justify whether to buy or sell premium based on the vol premium spread.
Install to Claude Code
npx -y skills add anthropics/financial-services-plugins --skill option-vol-analysis --agent claude-codeInstalls into .claude/skills of the current project.
Keep your Mac awake while Claude Code and 40+ AI agents run. Sleeps when they're idle.
One time payment $9 →
Integrate web data into your AI product. One API to scrape website & brand data.
Get API Key Now →
Agent, run crypto. Access onchain data & trade routes via 1inch.
Install now →
On Capafy, your Skill runs online 24/7 as an agent product, and you get paid every time someone uses it.
Start earning →
Files
SKILL.md
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Featured
Keep your Mac awake while Claude Code and 40+ AI agents run. Sleeps when they're idle.
One time payment $9 →Integrate web data into your AI product. One API to scrape website & brand data.
Get API Key Now →Agent, run crypto. Access onchain data & trade routes via 1inch.
Install now →On Capafy, your Skill runs online 24/7 as an agent product, and you get paid every time someone uses it.
Start earning →
