option-vol-analysis

github:anthropics/financial-services · first seen 2026-10-31 · source · badge

Analyze option volatility by combining vol surface data, option pricing with Greeks, and historical price data to assess implied vs realized volatility. Use when pricing options, analyzing volatility surfaces, computing Greeks, assessing vol premiums, or evaluating vol trading strategies.

Skill Health: not yet scored

Listed, not yet scored. This skill has no public model test yet. It is in the scoring queue; submitted skills go first, then the most-installed.

Version history