option-vol-analysis
Know whether options look rich or cheap.
What it does
Assess option volatility by comparing implied and realized volatility, interpreting surface shape and Greeks, and recommending strategies.
When to use it
Use when pricing options, analyzing volatility surfaces, computing Greeks, assessing volatility premiums, or evaluating volatility trading strategies.
How to use it
Give it an underlying identifier; it returns a volatility assessment with surface summaries, Greeks, implied-versus-realized comparisons, and strategy recommendations.
What you provide
- a RIC, RICROOT, or currency pair
What you need · 0
No setup requirements listed.
Access · 5
This skill
equity_vol_surface
Retrieves equity volatility surfaces
fx_vol_surface
Retrieves FX volatility surfaces
option_template_list
Retrieves available option templates
option_value
Retrieves option prices and Greeks