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Option volatility analysis v1.0.0
Use this resource to compare implied and realised volatility to assess an options strategy
New
- 503 downloads
- 108 likes
- 166 saves
Free
Install with the CLI
In a terminal, from the folder you want:
npx --yes palatekit@latest install option-volatility-analysisWith no option, the skill goes to ~/.agents/skills/; add --agent claude-code (or codex, cursor…) to target an agent.
First time: connect the CLI with
npx --yes palatekit@latest loginThe agent starts from the volatility surface, computes Greeks through MCP tools, then compares implied with realised volatility. You get a Greeks table and an assessment of the volatility premium.
Mostly picked by
Updated November 2, 2026
Previews
Details
- Install guides
- Generates with
- Your agent's model
- Licence
- Apache-2.0
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What you get
- SKILL.md: tool sequence and implied-versus-realised comparison
- SKILL.md: Greeks table and surface assessment
Good fit for
- Deciding whether an option is expensive against realised moves
- Assessing a volatility-selling strategy before an event
Not for
Tags
- options
- volatility
- Greeks
- volatility surface
About
You say
“Compare the one-month implied volatility of the CAC 40 with its 30-day realised volatility, and give the Greeks of a call 5% out of the money.”
Skill published by anthropics under the Apache-2.0 license, delivered in its original version.
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How to use it
- Install the skill in your agent's skills folder
- Ask your agent to compare implied and realised volatility to assess an options strategy
- Review and adjust the result
Content preview
Files
- LICENSE11.3 KB
- NOTICE-PALATEKIT.md0.5 KB
- SKILL.md4 KB
Origin and licence
Listed unmodified
- Author
- anthropics
- Source
- github.com/anthropics/financial-services/tree/60565064557ca77b12f62aa7877f365d111c129d/plugins/partner-built/lseg/skills/option-vol-analysis
- Licence
- Apache-2.0
Notice
« option-vol-analysis » (anthropics, Apache-2.0) livré dans sa version d'origine : fiche en français et en anglais par PalateKit.
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