option-vol-analysis Guide
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.
When to use option-vol-analysis
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.
How to use option-vol-analysis
option-vol-analysis is a Claude skill in the SKILL.md format. Add it to your Claude environment from the source repository below, then it activates as a user-invocable skill when your task matches its description.