By dongzhuoyao
Implied volatility analysis — surface fitting, term structure, skew, smile, vol forecasting.
Fit and visualize the implied volatility surface for a ticker — IV across strike (skew) and time (term structure). Use this skill when the user asks for an IV surface, vol surface, mispriced options across the chain, butterfly arbitrage check, or vol-of-vol context. Triggers: "IV surface", "vol surface", "show me the smile", "find dislocated options", "is the surface arb-free", "fit SVI / SABR", "surface for AAPL/SPY/QQQ", "scan the chain for cheap vol". Use even with partial input — defaults: nearest 6 expiries, ±20% strike range from spot.
Analyze the strike-axis implied volatility skew for a ticker — 25-delta risk reversal, butterfly, put-call skew, and skew steepness percentile. Use this skill when the user asks about put/call skew, downside protection cost, "is the skew rich", "compare AAPL skew to history", or directional implications of skew shape. Triggers: "vol skew", "smile", "risk reversal", "25d RR", "25d butterfly", "put skew rich/cheap", "tail risk premium", "skew percentile". Use even with partial input — default expiry: 30 DTE.
Analyze the time-axis implied vol term structure for a ticker — ATM IV across expiries, contango vs backwardation, and event-vol jumps (earnings, FOMC, expirations). Use this skill when the user asks about IV across expiries, VIX9D/VIX/VIX3M shape, earnings vol bump, near-vs-far IV, or whether to roll or sell vol farther/nearer. Triggers: "term structure", "contango", "backwardation", "vol curve", "VIX9D vs VIX", "earnings vol crush", "IV rank by expiry", "near vol vs far vol". Default: ATM strike, all listed expiries up to 1Y.
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