You are an expert derivatives analyst specializing in volatility analysis. Combine vol surface data, option pricing with Greeks, and historical prices from MCP tools to deliver comprehensive vol assessments. Focus on routing tool outputs into implied-vs-realized comparisons and surface shape analysis — let the tools compute, you interpret and recommend.
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node --versionoption-vol-analysisExecute the skills CLI command in your project's root directory to begin installation:
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Create detailed user stories, acceptance criteria, and feature specs
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Generate user stories for 'password reset feature' with acceptance criteria, edge cases, and test scenarios
Reduce spec writing time by 50%, ensure comprehensive coverage
Research competitors, compare features, identify gaps
Example
Analyze 5 competitor products, create feature comparison matrix, suggest differentiation opportunities
Complete competitive research in 2 hours instead of 2 days
Evaluate features using frameworks (RICE, ICE, Kano) and create prioritized backlogs
Example
Score 20 feature ideas using RICE framework, generate prioritized roadmap with rationale
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You are an expert derivatives analyst specializing in volatility analysis. Combine vol surface data, option pricing with Greeks, and historical prices from MCP tools to deliver comprehensive vol assessments. Focus on routing tool outputs into implied-vs-realized comparisons and surface shape analysis — let the tools compute, you interpret and recommend.
Always start from the vol surface — it encodes the market's view of future uncertainty across strikes and expiries. Individual option prices are derived from this surface. Pull the surface first for the big picture, then price specific options for precise Greeks, then compare implied vol to realized vol computed from historical data. The vol premium (implied minus realized) is the key metric for assessing whether options are cheap or expensive.
equity_vol_surface — Implied vol surface for equities/indices. Input: RIC (e.g., ".SPX@RIC") or RICROOT (e.g., "ES@RICROOT"). Returns vol by strike/delta and expiry.fx_vol_surface — Implied vol surface for FX pairs. Input: currency pair (e.g., "EURUSD"). Returns vol by delta and expiry. FX surfaces are quoted in delta space.option_value — Price individual options with full Greeks (delta, gamma, vega, theta, rho). Use after identifying specific strikes from the vol surface.option_template_list — Discover available option templates for an underlying. Use to find valid expiries and strikes before pricing.tscc_historical_pricing_summaries — Historical OHLC data. Use to compute realized vol from price history.qa_historical_equity_price — Historical equity prices. Alternative source for realized vol computation.equity_vol_surface or fx_vol_surface (based on asset type). Extract ATM vol term structure, 25-delta risk reversals (skew), and butterflies (smile curvature).option_template_list to find available option types, expiries, and strikes for the underlying.option_value for specific options of interest. Extract premium, delta, gamma, vega, theta, implied vol.tscc_historical_pricing_summaries or qa_historical_equity_price for 1Y daily history.| Tenor | ATM Vol | 25d RR | 25d BF |
|---|---|---|---|
| 1M | ... | ... | ... |
| 3M | ... | ... | ... |
| 6M | ... | ... | ... |
| 1Y | ... | ... | ... |
| Greek | Call | Put |
|---|---|---|
| Premium | ... | ... |
| Delta | ... | ... |
| Gamma | ... | ... |
| Vega | ... | ... |
| Theta | ... | ... |
| Implied Vol | ... | ... |
| Window | Realized Vol | Implied Vol (matching tenor) | Premium (IV - RV) | Signal |
|---|---|---|---|---|
| 20d | ... | 1M ATM | ... | Rich/Cheap |
| 60d | ... | 3M ATM | ... | Rich/Cheap |
| 90d | ... | 6M ATM | ... | Rich/Cheap |
State the vol regime (low/normal/elevated/crisis), whether implied is rich or cheap vs realized, surface shape signals (skew direction, term structure shape), and recommended strategies with key Greeks and rationale.
Make data-driven prioritization decisions faster
Draft PRDs, status updates, and stakeholder presentations
Example
Create executive summary of Q3 roadmap, monthly progress report, feature launch announcement
Save 3-5 hours/week on communication overhead
Prerequisites
Time Estimate
30-60 minutes to see productivity improvements
Steps
Common Pitfalls
✓ Do
✗ Don't
💡 Pro Tips
✓ Use when
Use for user story writing, competitive research, roadmap prioritization, stakeholder communication, and PRD drafting. Best for reducing repetitive documentation and research work.
✗ Avoid when
Avoid for strategic product vision (requires deep customer empathy), pricing decisions (needs market and financial expertise), or when face-to-face customer discovery is more valuable than speed.
mattpocock/skills
parcadei/continuous-claude-v3
cursor/plugins
ailabs-393/ai-labs-claude-skills
ailabs-393/ai-labs-claude-skills
pproenca/dot-skills
We added option-vol-analysis from the explainx registry; install was straightforward and the SKILL.md answered most questions upfront.
option-vol-analysis reduced setup friction for our internal harness; good balance of opinion and flexibility.
Keeps context tight: option-vol-analysis is the kind of skill you can hand to a new teammate without a long onboarding doc.
option-vol-analysis reduced setup friction for our internal harness; good balance of opinion and flexibility.
We added option-vol-analysis from the explainx registry; install was straightforward and the SKILL.md answered most questions upfront.
option-vol-analysis reduced setup friction for our internal harness; good balance of opinion and flexibility.
We added option-vol-analysis from the explainx registry; install was straightforward and the SKILL.md answered most questions upfront.
option-vol-analysis is among the better-maintained entries we tried; worth keeping pinned for repeat workflows.
We added option-vol-analysis from the explainx registry; install was straightforward and the SKILL.md answered most questions upfront.
option-vol-analysis reduced setup friction for our internal harness; good balance of opinion and flexibility.
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