Alphagbm Vol Smile · AlphaGBM/skills
Analyze options volatility smile and skew
Maps implied volatility across strikes for one expiration to reveal put or call skew and smile shape, with skew metrics like 25-delta skew and risk reversal, useful for spotting directional pricing in options chains.
Good for
- Check put skew for a specific expiration
- Compare 25-delta skew and risk reversal
- Classify smile shape as normal or skewed
- Source repository
- AlphaGBM/skills
- Category
- General
Open-source skills are maintained by their authors and listed as published, with attribution. Results depend on how well the skill fits your task and material.
A good place to start
Show me the volatility skew for AAPL options expiring next month.
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