Alphagbm Vol Surface · AlphaGBM/skills
Build a 3D implied volatility surface for options
Builds a full implied volatility surface across strikes and expirations for an options ticker, showing term structure, skew by expiry, and pricing anomalies, useful for spotting whether options are cheap or expensive.
Good for
- Check term structure across expirations
- Spot pricing anomalies in the options chain
- Compare implied vs historical volatility premium
- 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
Build the volatility surface for NVDA options and flag any anomalies.
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