npx claudepluginhub ian-lawrence423/anthropic-financial --plugin lseg<underlying e.g. .SPX or EURUSD> [strike] [expiry]# Analyze Option Volatility > This command uses LSEG volatility surfaces, option pricing, and historical data tools. See [CONNECTORS.md](../CONNECTORS.md) for available tools. Analyze the volatility environment for an underlying by generating the vol surface, pricing options with full Greeks, and comparing implied vs realized volatility. See the **option-vol-analysis** skill for domain knowledge on vol surface interpretation and Greeks analysis. ## Workflow ### 1. Gather Input Ask the user for: - Underlying asset (required): - Equities/indices: RIC format (e.g., "VOD.L@RIC", ".SPX@R...
/analyze-option-volAnalyzes option volatility for underlying assets (e.g. .SPX, EURUSD): generates vol surface, prices options with Greeks, compares implied vs realized vol.
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This command uses LSEG volatility surfaces, option pricing, and historical data tools. See CONNECTORS.md for available tools.
Analyze the volatility environment for an underlying by generating the vol surface, pricing options with full Greeks, and comparing implied vs realized volatility.
See the option-vol-analysis skill for domain knowledge on vol surface interpretation and Greeks analysis.
Ask the user for:
Determine whether this is equity/index or FX to select the correct vol surface tool.
For equities/indices/futures: Call equity_vol_surface.
For FX: Call fx_vol_surface.
Extract: ATM vol at each tenor, 25-delta risk reversal, 25-delta butterfly.
Call option_template_list for the underlying. Identify available types, expiries, and strikes.
Call option_value with the underlying, strike, and expiry.
Extract: premium, delta, gamma, vega, theta, implied vol.
Call tscc_historical_pricing_summaries with interval: "P1D", tenor: "1Y".
Compute close-to-close realized vol over 20-day, 60-day, 90-day windows. Compare to matching implied vol tenors.
Present: vol surface summary table, Greeks table, implied vs realized comparison, vol regime assessment, strategy recommendations.
Lead with the key vol finding (implied rich/cheap vs realized). Follow with the surface summary, option pricing, and detailed comparison.