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How this command is triggered — by the user, by Claude, or both
Slash command
/lseg:analyze-option-vol <underlying e.g. .SPX or EURUSD> [strike] [expiry]The summary Claude sees in its command listing — used to decide when to auto-load this command
# 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...
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.
/analyze-option-volAnalyzes option volatility for underlying assets (e.g. .SPX, EURUSD): generates vol surface, prices options with Greeks, compares implied vs realized vol.
/option-valueValues embedded real options in commercial leases (renewal, expansion, termination, purchase) using Black-Scholes pricing. Extracts lease provisions, determines market parameters, runs a Python calculator, and produces a valuation report.
/analyze-flowAnalyzes institutional options flow for a symbol or market-wide, detecting unusual activity and smart money movements. Accepts symbol, timeframe, flow-type, min-premium, sentiment params.
/analyze-poolAnalyzes DeFi liquidity pools for APY, impermanent loss, risks, and optimization across Uniswap V2/V3, Curve, Balancer, and other DEXes on multiple chains.
/optimize-gasAnalyzes Ethereum gas fees and generates optimization report with current status, historical comparisons, timing windows, L2/sidechain alternatives, and cost-saving strategies.
Share bugs, ideas, or general feedback.
Share bugs, ideas, or general feedback.