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option-vol-analysis▌

anthropics/financial-services-plugins · updated Apr 8, 2026

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$npx skills add https://github.com/anthropics/financial-services-plugins --skill option-vol-analysis
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summary

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.

skill.md

Option Volatility Analysis

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.

Core Principles

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.

Available MCP Tools

  • 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.

Tool Chaining Workflow

  1. Vol Surface Snapshot: Call 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).
  2. Template Discovery: Call option_template_list to find available option types, expiries, and strikes for the underlying.
  3. Option Pricing: Call option_value for specific options of interest. Extract premium, delta, gamma, vega, theta, implied vol.
  4. Historical Data: Call tscc_historical_pricing_summaries or qa_historical_equity_price for 1Y daily history.
  5. Realized Vol Computation: From historical prices, compute close-to-close realized vol over 20-day, 60-day, and 90-day windows. Compare to matching implied vol tenors.
  6. Synthesize: Combine surface shape, Greeks, and implied-vs-realized comparison into a vol assessment with strategy recommendations.

Output Format

Vol Surface Summary

Tenor ATM Vol 25d RR 25d BF
1M ... ... ...
3M ... ... ...
6M ... ... ...
1Y ... ... ...

Greeks Table

Greek Call Put
Premium ... ...
Delta ... ...
Gamma ... ...
Vega ... ...
Theta ... ...
Implied Vol ... ...

Implied vs Realized Comparison

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

Assessment

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.

how to use option-vol-analysis

How to use option-vol-analysis on Cursor

AI-first code editor with Composer

1

Prerequisites

Before installing skills in Cursor, ensure your development environment meets these requirements:

  • ›Cursor installed and configured on your development machine
  • ›Node.js version 16.0+ with npm package manager (verify with node --version)
  • ›Active project directory or workspace where you want to add option-vol-analysis
2

Execute installation command

Execute the skills CLI command in your project's root directory to begin installation:

$npx skills add https://github.com/anthropics/financial-services-plugins --skill option-vol-analysis

The skills CLI fetches option-vol-analysis from GitHub repository anthropics/financial-services-plugins and configures it for Cursor.

3

Select Cursor when prompted

The CLI will show a list of available agents. Use arrow keys to navigate and space to select Cursor:

◆ Which agents do you want to install to?
│
│ ── Universal (.agents/skills) ── always included ────
│ • Amp
│ • Antigravity
│ • Cline
│ • Codex
│ ●Cursor(selected)
│ • Cursor
│ • Windsurf
4

Verify installation

Confirm successful installation by checking the skill directory location:

.cursor/skills/option-vol-analysis

Reload or restart Cursor to activate option-vol-analysis. Access the skill through slash commands (e.g., /option-vol-analysis) or your agent's skill management interface.

⚠

Security & Verification Notice

We perform automated surface-level scans (Gen AI Scanner, Socket, Snyk) during installation. These checks detect common vulnerabilities but do not guarantee complete security. Always review skill source code and verify the publisher's reputation before production use.

Skills execute code in your development environment. Always verify the publisher's identity, review recent commits, and test in isolated environments before production deployment.

Additional Resources

›View source code on GitHub›Skills CLI documentation›Learn more about Cursor›What are agent skills?

List & Monetize Your Skill

Submit your Claude Code skill and start earning

GET_STARTED →

Use Cases▌

User Story & Requirements Generation

Create detailed user stories, acceptance criteria, and feature specs

Example

Generate user stories for 'password reset feature' with acceptance criteria, edge cases, and test scenarios

✓

Reduce spec writing time by 50%, ensure comprehensive coverage

Competitive Analysis

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

Roadmap Prioritization

Evaluate features using frameworks (RICE, ICE, Kano) and create prioritized backlogs

Example

Score 20 feature ideas using RICE framework, generate prioritized roadmap with rationale

✓

Make data-driven prioritization decisions faster

Stakeholder Communication

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

Implementation Guide▌

Prerequisites

  • ›Claude Desktop or compatible AI client
  • ›Access to product documentation and roadmap tools (Jira, Notion, etc.)
  • ›Understanding of product management frameworks (RICE, Jobs-to-be-Done, etc.)
  • ›Stakeholder contact information and communication channels

Time Estimate

30-60 minutes to see productivity improvements

Installation Steps

  1. 1.Install product management skill
  2. 2.Start with user story generation for known feature
  3. 3.Progress to competitive analysis: research 2-3 competitors
  4. 4.Use for roadmap prioritization: apply RICE/ICE scoring
  5. 5.Draft stakeholder communications and refine based on feedback
  6. 6.Build template library for recurring PM tasks
  7. 7.Share effective prompts with product team

Common Pitfalls

  • ⚠Not validating competitive research—verify facts before sharing
  • ⚠Accepting user stories without involving engineering team
  • ⚠Over-relying on frameworks without qualitative judgment
  • ⚠Not customizing outputs to company culture and communication style
  • ⚠Skipping stakeholder validation of generated requirements

Best Practices▌

✓ Do

  • +Validate research and competitive analysis with real data
  • +Collaborate with engineering when generating technical requirements
  • +Customize frameworks and templates to your company context
  • +Use skill for first drafts, refine with stakeholder input
  • +Document successful prompt patterns for PM tasks
  • +Combine AI efficiency with human judgment and intuition

✗ Don't

  • −Don't publish competitive analysis without fact-checking
  • −Don't finalize user stories without engineering review
  • −Don't make prioritization decisions solely on AI scoring
  • −Don't skip customer validation of generated requirements
  • −Don't ignore company-specific context and culture

💡 Pro Tips

  • ★Provide context: company goals, constraints, customer feedback
  • ★Ask for alternatives: 'Show 3 ways to prioritize this roadmap'
  • ★Request stakeholder-specific formatting: 'Executive summary vs. engineering spec'
  • ★Use skill for 70% generation + 30% customization to company needs

When to Use This▌

✓ 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.

Learning Path▌

  1. 1Basic: user stories, feature specs, status updates
  2. 2Intermediate: competitive analysis, prioritization frameworks, PRDs
  3. 3Advanced: product strategy, go-to-market planning, OKR setting
  4. 4Expert: product vision, market positioning, business model innovation

Discussion

Product Hunt–style comments (not star reviews)
  • No comments yet — start the thread.
general reviews

Ratings

4.4★★★★★59 reviews
  • ★★★★★Dhruvi Jain· Dec 28, 2024

    We added option-vol-analysis from the explainx registry; install was straightforward and the SKILL.md answered most questions upfront.

  • ★★★★★Kofi Liu· Dec 28, 2024

    option-vol-analysis reduced setup friction for our internal harness; good balance of opinion and flexibility.

  • ★★★★★Aanya Taylor· Dec 16, 2024

    Keeps context tight: option-vol-analysis is the kind of skill you can hand to a new teammate without a long onboarding doc.

  • ★★★★★Meera Gonzalez· Dec 16, 2024

    option-vol-analysis reduced setup friction for our internal harness; good balance of opinion and flexibility.

  • ★★★★★Mia Desai· Dec 12, 2024

    We added option-vol-analysis from the explainx registry; install was straightforward and the SKILL.md answered most questions upfront.

  • ★★★★★Oshnikdeep· Nov 19, 2024

    option-vol-analysis reduced setup friction for our internal harness; good balance of opinion and flexibility.

  • ★★★★★Aarav Huang· Nov 19, 2024

    We added option-vol-analysis from the explainx registry; install was straightforward and the SKILL.md answered most questions upfront.

  • ★★★★★Meera Perez· Nov 7, 2024

    option-vol-analysis is among the better-maintained entries we tried; worth keeping pinned for repeat workflows.

  • ★★★★★Naina Smith· Nov 7, 2024

    We added option-vol-analysis from the explainx registry; install was straightforward and the SKILL.md answered most questions upfront.

  • ★★★★★Evelyn Wang· Nov 3, 2024

    option-vol-analysis reduced setup friction for our internal harness; good balance of opinion and flexibility.

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