Analyze option volatility by combining vol surface data, option pricing with Greeks, and historical price data to assess implied vs realized volatility. Use when pricing options, analyzing volatility surfaces, computing Greeks, assessing vol premiums, or evaluating vol trading strategies.
Install
npx skills add anthropics/financial-services --skill option-vol-analysisnpx skills add anthropics/financial-services --skill option-vol-analysis -a claude-code -gnpx skills add anthropics/financial-services --skill option-vol-analysis -a codex -ggemini skills install https://github.com/anthropics/financial-services.git --path plugins/partner-built/lseg/skills/option-vol-analysisgh skill install anthropics/financial-services option-vol-analysisgit clone --depth 1 https://github.com/anthropics/financial-services /tmp/anthropics__financial-services
mkdir -p ~/.claude/skills ~/.agents/skills
cp -R /tmp/anthropics__financial-services/plugins/partner-built/lseg/skills/option-vol-analysis ~/.claude/skills/option-vol-analysis # Claude Code
cp -R /tmp/anthropics__financial-services/plugins/partner-built/lseg/skills/option-vol-analysis ~/.agents/skills/option-vol-analysis # Codex, Cursor, Gemini CLI, Copilot, OpenCode