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.
How to install option-vol-analysis?
lseg-api-samples/lseg-claude-plugin/option-vol-analysis
$npx -y skills add lseg-api-samples/lseg-claude-plugin --skill option-vol-analysisInstalls into the current project.
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Run `npx skills use "https://github.com/lseg-api-samples/lseg-claude-plugin" --skill "lseg-api-samples/lseg-claude-plugin/option-vol-analysis"` and follow the generated skill instructions now. Read its complete output, redirecting it to a temporary file first if necessary. Resolve relative paths from the supporting-files directory it provides.
Use the skills in "https://github.com/lseg-api-samples/lseg-claude-plugin" that are relevant to the current task. Run `npx skills add "https://github.com/lseg-api-samples/lseg-claude-plugin"` and select the relevant skills, then follow their instructions.
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