[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"skill:01M718E1C39ED60DPWCN7MGV1T":3,"skill-same:01M718E1C39ED60DPWCN7MGV1T":63},{"skillNo":4,"name":5,"nameZh":6,"description":7,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":16,"categories":17,"keywords":18,"publishedAt":36,"linkOnly":37,"markdownContent":38,"markdownBody":39,"frontMatter":40,"refName":41,"commitSha":42,"skillDirectory":43,"forksCount":44,"repositoryHtmlUrl":45,"repositoryHomepageUrl":6,"ownerHtmlUrl":46,"ownerBlogUrl":47,"ownerDescription":6,"updatedAt":48,"install":49,"resources":62},"01M718E1C39ED60DPWCN7MGV1T","option-vol-analysis",null,"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.","anthropics\u002Ffinancial-services","anthropics","https:\u002F\u002Favatars.githubusercontent.com\u002Fu\u002F76263028?v=4","01M697XGDPXJAVQ8391V2BCYTE","Anthropic","01M7188Y8CSYMMZ40A4B4N518V",41229,"Apache-2.0","https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fpartner-built\u002Flseg\u002Fskills\u002Foption-vol-analysis\u002FSKILL.md",[],[19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,35],"option vol analysis","analysis","option","trading","data","price","analyzing","surfaces","options","strategies","with","analyze","when","use","assess","pricing","Volatility","2026-11-10 10:12:30",false,"---\nname: option-vol-analysis\ndescription: 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.\n---\n\n# Option Volatility Analysis\n\nYou 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.\n\n## Core Principles\n\nAlways 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.\n\n## Available MCP Tools\n\n- **`equity_vol_surface`** — Implied vol surface for equities\u002Findices. Input: RIC (e.g., \".SPX@RIC\") or RICROOT (e.g., \"ES@RICROOT\"). Returns vol by strike\u002Fdelta and expiry.\n- **`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.\n- **`option_value`** — Price individual options with full Greeks (delta, gamma, vega, theta, rho). Use after identifying specific strikes from the vol surface.\n- **`option_template_list`** — Discover available option templates for an underlying. Use to find valid expiries and strikes before pricing.\n- **`tscc_historical_pricing_summaries`** — Historical OHLC data. Use to compute realized vol from price history.\n- **`qa_historical_equity_price`** — Historical equity prices. Alternative source for realized vol computation.\n\n## Tool Chaining Workflow\n\n1. **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).\n2. **Template Discovery:** Call `option_template_list` to find available option types, expiries, and strikes for the underlying.\n3. **Option Pricing:** Call `option_value` for specific options of interest. Extract premium, delta, gamma, vega, theta, implied vol.\n4. **Historical Data:** Call `tscc_historical_pricing_summaries` or `qa_historical_equity_price` for 1Y daily history.\n5. **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.\n6. **Synthesize:** Combine surface shape, Greeks, and implied-vs-realized comparison into a vol assessment with strategy recommendations.\n\n## Output Format\n\n### Vol Surface Summary\n| Tenor | ATM Vol | 25d RR | 25d BF |\n|-------|---------|--------|--------|\n| 1M | ... | ... | ... |\n| 3M | ... | ... | ... |\n| 6M | ... | ... | ... |\n| 1Y | ... | ... | ... |\n\n### Greeks Table\n| Greek | Call | Put |\n|-------|------|-----|\n| Premium | ... | ... |\n| Delta | ... | ... |\n| Gamma | ... | ... |\n| Vega | ... | ... |\n| Theta | ... | ... |\n| Implied Vol | ... | ... |\n\n### Implied vs Realized Comparison\n| Window | Realized Vol | Implied Vol (matching tenor) | Premium (IV - RV) | Signal |\n|--------|-------------|------------------------------|--------------------|---------|\n| 20d | ... | 1M ATM | ... | Rich\u002FCheap |\n| 60d | ... | 3M ATM | ... | Rich\u002FCheap |\n| 90d | ... | 6M ATM | ... | Rich\u002FCheap |\n\n### Assessment\nState the vol regime (low\u002Fnormal\u002Felevated\u002Fcrisis), whether implied is rich or cheap vs realized, surface shape signals (skew direction, term structure shape), and recommended strategies with key Greeks and rationale.\n","# Option Volatility Analysis\n\nYou 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.\n\n## Core Principles\n\nAlways 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.\n\n## Available MCP Tools\n\n- **`equity_vol_surface`** — Implied vol surface for equities\u002Findices. Input: RIC (e.g., \".SPX@RIC\") or RICROOT (e.g., \"ES@RICROOT\"). Returns vol by strike\u002Fdelta and expiry.\n- **`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.\n- **`option_value`** — Price individual options with full Greeks (delta, gamma, vega, theta, rho). Use after identifying specific strikes from the vol surface.\n- **`option_template_list`** — Discover available option templates for an underlying. Use to find valid expiries and strikes before pricing.\n- **`tscc_historical_pricing_summaries`** — Historical OHLC data. Use to compute realized vol from price history.\n- **`qa_historical_equity_price`** — Historical equity prices. Alternative source for realized vol computation.\n\n## Tool Chaining Workflow\n\n1. **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).\n2. **Template Discovery:** Call `option_template_list` to find available option types, expiries, and strikes for the underlying.\n3. **Option Pricing:** Call `option_value` for specific options of interest. Extract premium, delta, gamma, vega, theta, implied vol.\n4. **Historical Data:** Call `tscc_historical_pricing_summaries` or `qa_historical_equity_price` for 1Y daily history.\n5. **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.\n6. **Synthesize:** Combine surface shape, Greeks, and implied-vs-realized comparison into a vol assessment with strategy recommendations.\n\n## Output Format\n\n### Vol Surface Summary\n| Tenor | ATM Vol | 25d RR | 25d BF |\n|-------|---------|--------|--------|\n| 1M | ... | ... | ... |\n| 3M | ... | ... | ... |\n| 6M | ... | ... | ... |\n| 1Y | ... | ... | ... |\n\n### Greeks Table\n| Greek | Call | Put |\n|-------|------|-----|\n| Premium | ... | ... |\n| Delta | ... | ... |\n| Gamma | ... | ... |\n| Vega | ... | ... |\n| Theta | ... | ... |\n| Implied Vol | ... | ... |\n\n### Implied vs Realized Comparison\n| Window | Realized Vol | Implied Vol (matching tenor) | Premium (IV - RV) | Signal |\n|--------|-------------|------------------------------|--------------------|---------|\n| 20d | ... | 1M ATM | ... | Rich\u002FCheap |\n| 60d | ... | 3M ATM | ... | Rich\u002FCheap |\n| 90d | ... | 6M ATM | ... | Rich\u002FCheap |\n\n### Assessment\nState the vol regime (low\u002Fnormal\u002Felevated\u002Fcrisis), whether implied is rich or cheap vs realized, surface shape signals (skew direction, term structure shape), and recommended strategies with key Greeks and rationale.\n",{"name":5,"description":7},"main","60565064557ca77b12f62aa7877f365d111c129d","plugins\u002Fpartner-built\u002Flseg\u002Fskills\u002Foption-vol-analysis",5744,"https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services","https:\u002F\u002Fgithub.com\u002Fanthropics","https:\u002F\u002Fanthropic.com","2026-10-29 01:23:24",{"source":8,"skillName":5,"commands":50,"prompt":60,"zipAvailable":61},[51,54,57],{"tool":52,"command":53},"npx","npx skills add anthropics\u002Ffinancial-services --skill option-vol-analysis",{"tool":55,"command":56},"bunx","bunx skills add anthropics\u002Ffinancial-services --skill option-vol-analysis",{"tool":58,"command":59},"pnpm","pnpm dlx skills add anthropics\u002Ffinancial-services --skill option-vol-analysis","安装技能，技能地址：https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fpartner-built\u002Flseg\u002Fskills\u002Foption-vol-analysis\u002FSKILL.md",true,[],[64,88,110,132,161,179],{"skillNo":65,"name":66,"nameZh":6,"description":67,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":68,"categories":69,"keywords":70,"publishedAt":36},"01M718K18RVV0Z7T7JR4DDYCR9","value-creation-plan","Structure post-acquisition value creation plans with revenue, cost, and operational levers mapped to an EBITDA bridge. Includes 100-day priorities, KPI targets, and accountability frameworks. Use when planning post-close execution, preparing operating partner materials, or building a board-ready value creation roadmap. Triggers on \"value creation plan\", \"100-day plan\", \"post-close plan\", \"EBITDA bridge\", \"operating plan\", or \"value creation levers\".","https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fvertical-plugins\u002Fprivate-equity\u002Fskills\u002Fvalue-creation-plan\u002FSKILL.md",[],[71,72,73,74,75,76,77,78,79,80,81,82,83,32,84,31,85,29,86,87],"value","creation","value creation plan","plan","operating","ready","bridge","planning","frameworks","kpi","triggers","execution","plans","roadmap","materials","cost","acquisition",{"skillNo":89,"name":90,"nameZh":6,"description":91,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":92,"categories":93,"keywords":94,"publishedAt":36},"01M718JXVXRBT0736V7KDW3EHC","unit-economics","Analyze unit economics for PE targets — ARR cohorts, LTV\u002FCAC, net retention, payback periods, revenue quality, and margin waterfall. Essential for software\u002FSaaS, recurring revenue, and subscription businesses. Use when evaluating revenue quality, building a cohort analysis, or assessing customer economics. Triggers on \"unit economics\", \"cohort analysis\", \"ARR analysis\", \"LTV CAC\", \"net retention\", \"revenue quality\", or \"customer economics\".","https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fvertical-plugins\u002Fprivate-equity\u002Fskills\u002Funit-economics\u002FSKILL.md",[],[95,96,97,98,99,100,101,102,81,103,32,31,104,20,30,105,106,107,108,109],"unit","economics","unit economics","cohort analysis","recurring","essential","for","retention","recurring revenue","saas","targets","arr","customer","revenue","cohort",{"skillNo":111,"name":112,"nameZh":6,"description":113,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":114,"categories":115,"keywords":116,"publishedAt":36},"01M718JV1463SCF8XND52PRN03","returns-analysis","Build quick IRR\u002FMOIC sensitivity tables for PE deal evaluation. Models returns across entry multiple, leverage, exit multiple, growth, and hold period scenarios. Use when sizing up a deal, stress-testing assumptions, or preparing IC returns exhibits. Triggers on \"returns analysis\", \"IRR sensitivity\", \"MOIC table\", \"what's the return at\", \"model the returns\", or \"back of the envelope\".","https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fvertical-plugins\u002Fprivate-equity\u002Fskills\u002Freturns-analysis\u002FSKILL.md",[],[117,20,118,119,120,121,122,101,123,124,125,81,126,32,31,127,128,129,130,131],"returns analysis","returns","back","leverage","quick","model","sensitivity","testing","up","exit","growth","across","deal","build","models",{"skillNo":133,"name":134,"nameZh":6,"description":135,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":136,"categories":137,"keywords":146,"publishedAt":36},"01M718JRJYHENXRTAS2WES2J4E","portfolio-monitoring","Track and analyze portfolio company performance against plan. Ingests monthly\u002Fquarterly financial packages (Excel, PDF), extracts KPIs, flags variances to budget, and produces summary dashboards. Use when reviewing portfolio company financials, preparing board materials, or monitoring covenant compliance. Triggers on \"review portfolio company\", \"monthly financials\", \"how is [company] performing\", \"covenant check\", or \"portfolio update\".","https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fvertical-plugins\u002Fprivate-equity\u002Fskills\u002Fportfolio-monitoring\u002FSKILL.md",[138,143],{"categoryNo":139,"categoryName":140,"taxonomyType":141,"taxonomyTypeDesc":142},"01JBSEEDCAT000000000000002","文档处理","SCENARIO","使用场景",{"categoryNo":144,"categoryName":145,"taxonomyType":141,"taxonomyTypeDesc":142},"01JBSEEDCAT000000000000004","电子表格",[147,148,149,150,151,152,153,154,81,32,31,155,156,30,85,157,158,74,159,160],"portfolio monitoring","monitoring","portfolio","financials","PDF","xlsx","performance","company","review","check","packages","track","covenant","how",{"skillNo":162,"name":163,"nameZh":6,"description":164,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":165,"categories":166,"keywords":167,"publishedAt":36},"01M718JPCC86RSTX0ZH4XK26J7","ic-memo","Draft a structured investment committee memo for PE deal approval. Synthesizes due diligence findings, financial analysis, and deal terms into a professional IC-ready document. Use when preparing for investment committee, writing up a deal, or creating a formal recommendation. Triggers on \"write IC memo\", \"investment committee memo\", \"deal write-up\", \"prepare IC materials\", or \"recommendation memo\".","https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fvertical-plugins\u002Fprivate-equity\u002Fskills\u002Fic-memo\u002FSKILL.md",[],[168,169,170,76,171,101,172,125,81,173,32,174,31,20,85,175,129,176,177,178],"ic memo","memo","recommendation memo","professional","recommendation","writing","document","draft","write","financial analysis","investment",{"skillNo":180,"name":181,"nameZh":6,"description":182,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":183,"categories":184,"keywords":188,"publishedAt":36},"01M718JK2B01WZQPFHVHKY25PD","deal-sourcing","PE deal sourcing workflow — discover target companies, check CRM for existing relationships, and draft personalized founder outreach emails. Use when sourcing new deals, prospecting companies in a sector, or reaching out to founders. Triggers on \"find companies\", \"source deals\", \"draft founder email\", \"check if we've seen this company\", or \"outreach to founder\".","https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fvertical-plugins\u002Fprivate-equity\u002Fskills\u002Fdeal-sourcing\u002FSKILL.md",[185],{"categoryNo":186,"categoryName":187,"taxonomyType":141,"taxonomyTypeDesc":142},"01JBSEEDCAT000000000000005","邮件与沟通",[189,190,129,191,192,193,101,154,81,194,195,196,32,197,31,198,199,156,175,200],"sourcing","deal sourcing","target","discover","email","emails","prospecting","new","Existing","workflow","founders","find"]