3D volatility surface analysis mapping implied volatility across strikes (moneyness) and expirations. Shows whether options are cheap or expensive at every p...
数据分析
Alphagbm Vol Smile
试用2D volatility smile and skew analysis for a single expiration date. Maps IV across strikes to reveal put skew, call skew, and smile shape. Returns smile curv...
它能做什么
2D volatility smile and skew analysis for a single expiration date. Maps IV across strikes to reveal put skew, call skew, and smile shape. Returns smile curve data, skew metrics (25-delta skew, risk reversal), and shape classification. Use when: analyzing put/call skew, checking if puts are expensive, understanding directional fear in options pricing, finding skew trades. Triggers on: "vol smile AAPL", "skew analysis NVDA", "put skew for TSLA", "is the smile steep for SPY", "volatility skew META", "smile shape for GOOGL".
技能文档
AlphaGBM Volatility Smile
Prerequisites
- API Key: Set env
ALPHAGBM_API_KEY(formatagbm_xxxx...). - Base URL: Default
https://alphagbm.zeabur.app. Override with envALPHAGBM_BASE_URL.
What This Skill Does
Analyzes the volatility smile (or skew) for a single expiration -- the curve of implied volatility plotted against strike prices. Reveals how the market prices tail risk, directional fear, and supply/demand imbalances across the options chain.
Key Outputs
| Output | What It Shows |
|---|---|
| Smile Curve | IV at each strike for the selected expiry -- the raw smile data |
| 25-Delta Skew | IV(25d put) - IV(25d call) -- the standard measure of directional skew |
| Risk Reversal | Price of 25d call minus 25d put -- a tradeable expression of skew |
| Smile Shape | Classification: normal, flat, reverse, winged, or smirk |
| Skew Percentile | Current skew vs. 252-day history -- is skew unusually steep or flat? |
What Smile Shape Means for Trading
| Shape | Description | Market Implication | Trade Ideas |
|---|---|---|---|
| Normal | OTM puts have higher IV than OTM calls | Standard hedging demand -- puts are expensive | Sell put spreads, buy call spreads |
| Flat | IV roughly equal across strikes | Low fear, balanced positioning | Neutral strategies (iron condors) |
| Reverse | OTM calls have higher IV than OTM puts | Upside speculation or short squeeze risk | Sell call spreads if overpriced |
| Winged | Both OTM puts and calls elevated | Expecting a large move, direction unknown | Sell straddles/strangles if IV is high |
| Smirk | Asymmetric -- one side significantly steeper | Directional fear concentrated on one side | Trade the steep side if skew is extreme |
API Endpoint
Volatility Smile
GET /api/options/tools/vol-smile/?expiry=2026-04-17
Query parameters:
- expiry (optional): Expiration date in
YYYY-MM-DDformat. Defaults to nearest monthly expiry if omitted.
Returns the smile curve (strikes, IVs, deltas), skew metrics, shape classification, and skew percentile for the specified expiration.
How to Use
Input
- Required: Ticker symbol
- Optional: Expiration date (defaults to nearest monthly), moneyness range
Output Structure
{
"ticker": "AAPL",
"price": 218.45,
"expiry": "2026-04-18",
"dte": 20,
"smile": {
"strikes": [190, 195, 200, 205, 210, 215, 220, 225, 230, 235, 240],
"ivs": [42.1, 39.5, 36.8, 34.0, 31.5, 29.2, 27.5, 28.8, 30.5, 32.8, 35.2],
"deltas": [-0.10, -0.15, -0.22, -0.30, -0.40, -0.48, 0.52, 0.42, 0.32, 0.22, 0.14]
},
"skew_metrics": {
"skew_25d": -8.3,
"risk_reversal_25d": -2.45,
"skew_10d": -14.6,
"atm_iv": 28.3
},
"shape": "normal",
"skew_percentile": 72,
"interpretation": "Put skew is moderately steep (72nd percentile). OTM puts are pricing ~8 vol points above equidistant calls -- standard hedging demand with slight elevation."
}
Example Queries
| User Says | What Happens |
|---|---|
| "Vol smile AAPL" | Smile curve for nearest monthly expiry with skew metrics |
| "Skew analysis NVDA" | Full smile + skew percentile vs. history |
| "Put skew for TSLA" | Focuses on put-side IV, 25d skew, skew percentile |
| "Is the smile steep for SPY?" | Compares current 25d skew to 252-day range |
| "Smile shape GOOGL April expiry" | Shape classification for specified expiration |
Mock Data
Demo tickers available without API key: AAPL, NVDA, SPY, TSLA, META. Smile data uses realistic IV snapshots from mock-data/.
Related Skills
- alphagbm-vol-surface -- See the full 3D surface across all expirations
- alphagbm-iv-rank -- Is overall IV high or low vs. history?
- alphagbm-options-strategy -- Steep skew suggests certain spread strategies
- alphagbm-options-score -- Use skew insights to find better-scored contracts
Powered by AlphaGBM -- Real-data options & research intelligence for traders and AI agents. 10K+ users.
相关技能
Greeks dashboard for any option contract or multi-leg position. Covers first-order Greeks (Delta, Gamma, Theta, Vega, Rho) and second-order Greeks (Charm, Va...
Recommends optimal multi-leg option strategies based on your market view (bullish, bearish, neutral, volatile). Supports 15+ strategy templates including spr...
1 星标
Score and rank options contracts for any ticker using AlphaGBM's multi-factor scoring model (liquidity, IV attractiveness, Greeks balance, risk/reward). Retu...
1 星标
P&L simulation engine for any single-leg or multi-leg option position. Generates profit/loss diagrams at expiry, P&L over time, what-if scenarios (price, IV,...
Side-by-side comparison of 2-5 stocks or options across GBM Five Pillars scores, options metrics, technicals, and valuations. Identifies the winner by catego...