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option-vol-analysis

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.

70

Quality

88%

Does it follow best practices?

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SecuritybySnyk

Passed

No findings from the security scan

SKILL.md
Quality
Evals
Security

Quality

Content

82%Weight 40%Scale 1-5

Reviews the quality of instructions and guidance provided to agents. Good implementation is clear, handles edge cases, and produces reliable results.

A well-organized, concise, and largely actionable skill body for an instruction-only, MCP-driven workflow. Weakest on validation checkpoints and the unstated realized-vol computation formula.

Suggestions

Add a one-line formula or method for close-to-close realized vol (e.g. annualized stdev of log returns) so step 5 is fully executable.

Insert an explicit validation checkpoint after the vol-surface and option_value calls (e.g. confirm returned expiries/strikes; retry option_value with a template-discovered strike on failure).

Consider moving the three output-format tables into a references/ template file to keep SKILL.md as a leaner overview and enable progressive disclosure.

DimensionReasoningScore

Conciseness

Lean body that assumes Claude's competence: terse tool list with exact inputs/outputs, a tight numbered workflow, and compact output tables, with no padding about what options or volatility are.

5 / 5

Actionability

Highly concrete guidance with exact tool names, inputs (e.g. '.SPX@RIC', 'EURUSD'), outputs, and explicit window-to-tenor mappings, but lacks copy-paste code and leaves the close-to-close realized-vol formula unspecified.

4 / 5

Workflow Clarity

A clear 6-step sequenced workflow with named tool calls per step and structured output, but no explicit validation/retry checkpoints for the multi-tool chain.

4 / 5

Progressive Disclosure

Single self-contained file with well-headed sections and no nested references; slightly over the simple-skill line count with bulky inline output tables that could justify a separate reference, though no bundle files exist.

4 / 5

Total

17

/

20

Passed

Description

87%Weight 40%Scale 1-5

Based on the skill's description, can an agent find and select it at the right time? Clear, specific descriptions lead to better discovery.

A strong, specific description that clearly answers both 'what' and 'when' with concrete, domain-appropriate trigger phrases and low conflict risk. Minor room to broaden trigger synonyms and surface-shape actions.

DimensionReasoningScore

Specificity

Names the domain plus several concrete actions (vol surface data, option pricing with Greeks, historical price data, implied-vs-realized assessment), with minor coverage gaps such as surface-shape/skew analysis.

4 / 5

Completeness

Explicitly states what it does (combine surface, Greeks, and historical data to assess implied vs realized vol) and when to use it via a concrete 'Use when...' clause with multiple trigger phrases, in third person.

5 / 5

Trigger Term Quality

Includes natural phrases a derivatives user would say ('pricing options', 'analyzing volatility surfaces', 'computing Greeks', 'vol premiums', 'vol trading strategies'), missing a few variants like 'IV vs RV' or 'implied vol'.

4 / 5

Distinctiveness Conflict Risk

Occupies a clear niche (option volatility analysis) with distinct, coherent triggers that are unlikely to fire for generic pricing or data skills.

5 / 5

Total

18

/

20

Passed

Validation

100%

Checks the skill against the spec for correct structure and formatting. All validation checks must pass before discovery and implementation can be scored.

Validation — 16 / 16 Passed

Validation for skill structure

No warnings or errors.

Repository
anthropics/financial-services
Reviewed

Table of Contents

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