longbridge-options-volatility

Original：🇺🇸 English

Translated

Implied volatility analysis for options via Longbridge — IV vs HV comparison, IV percentile rank, volatility smile and skew, options pricing assessment, strategy selection guidance. Triggers: "隐含波动率", "IV", "期权波动率", "波动率偏斜", "波动率微笑", "HV", "历史波动率", "IV百分位", "期权定价", "隱含波動率", "期權波動率", "波動率偏斜", "波動率微笑", "歷史波動率", "IV百分位", "期權定價", "implied volatility", "IV percentile", "volatility smile", "volatility skew", "HV vs IV", "options pricing", "vol surface", "TSLA.US implied vol".

2installs

Sourcelongbridge/skills

Added on2026-05-13

NPX Install

npx skill4agent add longbridge/skills longbridge-options-volatility

SKILL.md Content

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longbridge-options-volatility

Prompt-only analysis skill. Compares implied volatility (IV) against historical volatility (HV), computes IV percentile rank, and surfaces the volatility smile / skew for options strategy guidance.

Response language: match the user's input language — Simplified Chinese / Traditional Chinese / English.

When to use

"TSLA 期权 IV 现在贵不贵" / "TSLA 期權 IV 現在貴不貴" / "Is TSLA IV elevated?"
"NVDA 波动率微笑怎么样" / "NVDA vol smile"
"这个期权 IV 在历史什么分位" / "IV percentile for this contract"
"现在适合买期权还是卖期权" / "Should I be long or short vol?"

For option quotes or chain discovery route to

longbridge-derivatives

. For P&L and Greeks payoff route to

longbridge-options-pnl

.

CLI

Run

longbridge <subcommand> --help

to verify exact flags. Primary calls (may be run concurrently):

bash

# 1. Option chain — get IV across strikes for a specific expiry
longbridge option chain <SYMBOL> --date <YYYY-MM-DD> --format json

# 2. Option volume — call/put volume for sentiment context
longbridge option volume <SYMBOL> --format json

# 3. Daily kline — compute historical volatility (60-day window typical)
longbridge kline <SYMBOL> --period day --count 60 --format json

# If unsure of exact flags:
longbridge option --help
longbridge kline --help

Workflow

Resolve symbol to
```
<CODE>.<MARKET>
```
format (e.g.
```
TSLA.US
```
,
```
700.HK
```
).
Fetch option chain for the nearest liquid expiry to get IV by strike.
Fetch daily kline (60 bars) and compute HV:
- Daily log returns:
```
r_i = ln(close_i / close_{i-1})
```
- HV (annualised):
```
σ_HV = std(r) × √252
```
Compute IV percentile using the ATM IV from the chain. Compare against the 60-day kline range as a rough proxy if historical IV series is unavailable.
Build smile / skew:
- Sort chain rows by strike; extract call IV and put IV at each strike.
- Put skew = (OTM put IV − ATM IV); if put skew > 0 the market fears downside.
Output structured report (template below). Cite Longbridge Securities.

Output template

{Symbol} volatility snapshot — Source: Longbridge Securities

[IV vs HV]
- ATM IV (nearest expiry): X%
- 60-day HV: X%
- IV/HV ratio: X  → {rich / fair / cheap}

[IV Percentile (60-day proxy)]
- Estimated percentile: ~N-th  (low <30 / mid 30–70 / high >70)

[Vol Smile / Skew]
- Put skew (OTM put IV − ATM IV): +X pp  → {downside fear / balanced}
- Call skew (OTM call IV − ATM IV): +X pp
- Shape: {positive skew / flat / negative skew}

[Strategy signal]
- IV rich (>70th pct) → consider premium-selling strategies (covered call, short strangle)
- IV cheap (<30th pct) → consider premium-buying strategies (long straddle, long call/put)
- Skew elevated → put spreads may offer better risk/reward than naked puts

⚠️ 以上分析仅供参考，不构成投资建议。/ 以上分析僅供參考，不構成投資建議。/ For reference only. Not investment advice.

Error handling

Situation	简体回复	繁體回復	English reply
`command not found: longbridge`	切换到 MCP；若 MCP 也不可用，请安装 longbridge-terminal	切換至 MCP；若 MCP 也不可用，請安裝 longbridge-terminal	Fall back to MCP; if unavailable, install longbridge-terminal
stderr `not logged in`	请执行 `longbridge auth login`	請執行 `longbridge auth login`	Run `longbridge auth login`
Chain returns < 5 strikes	流动性不足，无法可靠建构波动率微笑	流動性不足，無法可靠建構波動率微笑	Insufficient liquidity to build vol smile reliably
Kline < 20 bars	价格历史不足，跳过 HV 计算	價格歷史不足，跳過 HV 計算	Insufficient price history; skipping HV calculation

MCP fallback

CLI command	MCP tool
`longbridge option chain --date`	`mcp__longbridge__option_chain_info_by_date`
`longbridge option volume`	`mcp__longbridge__option_volume`
`longbridge kline`	`mcp__longbridge__candlesticks`

Related skills

Option quotes / chain discovery →
```
longbridge-derivatives
```
P&L diagram and Greeks →
```
longbridge-options-pnl
```
Strategy selection →
```
longbridge-options-strategy
```
Advanced vol strategies →
```
longbridge-options-advanced
```
Underlying price →
```
longbridge-quote
```

File layout

longbridge-options-volatility/
└── SKILL.md          # prompt-only, no scripts/

longbridge-options-volatility

NPX Install

Tags

SKILL.md Content

longbridge-options-volatility

When to use

CLI

Workflow

Output template

Error handling

MCP fallback

Related skills

File layout