analyze-option-vol

analyze-option-vol is a command for Claude Code from yuping322/financial-services-plugins-new. It costs 15 tokens per session (523 once invoked), scanned A, original, Apache-2.0.

An option-volatility analysis command that examines how much an asset's options imply it may move. It compares that estimate with movements that actually happened and includes measures used to understand option risk.

In plain words
What is it for?
It is for reviewing volatility across equities, indices, futures, and currencies, comparing implied and realized volatility, and examining the risks of call and put options.
Why use it?
It helps you judge whether options look expensive or cheap relative to recent market movement, while showing how risk changes by strike and expiry.

Command for Claude Code

Written for Claude Code: argument-hint in frontmatter.

Needs its repository: it reads a path above its own folder, which exists only inside the repository. The line is This command uses LSEG volatility surfaces, option pricing, and historical data tools. See [CONNECTORS.md](../CONNECTORS.md) for available tools..

Part of the lseg plugin — 8 skills, 8 commands shipped together

Good fit It is for reviewing volatility across equities, indices, futures, and currencies, comparing implied and realized volatility, and examining the risks of call and put options.

Compare 6 commands from other repositories ↓
Install

Getting it into your agent

It runs from inside its repository, so the clone comes first — what it calls does not travel with the file alone.

Clone the repo
git clone --depth 1 https://github.com/yuping322/financial-services-plugins-new
agentmods
npx agentmods add commands/yuping322/financial-services-plugins-new/analyze-option-vol

Made for: Claude Code.

Or install lseg, the plugin that ships this one along with the rest of its 8 skills, 8 commands.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for analyze-option-vol

README.md
[![agentmods](https://agentmods.dev/badge/commands/yuping322/financial-services-plugins-new/analyze-option-vol/github.svg)](https://agentmods.dev/commands/yuping322/financial-services-plugins-new/analyze-option-vol)
Your own site
<a href="https://agentmods.dev/commands/yuping322/financial-services-plugins-new/analyze-option-vol"><img src="https://agentmods.dev/badge/commands/yuping322/financial-services-plugins-new/analyze-option-vol/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for analyze-option-vol

Your own site · 80×15
<a href="https://agentmods.dev/commands/yuping322/financial-services-plugins-new/analyze-option-vol"><img src="https://agentmods.dev/badge/commands/yuping322/financial-services-plugins-new/analyze-option-vol.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 15 Only the description is in the session, so the agent can decide to use it. The body loads when it is invoked.
When invoked 523 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00015 $0.00523
Opus 5 $0.00008 $0.00262
Sonnet 5 $0.00003 $0.00105
Haiku 4.5 $0.00002 $0.00052

Measured 7d ago against content hash de693c408f21, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-10, from the pricing page.

Security

Grade A, and why

analyze-option-vol scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 7d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

partner-built/lseg/commands/analyze-option-vol.md · 60 lines

What it actually says

Analyze Option Volatility

This command uses LSEG volatility surfaces, option pricing, and historical data tools. See CONNECTORS.md for available tools.

Analyze the volatility environment for an underlying by generating the vol surface, pricing options with full Greeks, and comparing implied vs realized volatility.

See the option-vol-analysis skill for domain knowledge on vol surface interpretation and Greeks analysis.

Workflow

1. Gather Input

Ask the user for:

  • Underlying asset (required):
    • Equities/indices: RIC format (e.g., "VOD.L@RIC", ".SPX@RIC")
    • Futures: RICROOT format (e.g., "ES@RICROOT", "CL@RICROOT")
    • FX: ISO pair (e.g., "EURUSD", "USDJPY")
  • Strike price (optional, defaults to ATM)
  • Expiry date or tenor (optional, defaults to 3M)
  • Call or Put (optional, defaults to both)

Determine whether this is equity/index or FX to select the correct vol surface tool.

2. Generate the Volatility Surface

For equities/indices/futures: Call equity_vol_surface.

For FX: Call fx_vol_surface.

Extract: ATM vol at each tenor, 25-delta risk reversal, 25-delta butterfly.

3. Discover Option Templates

Call option_template_list for the underlying. Identify available types, expiries, and strikes.

4. Price the Option

Call option_value with the underlying, strike, and expiry.

Extract: premium, delta, gamma, vega, theta, implied vol.

5. Compute Realized Volatility

Call tscc_historical_pricing_summaries with interval: "P1D", tenor: "1Y".

Compute close-to-close realized vol over 20-day, 60-day, 90-day windows. Compare to matching implied vol tenors.

6. Synthesize the Report

Present: vol surface summary table, Greeks table, implied vs realized comparison, vol regime assessment, strategy recommendations.

Output Format

Lead with the key vol finding (implied rich/cheap vs realized). Follow with the surface summary, option pricing, and detailed comparison.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 7d ago First seen · 60 lines · 15 tokens per session scan A de693c408f21

Subscribe to this mod's changes

analyze-option-vol is a command published in the GitHub repository yuping322/financial-services-plugins-new (17 stars, last pushed 6mo ago), licensed Apache-2.0. It adds 15 tokens to every session and 523 once invoked, about $0.0001 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-09-03.