alphagbm-vol-smile

alphagbm-vol-smile is a skill for Claude Code, Codex from leecyno1/boutique-skills. It costs 130 tokens per session (1,338 once invoked), scanned A, a copy of alphagbm-vol-smile, MIT.

An analysis of the volatility smile, the way implied volatility changes across option strike prices for one expiration date.

In plain words
What is it for?
Use it to inspect the smile curve, put and call skew, risk reversal, shape classification, and the current skew compared with its history.
Why use it?
It helps show whether the market prices downside protection, upside demand, or other unusual differences between options at different strikes.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one.

Good fit Use it to inspect the smile curve, put and call skew, risk reversal, shape classification, and the current skew compared with its history.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/leecyno1/boutique-skills/alphagbm-vol-smile
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add leecyno1/boutique-skills --skill alphagbm-vol-smile
Clone the repo
git clone --depth 1 https://github.com/leecyno1/boutique-skills

Made for: Claude Code, Codex.

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 alphagbm-vol-smile

README.md
[![agentmods](https://agentmods.dev/badge/skills/leecyno1/boutique-skills/alphagbm-vol-smile/github.svg)](https://agentmods.dev/skills/leecyno1/boutique-skills/alphagbm-vol-smile)
Your own site
<a href="https://agentmods.dev/skills/leecyno1/boutique-skills/alphagbm-vol-smile"><img src="https://agentmods.dev/badge/skills/leecyno1/boutique-skills/alphagbm-vol-smile/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 alphagbm-vol-smile

Your own site · 80×15
<a href="https://agentmods.dev/skills/leecyno1/boutique-skills/alphagbm-vol-smile"><img src="https://agentmods.dev/badge/skills/leecyno1/boutique-skills/alphagbm-vol-smile.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 130 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,338 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 100% copy Near-identical to another mod 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 $0.00130 $0.01338
Opus 5 $0.00065 $0.00669
Sonnet 5 $0.00026 $0.00268
Haiku 4.5 $0.00013 $0.00134

Measured 12d ago against content hash ebd78123753e, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-12, from the pricing page.

Security

Grade A, and why

alphagbm-vol-smile 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 12d 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.

Origin

This is a copy

100% identical to alphagbm-vol-smile — 0 lines differ, which has more behind it and is treated as the original. This page carries a canonical link to it rather than competing with it.

skills/default/alphagbm-vol-smile/SKILL.md · 113 lines

How it starts

The opening of the file, as written. The whole thing — 113 lines — stays where its author put it; the contents beside it link to each section on GitHub.

AlphaGBM Volatility Smile

Prerequisites

  • API Key: Set env ALPHAGBM_API_KEY (format agbm_xxxx...).
  • Base URL: Default https://alphagbm.zeabur.app. Override with env ALPHAGBM_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/<SYMBOL>?expiry=2026-04-17

Query parameters:

  • expiry (optional): Expiration date in YYYY-MM-DD format. Defaults to nearest monthly expiry if omitted.

Read the full file on GitHub · 113 lines

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. 12d ago First seen · 113 lines · 130 tokens per session scan A ebd78123753e

Subscribe to this mod's changes

alphagbm-vol-smile is a skill published in the GitHub repository leecyno1/boutique-skills (5 stars, last pushed today), licensed MIT. It adds 130 tokens to every session and 1,338 once invoked, about $0.0006 per session on Opus 5. A static security scan graded it A with 0 findings. It is 100% identical to alphagbm-vol-smile, differing in 0 lines, and is treated as a copy.

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