alphagbm-vol-surface

alphagbm-vol-surface is a skill for Claude Code, Codex from leecyno1/boutique-skills. It costs 122 tokens per session (1,530 once invoked), scanned A, a copy of alphagbm-vol-surface, MIT.

A tool that maps implied volatility across option strike prices and expiration dates. Implied volatility is the market's estimate of how much an asset may move.

In plain words
What is it for?
Use it to inspect volatility by strike and expiry, compare near- and longer-term volatility, study put-call skew, and spot surface anomalies.
Why use it?
It helps options users see where volatility appears relatively high, low, or unusual across the full pricing surface.

Skill for Claude CodeCodex

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

Good fit Use it to inspect volatility by strike and expiry, compare near- and longer-term volatility, study put-call skew, and spot surface anomalies.

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Install with agentmods
npx agentmods add skills/leecyno1/boutique-skills/alphagbm-vol-surface
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-surface
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-surface

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

Your own site · 80×15
<a href="https://agentmods.dev/skills/leecyno1/boutique-skills/alphagbm-vol-surface"><img src="https://agentmods.dev/badge/skills/leecyno1/boutique-skills/alphagbm-vol-surface.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 122 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,530 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 $0.00122 $0.01530
Opus 5 $0.00061 $0.00765
Sonnet 5 $0.00024 $0.00306
Haiku 4.5 $0.00012 $0.00153

Measured 9d ago against content hash 8d8aea94b670, 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-surface 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 9d 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-surface — 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-surface/SKILL.md · 146 lines

How it starts

The opening of the file, as written. The whole thing — 146 lines — stays where its author put it; the contents beside it link to each section on GitHub.

AlphaGBM Volatility Surface

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

Builds a 3D volatility surface for any optionable ticker, mapping implied volatility across two dimensions -- strike price (moneyness) and time to expiration. Identifies where options are cheap, expensive, or anomalous relative to the surface.

Key Outputs

Output What It Shows
Surface Grid IV at each (strike, expiry) coordinate -- the full 3D map
ATM Term Structure How at-the-money IV changes across expirations (front-month vs. back-month)
Skew by Expiry Put-call IV differential at each expiration -- measures fear/complacency
Surface Anomalies Points where IV deviates significantly from the fitted surface -- potential mispricings
Surface Shape Classification: contango, backwardation, flat, inverted, event-driven

What the Surface Tells You

  • Contango (front IV < back IV): Normal market, no near-term fear
  • Backwardation (front IV > back IV): Near-term event expected (earnings, FDA, etc.)
  • Steep skew: Market pricing tail risk in puts -- hedging demand is high
  • Flat skew: Balanced sentiment -- no strong directional fear
  • Anomaly detected: A specific contract is mispriced vs. neighbors -- potential opportunity

Volatility Risk Premium (VRP)

VRP = Implied Vol - Historical Vol
VRP Level Seller Buyer
very_high (>=15%) Very favorable Unfavorable
high (5-15%) Favorable Slightly unfavorable
normal (+/-5%) Neutral Neutral
low (-15% to -5%) Unfavorable Favorable
very_low (<-15%) Very unfavorable Very favorable

API Endpoints

Volatility Surface (3D)

GET /api/options/tools/vol-surface/<SYMBOL>

Returns the full 3D volatility surface with moneyness axis, expiry axis, and IV grid.

Read the full file on GitHub · 146 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. 9d ago First seen · 146 lines · 122 tokens per session scan A 8d8aea94b670

Subscribe to this mod's changes

alphagbm-vol-surface is a skill published in the GitHub repository leecyno1/boutique-skills (5 stars, last pushed today), licensed MIT. It adds 122 tokens to every session and 1,530 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-surface, differing in 0 lines, and is treated as a copy.

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