Alphagbm Vol Smile

CommunityPopular

AlphaGBM

alphagbm-vol-smile

2D volatility smile and skew analysis for a single expiration date. Maps IV across strikes to reveal put skew, call skew, and smile shape. Returns smile curve data, skew metrics (25-delta skew, risk reversal), and shape classification. Use when: analyzing put/call skew, checking if puts are expensive, understanding directional fear in options pricing, finding skew trades. Triggers on: "vol smile AAPL", "skew analysis NVDA", "put skew for TSLA", "is the smile steep for SPY", "volatility skew META", "smile shape for GOOGL".

Overview

Publisher	AlphaGBM
Repository	`skills`
Skill name	`alphagbm-vol-smile`
Stars	2.7K
Forks	290
Bundled files	Instructions only
License	MIT
Links	Skill source Repository Homepage

Markdown instructions
A SKILL.md file the model loads on demand, so it only costs tokens when a request actually matches.
Works with any LLM
AI skills are plain Markdown, not provider-specific code, so this works with GPT, Claude, Gemini, Grok, or a local model.
Self-contained
Everything the model needs lives in the instructions — no extra files to sync.
Open source
Published by AlphaGBM on GitHub. Read the source before you install it.

Installation

Install the Alphagbm Vol Smile AI skill in TypingMind to use it with any LLM, or drop it into another agent that reads SKILL.md.

Install in TypingMind

TypingMind installs a skill straight from its GitHub folder — it reads SKILL.md, bundles the resource files, and stores the result locally.

Open the app and go to Plugins → Skills.
Choose "Install from GitHub".
Paste the skill folder URL below and confirm.
Enable the skill in any chat where you want it available.

Plugins → Skills → Add skill → From GitHub URL, then paste the folder URL and press Continue.

Install in another agent

Any agent that reads the Agent Skills format can use this skill — copy the folder into that agent's skills directory.

Claude Code — .claude/skills

git clone --depth 1 https://github.com/AlphaGBM/skills.git /tmp/skills
mkdir -p .claude/skills
cp -r /tmp/skills/skills/alphagbm-vol-smile .claude/skills/alphagbm-vol-smile

Restart Claude Code after copying so it picks up the new skill.

Use it in TypingMind

Enable Alphagbm Vol Smile in any TypingMind chat and the model takes it from there. Its name and description sit in the system prompt, and the moment a request matches, the model loads the full instructions itself — you never invoke it by hand, and it costs no tokens until it is actually used.

The model loads Alphagbm Vol Smile on its own as soon as a request matches it.

Works with any AI model

AI skills are plain Markdown instructions rather than provider-specific code, so Alphagbm Vol Smile is not tied to the model it was written for. Install it once in TypingMind and use it with GPT-5, Claude, Gemini, Grok, DeepSeek, Mistral, Llama, or a local model you run yourself — all on your own API keys.

Loaded only when it is needed
The system prompt carries just the name and description. The instructions are fetched on the first matching request, so an idle skill costs nothing.
Switch models mid-chat
Because the skill is instructions rather than code, changing model does not break it — the next model reads the same SKILL.md.

Skill instructions

This is the SKILL.md content the model loads. Read it before installing — a skill is instructions your model will follow.

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.

Returns the smile curve (strikes, IVs, deltas), skew metrics, shape classification, and skew percentile for the specified expiration.

How to Use

Input

Required: Ticker symbol
Optional: Expiration date (defaults to nearest monthly), moneyness range

Output Structure

json
{
  "ticker": "AAPL",
  "price": 218.45,
  "expiry": "2026-04-18",
  "dte": 20,
  "smile": {
    "strikes": [190, 195, 200, 205, 210, 215, 220, 225, 230, 235, 240],
    "ivs":    [42.1, 39.5, 36.8, 34.0, 31.5, 29.2, 27.5, 28.8, 30.5, 32.8, 35.2],
    "deltas": [-0.10, -0.15, -0.22, -0.30, -0.40, -0.48, 0.52, 0.42, 0.32, 0.22, 0.14]
  },
  "skew_metrics": {
    "skew_25d": -8.3,
    "risk_reversal_25d": -2.45,
    "skew_10d": -14.6,
    "atm_iv": 28.3
  },
  "shape": "normal",
  "skew_percentile": 72,
  "interpretation": "Put skew is moderately steep (72nd percentile). OTM puts are pricing ~8 vol points above equidistant calls -- standard hedging demand with slight elevation."
}

Example Queries

User Says	What Happens
"Vol smile AAPL"	Smile curve for nearest monthly expiry with skew metrics
"Skew analysis NVDA"	Full smile + skew percentile vs. history
"Put skew for TSLA"	Focuses on put-side IV, 25d skew, skew percentile
"Is the smile steep for SPY?"	Compares current 25d skew to 252-day range
"Smile shape GOOGL April expiry"	Shape classification for specified expiration

Mock Data

Demo tickers available without API key: AAPL, NVDA, SPY, TSLA, META. Smile data uses realistic IV snapshots from mock-data/.

Related Skills

alphagbm-vol-surface -- See the full 3D surface across all expirations
alphagbm-iv-rank -- Is overall IV high or low vs. history?
alphagbm-options-strategy -- Steep skew suggests certain spread strategies
alphagbm-options-score -- Use skew insights to find better-scored contracts

Powered by AlphaGBM -- Real-data options & research intelligence for traders and AI agents. 10K+ users.

Frequently asked questions

What does the Alphagbm Vol Smile AI skill do?

Why use Alphagbm Vol Smile on TypingMind?

Because you install it once and use it with any model. Alphagbm Vol Smile is plain Markdown rather than provider-specific code, so the same skill runs on GPT-5, Claude, Gemini, Grok, or a local model — and you can switch model mid-chat without it breaking. TypingMind runs on your own API keys, so you pay providers directly instead of a per-seat subscription, and your skills and chats stay in your own storage.

How do I install Alphagbm Vol Smile in TypingMind?

Open Plugins → Skills → Install from GitHub in TypingMind and paste https://github.com/AlphaGBM/skills/tree/main/skills/alphagbm-vol-smile. TypingMind reads its SKILL.md and installs it as a skill you can enable per chat.

Which AI models can use Alphagbm Vol Smile?

Any model you connect in TypingMind. AI skills are plain Markdown instructions rather than provider-specific code, so GPT, Claude, Gemini, Grok, and local models can all load this skill when a request matches it.

How many AI models can I use with Alphagbm Vol Smile?

As many as you like. As long as a model supports skills, you can use Alphagbm Vol Smile with it — GPT, Claude, Gemini, Grok, DeepSeek, Mistral, Llama and more — all on TypingMind with your own API keys.

Is the Alphagbm Vol Smile AI skill free?

Yes. It is published on GitHub by AlphaGBM under the MIT license. You only pay your own AI provider for the tokens you use.

What are AI skills?

An AI skill is a reusable instruction bundle that teaches an AI model how to do one specific task. It follows the open Agent Skills format: a SKILL.md file with a name and description, plus any scripts, templates or reference files the model may need. The model reads the instructions only when your request matches the skill, so an installed skill costs nothing until it is used.

How are AI skills different from plugins or MCP servers?

A plugin or MCP server gives a model new tools to call — code that runs somewhere and returns a result. An AI skill gives the model knowledge and process instead: how to approach a task, which steps to follow, what good output looks like. Skills are plain Markdown, so they need no server, no API key and no runtime, and they work with any model.

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Overview

Installation

Install in TypingMind

Install in another agent

Use it in TypingMind

Works with any AI model

Skill instructions

AlphaGBM Volatility Smile

Prerequisites

What This Skill Does

Key Outputs

What Smile Shape Means for Trading

API Endpoint

Volatility Smile

How to Use

Input

Output Structure

Example Queries

Mock Data

Related Skills

Frequently asked questions

Related AI Skills

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