Volatility Analysis to Trade Signal

curated by SkillMD · plugin · 4 skills

From IV rank and volatility surface to a trade signal using fear score or Tepper signal.

Install the whole plugin (CLI)

npx skillmds add alphagbm/alphagbm-iv-rank
npx skillmds add alphagbm/alphagbm-vol-surface
npx skillmds add alphagbm/alphagbm-fear-score
npx skillmds add alphagbm/alphagbm-tepper-signal

⬇ Download

Skills in this plugin

▌
alphagbm-iv-rank · alphagbm
Calculates IV Rank and IV Percentile for any ticker to determine whether implied volatility is high or low relative to its 252-day history, and provides trading signals based on IV zones.

1.2k
repo stars
▌
alphagbm-vol-surface · alphagbm
Builds a 3D volatility surface for any optionable ticker, mapping implied volatility across strike price and time to expiration to identify cheap, expensive, or anomalous options.

1.2k
repo stars
▌
alphagbm-fear-score · alphagbm
Calculates a per-ticker panic index (0-100) from six weighted signals including VIX, IV Rank, RSI-14, volume anomaly, put/call ratio, and consecutive down days, triggering Bull Put Spread entry signals at scores ≥60.

1.2k
repo stars
▌
alphagbm-tepper-signal · alphagbm
Detects whether current market conditions match David Tepper's historic panic-buy signal by combining VIX, FearScore, and a quality filter.

1.2k
repo stars