Plugins

1 plugin

Volatility Analysis to Trade Signal

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

4 skills · plugin

Results for “volatility-analysis”

12 skills

alphagbm-vol-smile

Analyzes the volatility smile and skew for a single options expiration, providing implied volatility curves, skew metrics, and shape classification to reveal market pricing of tail risk and directional fear.

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alphagbm-pnl-simulator

Simulates profit and loss for option positions across underlying price, implied volatility, and time to expiration, generating diagrams, breakeven analysis, and probability distributions.

alphagbm-vol-surface

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.

alphagbm-iv-rank

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.

technical-analyst

Analyze weekly price charts for stocks, indices, crypto, or forex to identify trends, support/resistance, and probabilistic scenarios based purely on chart data.

alphagbm-earnings-crush

Analyzes earnings-season implied volatility: historical IV crush, implied move forecast, IV Rank strategy tag, and a priced Iron Condor quote ready to trade.

us-market-bubble-detector

Evaluates US market bubble risk through quantitative data analysis using the Minsky/Kindleberger framework, scoring indicators like Put/Call ratio, VIX, margin debt, breadth, and IPO data.

alphagbm-greeks

Calculates first- and second-order option Greeks (Delta, Gamma, Theta, Vega, Rho, Charm, Vanna, Volga) for single contracts or multi-leg positions, with scenario heatmaps and position-level aggregation.

finance-based-pricing-advisor

Evaluate the financial impact of pricing changes using ARPU, conversion, churn risk, NRR, and payback analysis to make data-driven go/no-go decisions.

backtest-expert

Provides expert guidance for systematic backtesting of trading strategies, covering methodology, stress testing, bias prevention, and result interpretation.

用 Serenity 的供应链卡点逆向投资逻辑分析美股/AI 供应链标的,产出专业投研报告,包含逆向链显形、卡点判据、估值与证伪门。

options-strategy-advisor

Analyze and simulate options trading strategies using Black-Scholes pricing, Greeks calculation, and risk management guidance.