Options Volatility Surface Workflow
CONCEPT:EE-011
Fetches multi-expiry options chain price metrics, fits implied volatility surface curves, and identifies skew arbitrage.
Steps
Step 1: Options Feed Collector
Agent: data-fetcher
Tools: graph_query, sx_search
Fetches option chain price logs and strike parameters across multiple expiries.
Expected: raw-options-chain-feeds
Step 2: Iv Surface Fitter [depends_on: options-feed-collector]
Agent: compute-engine
Tools: graph_analyze
Fits an implied volatility surface and calculates volatility smiles.
Expected: implied-volatility-surface
Step 3: Anomaly Detector [depends_on: iv-surface-fitter]
Agent: risk-assessor
Tools: graph_query, graph_analyze
Identifies mispriced options contracts and volatility skew anomalies.
Expected: volatility-skew-anomalies
Step 4: Arbitrage Executor [depends_on: anomaly-detector]
Agent: report-generator
Tools: graph_write, document_tools
Proposes volatility trade executions to profit from the spreads.
Expected: options-arbitrage-orders
Step 5: KG Persistence [depends_on: arbitrage-executor]
Agent: report-generator
Tools: graph_write
Persist workflow results as nodes and edges in the Knowledge Graph. Create appropriate typed nodes with metadata and link to existing domain entities.
Output
- Options Volatility Surface results persisted in KG
- Structured report (MD/PDF)
- Audit trail with timestamps and agent attributions
Execution
Run this workflow as a dependency-ordered DAG. Steps with no unmet depends_on run in parallel; dependents run after their prerequisites complete.
- Run first (in parallel): Step 1 — Options Feed Collector
- After level 0: Step 2 — Iv Surface Fitter
- After level 1: Step 3 — Anomaly Detector
- After level 2: Step 4 — Arbitrage Executor
- After level 3: Step 5 — KG Persistence
Execution: If graph-os is reachable, offload the whole DAG via graph_orchestrate action=execute_workflow (or the kg-delegate skill) for true parallel/swarm execution. Otherwise execute the steps natively in dependency order: run steps with no unmet depends_on in parallel, then their dependents.