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Use when financial-services work requires analyze option volatility with vol surface, Greeks, and implied vs realized vol comparison.
Codex または Claude でインストール この Prompt をコピーして Codex、Claude、または他のアシスタントに貼り付けると、Skill ページを確認してインストールできます。
SOC 職業分類に基づく
Use when financial-services work requires processes an earnings event end to end — reads the call transcript and filings, updates the coverage model, and drafts the post-earnings note. Use when a covered name reports; for a single name interactively, or fanned out across a coverage list as a managed agent..
Use when financial-services work requires reconciles general ledger to subledger across asset classes for a trade date — finds breaks, traces root cause, and routes the exception report for sign-off. Use for daily or month-end recon runs; not for journal-entry posting (use month-end-closer for that)..
Use when financial-services work requires parses an onboarding document packet, runs the firm's KYC/AML rules engine, screens against sanctions and PEP lists, and flags gaps for escalation. Use for new-client onboarding or periodic refresh — not for transaction monitoring..
Use when financial-services work requires produces sector or thematic market research — industry overview, competitive landscape, trading-comps spread of the peer set, and a thematic ideas shortlist — packaged as a research note with optional slides. Use when an analyst or PM asks for a primer on a sector or theme; not for single-name coverage updates (use earnings-reviewer for that)..
Use when financial-services work requires builds a briefing pack before a client or prospect meeting — relationship history from CRM, holdings and recent activity, market context, and a suggested agenda. Use ahead of any client meeting; pairs with a calendar event..
Use when financial-services work requires builds DCF, LBO, three-statement, and trading-comps models live in Excel from a ticker and assumption set. Use when you need a clean model from scratch — not for updating an existing coverage model (use earnings-reviewer for that)..
| name | fsi-command-analyze-option-vol |
| description | Use when financial-services work requires analyze option volatility with vol surface, Greeks, and implied vs realized vol comparison. |
| version | 0.1.0 |
| author | Changhochien |
| license | MIT |
| platforms | ["linux","macos","windows"] |
| metadata | {"hermes":{"tags":["analyze-option-vol","command","financial-services","lseg"],"related_skills":[]}} |
This is the Hermes profile equivalent of the original Cowork slash command /analyze-option-vol from lseg. Invoke it explicitly with /skill fsi-command-analyze-option-vol or ask in natural language for this workflow.
/analyze-option-vol or a analyze option vol financial-services workflow.This command uses LSEG volatility surfaces, option pricing, and historical data tools. See CONNECTORS.md for available tools.
Analyze the volatility environment for an underlying by generating the vol surface, pricing options with full Greeks, and comparing implied vs realized volatility.
See the option-vol-analysis skill for domain knowledge on vol surface interpretation and Greeks analysis.
Ask the user for:
Determine whether this is equity/index or FX to select the correct vol surface tool.
For equities/indices/futures: Call equity_vol_surface.
For FX: Call fx_vol_surface.
Extract: ATM vol at each tenor, 25-delta risk reversal, 25-delta butterfly.
Call option_template_list for the underlying. Identify available types, expiries, and strikes.
Call option_value with the underlying, strike, and expiry.
Extract: premium, delta, gamma, vega, theta, implied vol.
Call tscc_historical_pricing_summaries with interval: "P1D", tenor: "1Y".
Compute close-to-close realized vol over 20-day, 60-day, 90-day windows. Compare to matching implied vol tenors.
Present: vol surface summary table, Greeks table, implied vs realized comparison, vol regime assessment, strategy recommendations.
Lead with the key vol finding (implied rich/cheap vs realized). Follow with the surface summary, option pricing, and detailed comparison.
/skill fsi-command-analyze-option-vol